PortfoliosLab logoPortfoliosLab logo
VTBNX vs. VBIUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTBNX vs. VBIUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market II Index Fund (VTBNX) and Vanguard Intermediate-Term Bond Index Fund Institutional Plus (VBIUX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VTBNX vs. VBIUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTBNX
Vanguard Total Bond Market II Index Fund
-0.60%7.18%1.32%5.68%-13.12%-1.82%7.39%8.71%-0.27%3.62%
VBIUX
Vanguard Intermediate-Term Bond Index Fund Institutional Plus
-0.84%8.60%1.56%5.53%-13.24%-2.64%9.83%10.23%-0.13%3.90%

Returns By Period

In the year-to-date period, VTBNX achieves a -0.60% return, which is significantly higher than VBIUX's -0.84% return. Over the past 10 years, VTBNX has underperformed VBIUX with an annualized return of 1.56%, while VBIUX has yielded a comparatively higher 1.93% annualized return.


VTBNX

1D
0.42%
1M
-2.26%
YTD
-0.60%
6M
0.40%
1Y
3.62%
3Y*
3.40%
5Y*
0.22%
10Y*
1.56%

VBIUX

1D
0.58%
1M
-2.62%
YTD
-0.84%
6M
0.29%
1Y
4.35%
3Y*
3.66%
5Y*
0.41%
10Y*
1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTBNX vs. VBIUX - Expense Ratio Comparison

VTBNX has a 0.02% expense ratio, which is lower than VBIUX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VTBNX vs. VBIUX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTBNX
VTBNX Risk / Return Rank: 5353
Overall Rank
VTBNX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VTBNX Sortino Ratio Rank: 5151
Sortino Ratio Rank
VTBNX Omega Ratio Rank: 3737
Omega Ratio Rank
VTBNX Calmar Ratio Rank: 7676
Calmar Ratio Rank
VTBNX Martin Ratio Rank: 5151
Martin Ratio Rank

VBIUX
VBIUX Risk / Return Rank: 6161
Overall Rank
VBIUX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VBIUX Sortino Ratio Rank: 6262
Sortino Ratio Rank
VBIUX Omega Ratio Rank: 4545
Omega Ratio Rank
VBIUX Calmar Ratio Rank: 7575
Calmar Ratio Rank
VBIUX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTBNX vs. VBIUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market II Index Fund (VTBNX) and Vanguard Intermediate-Term Bond Index Fund Institutional Plus (VBIUX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VTBNXVBIUXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.07

-0.10

Sortino ratio

Return per unit of downside risk

1.41

1.57

-0.15

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.77

1.74

+0.04

Martin ratio

Return relative to average drawdown

5.02

5.84

-0.82

VTBNX vs. VBIUX - Sharpe Ratio Comparison

The current VTBNX Sharpe Ratio is 0.98, which is comparable to the VBIUX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of VTBNX and VBIUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VTBNXVBIUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.07

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.07

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.36

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.46

-0.10

Correlation

The correlation between VTBNX and VBIUX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VTBNX vs. VBIUX - Dividend Comparison

VTBNX's dividend yield for the trailing twelve months is around 3.68%, less than VBIUX's 3.81% yield.


TTM20252024202320222021202020192018201720162015
VTBNX
Vanguard Total Bond Market II Index Fund
3.68%3.95%3.77%3.13%2.54%1.82%3.12%2.79%2.56%2.52%2.55%0.00%
VBIUX
Vanguard Intermediate-Term Bond Index Fund Institutional Plus
3.81%4.04%3.82%2.59%2.42%3.08%2.95%2.76%2.89%2.77%3.09%3.14%

Drawdowns

VTBNX vs. VBIUX - Drawdown Comparison

The maximum VTBNX drawdown since its inception was -18.71%, roughly equal to the maximum VBIUX drawdown of -19.18%. Use the drawdown chart below to compare losses from any high point for VTBNX and VBIUX.


Loading graphics...

Drawdown Indicators


VTBNXVBIUXDifference

Max Drawdown

Largest peak-to-trough decline

-18.71%

-19.18%

+0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-3.18%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-18.05%

-18.83%

+0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-18.71%

-19.18%

+0.47%

Current Drawdown

Current decline from peak

-3.11%

-2.62%

-0.49%

Average Drawdown

Average peak-to-trough decline

-4.91%

-4.11%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.95%

-0.01%

Volatility

VTBNX vs. VBIUX - Volatility Comparison

The current volatility for Vanguard Total Bond Market II Index Fund (VTBNX) is 1.52%, while Vanguard Intermediate-Term Bond Index Fund Institutional Plus (VBIUX) has a volatility of 1.68%. This indicates that VTBNX experiences smaller price fluctuations and is considered to be less risky than VBIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VTBNXVBIUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

1.68%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

2.77%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.32%

4.61%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

6.36%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

5.37%

-0.46%