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VTES vs. VBIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTES vs. VBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Tax-Exempt Bond ETF Shares (VTES) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). The values are adjusted to include any dividend payments, if applicable.

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VTES vs. VBIL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VTES achieves a 0.02% return, which is significantly lower than VBIL's 0.86% return.


VTES

1D
0.11%
1M
-1.24%
YTD
0.02%
6M
0.60%
1Y
3.45%
3Y*
2.61%
5Y*
10Y*

VBIL

1D
0.03%
1M
0.30%
YTD
0.86%
6M
1.88%
1Y
4.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTES vs. VBIL - Expense Ratio Comparison

Both VTES and VBIL have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VTES vs. VBIL — Risk / Return Rank

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

VTES
VTES Risk / Return Rank: 8787
Overall Rank
VTES Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VTES Sortino Ratio Rank: 8989
Sortino Ratio Rank
VTES Omega Ratio Rank: 9696
Omega Ratio Rank
VTES Calmar Ratio Rank: 8383
Calmar Ratio Rank
VTES Martin Ratio Rank: 7575
Martin Ratio Rank

VBIL
VBIL Risk / Return Rank: 100100
Overall Rank
VBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
VBIL Omega Ratio Rank: 100100
Omega Ratio Rank
VBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
VBIL Martin Ratio Rank: 100100
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.

VTES vs. VBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Tax-Exempt Bond ETF Shares (VTES) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). 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.


VTESVBILDifference

Sharpe ratio

Return per unit of total volatility

1.91

12.70

-10.79

Sortino ratio

Return per unit of downside risk

2.43

29.61

-27.18

Omega ratio

Gain probability vs. loss probability

1.49

12.58

-11.09

Calmar ratio

Return relative to maximum drawdown

2.30

44.01

-41.71

Martin ratio

Return relative to average drawdown

7.44

379.94

-372.50

VTES vs. VBIL - Sharpe Ratio Comparison

The current VTES Sharpe Ratio is 1.91, which is lower than the VBIL Sharpe Ratio of 12.70. The chart below compares the historical Sharpe Ratios of VTES and VBIL, 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


VTESVBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

12.70

-10.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.76

13.08

-11.32

Correlation

The correlation between VTES and VBIL is 0.08, 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.


Dividends

VTES vs. VBIL - Dividend Comparison

VTES's dividend yield for the trailing twelve months is around 2.77%, less than VBIL's 3.67% yield.


TTM202520242023
VTES
Vanguard Short-Term Tax-Exempt Bond ETF Shares
2.77%2.77%2.99%2.03%
VBIL
Vanguard 0-3 Month Treasury Bill ETF
3.67%3.12%0.00%0.00%

Drawdowns

VTES vs. VBIL - Drawdown Comparison

The maximum VTES drawdown since its inception was -2.42%, which is greater than VBIL's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for VTES and VBIL.


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Drawdown Indicators


VTESVBILDifference

Max Drawdown

Largest peak-to-trough decline

-2.42%

-0.09%

-2.33%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

-0.09%

-1.50%

Current Drawdown

Current decline from peak

-1.24%

0.00%

-1.24%

Average Drawdown

Average peak-to-trough decline

-0.48%

0.00%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

0.01%

+0.48%

Volatility

VTES vs. VBIL - Volatility Comparison

Vanguard Short-Term Tax-Exempt Bond ETF Shares (VTES) has a higher volatility of 0.69% compared to Vanguard 0-3 Month Treasury Bill ETF (VBIL) at 0.07%. This indicates that VTES's price experiences larger fluctuations and is considered to be riskier than VBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTESVBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

0.07%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

0.96%

0.16%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

1.83%

0.32%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.75%

0.31%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.75%

0.31%

+1.44%