VTIBX vs. SPY
Compare and contrast key facts about Vanguard Total International Bond Index Fund (VTIBX) and SPDR S&P 500 ETF (SPY).
VTIBX is managed by Vanguard. It was launched on May 30, 2013. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIBX or SPY.
Key characteristics
| VTIBX | SPY | |
|---|---|---|
| YTD Return | 2.71% | 26.83% |
| 1Y Return | 7.13% | 34.88% |
| 3Y Return (Ann) | -1.29% | 10.16% |
| 5Y Return (Ann) | -0.31% | 15.71% |
| 10Y Return (Ann) | 1.87% | 13.33% |
| Sharpe Ratio | 2.02 | 3.08 |
| Sortino Ratio | 3.13 | 4.10 |
| Omega Ratio | 1.36 | 1.58 |
| Calmar Ratio | 0.65 | 4.46 |
| Martin Ratio | 7.75 | 20.22 |
| Ulcer Index | 1.02% | 1.85% |
| Daily Std Dev | 3.91% | 12.18% |
| Max Drawdown | -16.84% | -55.19% |
| Current Drawdown | -5.81% | -0.26% |
Correlation
The correlation between VTIBX and SPY is -0.04. 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
VTIBX vs. SPY - Performance Comparison
In the year-to-date period, VTIBX achieves a 2.71% return, which is significantly lower than SPY's 26.83% return. Over the past 10 years, VTIBX has underperformed SPY with an annualized return of 1.87%, while SPY has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTIBX vs. SPY - Expense Ratio Comparison
VTIBX has a 0.13% expense ratio, which is higher than SPY's 0.09% 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%.
Risk-Adjusted Performance
VTIBX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund (VTIBX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
VTIBX vs. SPY - Dividend Comparison
VTIBX's dividend yield for the trailing twelve months is around 4.75%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIBX Vanguard Total International Bond Index Fund | 4.75% | 4.36% | 1.40% | 3.01% | 0.91% | 3.36% | 2.98% | 2.20% | 1.86% | 1.61% | 1.49% | 0.84% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VTIBX vs. SPY - Drawdown Comparison
The maximum VTIBX drawdown since its inception was -16.84%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VTIBX and SPY. For additional features, visit the drawdowns tool.
Volatility
VTIBX vs. SPY - Volatility Comparison
The current volatility for Vanguard Total International Bond Index Fund (VTIBX) is 0.98%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.77%. This indicates that VTIBX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.