PortfoliosLab logo
VTC vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTC and BND is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

VTC vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Corporate Bond ETF (VTC) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.25%
9.45%
VTC
BND

Key characteristics

Sharpe Ratio

VTC:

1.07

BND:

1.30

Sortino Ratio

VTC:

1.53

BND:

1.89

Omega Ratio

VTC:

1.19

BND:

1.23

Calmar Ratio

VTC:

0.52

BND:

0.51

Martin Ratio

VTC:

3.32

BND:

3.35

Ulcer Index

VTC:

2.01%

BND:

2.05%

Daily Std Dev

VTC:

6.24%

BND:

5.31%

Max Drawdown

VTC:

-22.05%

BND:

-18.84%

Current Drawdown

VTC:

-6.70%

BND:

-7.18%

Returns By Period

In the year-to-date period, VTC achieves a 1.54% return, which is significantly lower than BND's 2.40% return.


VTC

YTD

1.54%

1M

-0.39%

6M

0.60%

1Y

6.82%

5Y*

0.23%

10Y*

N/A

BND

YTD

2.40%

1M

0.12%

6M

1.40%

1Y

6.96%

5Y*

-0.91%

10Y*

1.37%

*Annualized

Compare stocks, funds, or ETFs

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


VTC vs. BND - Expense Ratio Comparison

VTC has a 0.04% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VTC: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTC: 0.04%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

VTC vs. BND — Risk-Adjusted Performance Rank

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

VTC
The Risk-Adjusted Performance Rank of VTC is 7777
Overall Rank
The Sharpe Ratio Rank of VTC is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VTC is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VTC is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VTC is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VTC is 7676
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 8080
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7777
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.

VTC vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Corporate Bond ETF (VTC) and Vanguard Total Bond Market ETF (BND). 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 chart of Sharpe ratio for VTC, currently valued at 1.07, compared to the broader market-1.000.001.002.003.004.00
VTC: 1.07
BND: 1.30
The chart of Sortino ratio for VTC, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.00
VTC: 1.53
BND: 1.89
The chart of Omega ratio for VTC, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
VTC: 1.19
BND: 1.23
The chart of Calmar ratio for VTC, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.00
VTC: 0.52
BND: 0.51
The chart of Martin ratio for VTC, currently valued at 3.32, compared to the broader market0.0020.0040.0060.00
VTC: 3.32
BND: 3.35

The current VTC Sharpe Ratio is 1.07, which is comparable to the BND Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of VTC and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.07
1.30
VTC
BND

Dividends

VTC vs. BND - Dividend Comparison

VTC's dividend yield for the trailing twelve months is around 4.54%, more than BND's 3.70% yield.


TTM20242023202220212020201920182017201620152014
VTC
Vanguard Total Corporate Bond ETF
4.54%4.50%3.80%3.13%2.36%2.69%3.34%3.53%0.55%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.70%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

VTC vs. BND - Drawdown Comparison

The maximum VTC drawdown since its inception was -22.05%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VTC and BND. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%NovemberDecember2025FebruaryMarchApril
-6.70%
-7.18%
VTC
BND

Volatility

VTC vs. BND - Volatility Comparison

Vanguard Total Corporate Bond ETF (VTC) has a higher volatility of 3.40% compared to Vanguard Total Bond Market ETF (BND) at 2.18%. This indicates that VTC's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
3.40%
2.18%
VTC
BND