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VTEL vs. VTEI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTEL vs. VTEI - Performance Comparison

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

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VTEL vs. VTEI - Yearly Performance Comparison


Returns By Period


VTEL

1D
0.47%
1M
-1.73%
YTD
-0.00%
6M
1.84%
1Y
3Y*
5Y*
10Y*

VTEI

1D
0.28%
1M
-1.86%
YTD
-0.10%
6M
1.30%
1Y
4.22%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTEL vs. VTEI - Expense Ratio Comparison

VTEL has a 0.09% expense ratio, which is higher than VTEI's 0.08% 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%.


Return for Risk

VTEL vs. VTEI — Risk / Return Rank

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

VTEL

VTEI
VTEI Risk / Return Rank: 6060
Overall Rank
VTEI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTEI Sortino Ratio Rank: 5858
Sortino Ratio Rank
VTEI Omega Ratio Rank: 7878
Omega Ratio Rank
VTEI Calmar Ratio Rank: 5050
Calmar Ratio Rank
VTEI Martin Ratio Rank: 4646
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.

VTEL vs. VTEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Tax-Exempt Bond ETF (VTEL) and Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VTEL vs. VTEI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VTELVTEIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

Sharpe Ratio (All Time)

Calculated using the full available price history

2.07

0.90

+1.17

Correlation

The correlation between VTEL and VTEI is 0.75, 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

VTEL vs. VTEI - Dividend Comparison

VTEL's dividend yield for the trailing twelve months is around 3.21%, more than VTEI's 3.05% yield.


Drawdowns

VTEL vs. VTEI - Drawdown Comparison

The maximum VTEL drawdown since its inception was -3.22%, smaller than the maximum VTEI drawdown of -3.64%. Use the drawdown chart below to compare losses from any high point for VTEL and VTEI.


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Drawdown Indicators


VTELVTEIDifference

Max Drawdown

Largest peak-to-trough decline

-3.22%

-3.64%

+0.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

Current Drawdown

Current decline from peak

-2.03%

-2.05%

+0.02%

Average Drawdown

Average peak-to-trough decline

-0.49%

-0.73%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

Volatility

VTEL vs. VTEI - Volatility Comparison


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Volatility by Period


VTELVTEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

3.43%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.80%

3.09%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.80%

3.09%

+0.71%