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VTEI vs. IBMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTEI vs. IBMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) and iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTEI achieves a 1.39% return, which is significantly higher than IBMO's 1.05% return.


VTEI

1D
0.02%
1M
0.87%
YTD
1.39%
6M
1.52%
1Y
5.89%
3Y*
5Y*
10Y*

IBMO

1D
0.08%
1M
0.17%
YTD
1.05%
6M
0.84%
1Y
2.60%
3Y*
2.82%
5Y*
0.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTEI vs. IBMO - Yearly Performance Comparison


Correlation

The correlation between VTEI and IBMO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2024

0.35

Over the past year, the correlation between VTEI and IBMO has dropped to 0.12 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

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Return for Risk

VTEI vs. IBMO — Risk / Return Rank

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

VTEI
VTEI Risk / Return Rank: 7575
Overall Rank
VTEI Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VTEI Sortino Ratio Rank: 9191
Sortino Ratio Rank
VTEI Omega Ratio Rank: 9494
Omega Ratio Rank
VTEI Calmar Ratio Rank: 5353
Calmar Ratio Rank
VTEI Martin Ratio Rank: 4949
Martin Ratio Rank

IBMO
IBMO Risk / Return Rank: 9090
Overall Rank
IBMO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IBMO Sortino Ratio Rank: 9191
Sortino Ratio Rank
IBMO Omega Ratio Rank: 8989
Omega Ratio Rank
IBMO Calmar Ratio Rank: 9595
Calmar Ratio Rank
IBMO Martin Ratio Rank: 9393
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.

VTEI vs. IBMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) and iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VTEIIBMODifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.58

1.48

+0.09

Calmar ratioReturn relative to maximum drawdown

2.27

6.91

-4.64

Martin ratioReturn relative to average drawdown

7.23

20.51

-13.28

VTEI vs. IBMO - Sharpe Ratio Comparison

The current VTEI Sharpe Ratio is 2.48, which is comparable to the IBMO Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of VTEI and IBMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VTEI vs. IBMO - Drawdown Comparison

The maximum VTEI drawdown since its inception was -3.64%, smaller than the maximum IBMO drawdown of -14.77%. Use the drawdown chart below to compare losses from any high point for VTEI and IBMO.


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Drawdown Indicators


VTEIIBMODifference

Max Drawdown

Largest peak-to-trough decline

-3.64%

-14.77%

+11.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-0.38%

-2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-8.86%

Current Drawdown

Current decline from peak

-0.59%

0.00%

-0.59%

Average Drawdown

Average peak-to-trough decline

-0.78%

-2.30%

+1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.13%

+0.69%

Volatility

VTEI vs. IBMO - Volatility Comparison

Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) has a higher volatility of 0.58% compared to iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO) at 0.23%. This indicates that VTEI's price experiences larger fluctuations and is considered to be riskier than IBMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTEIIBMODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

0.23%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

1.77%

0.78%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

1.10%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.02%

2.14%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.02%

4.50%

-1.48%

VTEI vs. IBMO - Expense Ratio Comparison

VTEI has a 0.08% expense ratio, which is lower than IBMO's 0.18% 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%.


Dividends

VTEI vs. IBMO - Dividend Comparison

VTEI's dividend yield for the trailing twelve months is around 3.04%, more than IBMO's 2.39% yield.


PositionTTM2025202420232022202120202019
IBMO
iShares iBonds Dec 2026 Term Muni Bond ETF
2.39%2.37%2.15%1.65%0.89%0.62%1.03%1.01%
VTEI
Vanguard Intermediate-Term Tax-Exempt Bond ETF
3.04%3.00%2.65%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VTEI and IBMO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTEI has higher volatility (0.58%) compared to IBMO (0.23%). In terms of maximum drawdown, VTEI dropped -3.64% vs IBMO's -14.77%.

On 1-year performance, VTEI leads with 5.89% vs 2.60% for IBMO. On fees, VTEI is cheaper at 0.08% per year. On volatility, IBMO has been the lower-risk option at 0.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VTEI has performed better with a 5.89% return vs 2.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEI is cheaper with a 0.08% expense ratio, compared with 0.18% for IBMO.

VTEI has the higher dividend yield at 3.04%, compared with 2.39% for IBMO.

VTEI tracks S&P Intermediate Term National AMT-Free Municipal Bond Index, while IBMO tracks S&P AMT-Free Municipal Series Callable-Adjusted Dec 2026 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.08% for VTEI and 0.18% for IBMO.

VTEI currently has the higher Sharpe Ratio (2.48 vs 2.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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