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VTIBX vs. VBTLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTIBX vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond Index Fund (VTIBX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

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VTIBX vs. VBTLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTIBX
Vanguard Total International Bond Index Fund
-0.82%2.98%3.84%8.86%-12.97%-2.27%4.56%7.76%3.00%2.31%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-0.49%7.17%1.26%5.74%-13.16%-1.81%7.72%8.73%-0.25%3.56%

Returns By Period

In the year-to-date period, VTIBX achieves a -0.82% return, which is significantly lower than VBTLX's -0.49% return. Both investments have delivered pretty close results over the past 10 years, with VTIBX having a 1.64% annualized return and VBTLX not far behind at 1.60%.


VTIBX

1D
0.31%
1M
-2.65%
YTD
-0.82%
6M
-0.26%
1Y
2.36%
3Y*
3.66%
5Y*
0.11%
10Y*
1.64%

VBTLX

1D
0.52%
1M
-2.23%
YTD
-0.49%
6M
0.50%
1Y
3.77%
3Y*
3.44%
5Y*
0.23%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTIBX vs. VBTLX - Expense Ratio Comparison

VTIBX has a 0.13% expense ratio, which is higher than VBTLX's 0.05% 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

VTIBX vs. VBTLX — Risk / Return Rank

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

VTIBX
VTIBX Risk / Return Rank: 3232
Overall Rank
VTIBX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VTIBX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VTIBX Omega Ratio Rank: 2626
Omega Ratio Rank
VTIBX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VTIBX Martin Ratio Rank: 3535
Martin Ratio Rank

VBTLX
VBTLX Risk / Return Rank: 5656
Overall Rank
VBTLX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VBTLX Sortino Ratio Rank: 5555
Sortino Ratio Rank
VBTLX Omega Ratio Rank: 4040
Omega Ratio Rank
VBTLX Calmar Ratio Rank: 7777
Calmar Ratio Rank
VBTLX Martin Ratio Rank: 5252
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.

VTIBX vs. VBTLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund (VTIBX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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.


VTIBXVBTLXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.00

-0.23

Sortino ratio

Return per unit of downside risk

1.06

1.44

-0.38

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

0.87

1.78

-0.91

Martin ratio

Return relative to average drawdown

3.71

5.08

-1.37

VTIBX vs. VBTLX - Sharpe Ratio Comparison

The current VTIBX Sharpe Ratio is 0.77, which is comparable to the VBTLX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VTIBX and VBTLX, 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


VTIBXVBTLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.00

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.04

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.32

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.76

-0.08

Correlation

The correlation between VTIBX and VBTLX is 0.71, 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

VTIBX vs. VBTLX - Dividend Comparison

VTIBX's dividend yield for the trailing twelve months is around 4.20%, more than VBTLX's 3.61% yield.


TTM20252024202320222021202020192018201720162015
VTIBX
Vanguard Total International Bond Index Fund
4.20%4.33%4.31%4.37%1.41%3.68%1.06%3.36%2.98%2.21%1.76%1.61%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.61%3.87%3.69%3.10%2.59%1.96%2.39%2.74%2.57%2.56%2.53%2.82%

Drawdowns

VTIBX vs. VBTLX - Drawdown Comparison

The maximum VTIBX drawdown since its inception was -16.15%, smaller than the maximum VBTLX drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for VTIBX and VBTLX.


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Drawdown Indicators


VTIBXVBTLXDifference

Max Drawdown

Largest peak-to-trough decline

-16.15%

-18.81%

+2.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-2.73%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-18.14%

+2.33%

Max Drawdown (10Y)

Largest decline over 10 years

-16.15%

-18.81%

+2.66%

Current Drawdown

Current decline from peak

-2.65%

-3.06%

+0.41%

Average Drawdown

Average peak-to-trough decline

-3.09%

-2.67%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

0.96%

-0.26%

Volatility

VTIBX vs. VBTLX - Volatility Comparison

The current volatility for Vanguard Total International Bond Index Fund (VTIBX) is 1.40%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.55%. This indicates that VTIBX experiences smaller price fluctuations and is considered to be less risky than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTIBXVBTLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

1.55%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

2.59%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

4.37%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

5.98%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.62%

4.97%

-1.35%