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VTBNX vs. VFSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTBNX vs. VFSIX - 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 Short-Term Investment-Grade Fund Institutional Shares (VFSIX). The values are adjusted to include any dividend payments, if applicable.

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VTBNX vs. VFSIX - 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%
VFSIX
Vanguard Short-Term Investment-Grade Fund Institutional Shares
-0.38%6.89%5.12%5.88%-5.72%-0.59%5.28%5.88%1.00%2.15%

Returns By Period

In the year-to-date period, VTBNX achieves a -0.60% return, which is significantly lower than VFSIX's -0.38% return. Over the past 10 years, VTBNX has underperformed VFSIX with an annualized return of 1.56%, while VFSIX has yielded a comparatively higher 2.59% 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%

VFSIX

1D
0.19%
1M
-1.42%
YTD
-0.38%
6M
0.78%
1Y
4.38%
3Y*
5.16%
5Y*
2.28%
10Y*
2.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTBNX vs. VFSIX - Expense Ratio Comparison

VTBNX has a 0.02% expense ratio, which is lower than VFSIX's 0.07% 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. VFSIX — 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

VFSIX
VFSIX Risk / Return Rank: 9393
Overall Rank
VFSIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VFSIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VFSIX Omega Ratio Rank: 9292
Omega Ratio Rank
VFSIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
VFSIX Martin Ratio Rank: 9494
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. VFSIX - 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 Short-Term Investment-Grade Fund Institutional Shares (VFSIX). 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.


VTBNXVFSIXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.94

-0.96

Sortino ratio

Return per unit of downside risk

1.41

3.20

-1.79

Omega ratio

Gain probability vs. loss probability

1.17

1.43

-0.26

Calmar ratio

Return relative to maximum drawdown

1.77

2.98

-1.20

Martin ratio

Return relative to average drawdown

5.02

12.10

-7.08

VTBNX vs. VFSIX - Sharpe Ratio Comparison

The current VTBNX Sharpe Ratio is 0.98, which is lower than the VFSIX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of VTBNX and VFSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTBNXVFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.94

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.77

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

1.05

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

1.53

-1.16

Correlation

The correlation between VTBNX and VFSIX is 0.81, 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. VFSIX - Dividend Comparison

VTBNX's dividend yield for the trailing twelve months is around 3.68%, less than VFSIX's 4.32% 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%
VFSIX
Vanguard Short-Term Investment-Grade Fund Institutional Shares
4.32%4.61%4.19%2.88%2.06%1.81%2.35%2.95%2.80%2.13%2.17%2.12%

Drawdowns

VTBNX vs. VFSIX - Drawdown Comparison

The maximum VTBNX drawdown since its inception was -18.71%, which is greater than VFSIX's maximum drawdown of -9.21%. Use the drawdown chart below to compare losses from any high point for VTBNX and VFSIX.


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Drawdown Indicators


VTBNXVFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.71%

-9.21%

-9.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-1.71%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-18.05%

-9.21%

-8.84%

Max Drawdown (10Y)

Largest decline over 10 years

-18.71%

-9.21%

-9.50%

Current Drawdown

Current decline from peak

-3.11%

-1.42%

-1.69%

Average Drawdown

Average peak-to-trough decline

-4.91%

-0.79%

-4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.42%

+0.52%

Volatility

VTBNX vs. VFSIX - Volatility Comparison

Vanguard Total Bond Market II Index Fund (VTBNX) has a higher volatility of 1.52% compared to Vanguard Short-Term Investment-Grade Fund Institutional Shares (VFSIX) at 0.75%. This indicates that VTBNX's price experiences larger fluctuations and is considered to be riskier than VFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTBNXVFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

0.75%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

1.50%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.32%

2.53%

+1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

2.95%

+2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

2.47%

+2.44%