VTIBX vs. SWAGX
Compare and contrast key facts about Vanguard Total International Bond Index Fund (VTIBX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
VTIBX is managed by Vanguard. It was launched on May 30, 2013. SWAGX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIBX or SWAGX.
Key characteristics
| VTIBX | SWAGX | |
|---|---|---|
| YTD Return | 2.82% | 1.50% |
| 1Y Return | 8.01% | 7.88% |
| 3Y Return (Ann) | -1.25% | -2.33% |
| 5Y Return (Ann) | -0.29% | -0.31% |
| Sharpe Ratio | 2.08 | 1.36 |
| Sortino Ratio | 3.22 | 2.00 |
| Omega Ratio | 1.37 | 1.24 |
| Calmar Ratio | 0.64 | 0.51 |
| Martin Ratio | 7.99 | 4.65 |
| Ulcer Index | 1.02% | 1.72% |
| Daily Std Dev | 3.91% | 5.90% |
| Max Drawdown | -16.84% | -18.84% |
| Current Drawdown | -5.71% | -9.10% |
Correlation
The correlation between VTIBX and SWAGX is 0.74, 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.
Performance
VTIBX vs. SWAGX - Performance Comparison
In the year-to-date period, VTIBX achieves a 2.82% return, which is significantly higher than SWAGX's 1.50% 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. SWAGX - Expense Ratio Comparison
VTIBX has a 0.13% expense ratio, which is higher than SWAGX's 0.04% 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. SWAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund (VTIBX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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. SWAGX - Dividend Comparison
VTIBX's dividend yield for the trailing twelve months is around 4.75%, more than SWAGX's 3.79% 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% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.79% | 3.22% | 2.60% | 2.06% | 2.36% | 2.86% | 2.80% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTIBX vs. SWAGX - Drawdown Comparison
The maximum VTIBX drawdown since its inception was -16.84%, smaller than the maximum SWAGX drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VTIBX and SWAGX. For additional features, visit the drawdowns tool.
Volatility
VTIBX vs. SWAGX - Volatility Comparison
The current volatility for Vanguard Total International Bond Index Fund (VTIBX) is 1.03%, while Schwab U.S. Aggregate Bond Index Fund (SWAGX) has a volatility of 1.78%. This indicates that VTIBX experiences smaller price fluctuations and is considered to be less risky than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.