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VTBNX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTBNX and VTSAX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VTBNX vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VTBNX:

1.01

VTSAX:

0.51

Sortino Ratio

VTBNX:

1.48

VTSAX:

0.84

Omega Ratio

VTBNX:

1.17

VTSAX:

1.12

Calmar Ratio

VTBNX:

0.39

VTSAX:

0.52

Martin Ratio

VTBNX:

2.54

VTSAX:

1.98

Ulcer Index

VTBNX:

2.07%

VTSAX:

5.05%

Daily Std Dev

VTBNX:

5.24%

VTSAX:

19.65%

Max Drawdown

VTBNX:

-19.47%

VTSAX:

-55.34%

Current Drawdown

VTBNX:

-8.03%

VTSAX:

-7.91%

Returns By Period

In the year-to-date period, VTBNX achieves a 2.06% return, which is significantly higher than VTSAX's -3.66% return.


VTBNX

YTD

2.06%

1M

0.33%

6M

1.21%

1Y

5.24%

5Y*

-0.99%

10Y*

N/A

VTSAX

YTD

-3.66%

1M

4.26%

6M

-5.58%

1Y

9.34%

5Y*

15.27%

10Y*

11.77%

*Annualized

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. VTSAX - Expense Ratio Comparison

VTBNX has a 0.02% expense ratio, which is lower than VTSAX'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%.


Risk-Adjusted Performance

VTBNX vs. VTSAX — Risk-Adjusted Performance Rank

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

VTBNX
The Risk-Adjusted Performance Rank of VTBNX is 7373
Overall Rank
The Sharpe Ratio Rank of VTBNX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VTBNX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VTBNX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VTBNX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VTBNX is 7070
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6060
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTBNX vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market II Index Fund (VTBNX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.


The current VTBNX Sharpe Ratio is 1.01, which is higher than the VTSAX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of VTBNX and VTSAX, 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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Dividends

VTBNX vs. VTSAX - Dividend Comparison

VTBNX's dividend yield for the trailing twelve months is around 3.85%, more than VTSAX's 1.34% yield.


TTM20242023202220212020201920182017201620152014
VTBNX
Vanguard Total Bond Market II Index Fund
3.85%3.77%3.14%2.47%1.83%2.24%2.81%2.57%2.52%2.47%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.34%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

VTBNX vs. VTSAX - Drawdown Comparison

The maximum VTBNX drawdown since its inception was -19.47%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VTBNX and VTSAX. For additional features, visit the drawdowns tool.


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Volatility

VTBNX vs. VTSAX - Volatility Comparison


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