VTIBX vs. VNQ
Compare and contrast key facts about Vanguard Total International Bond Index Fund (VTIBX) and Vanguard Real Estate ETF (VNQ).
VTIBX is managed by Vanguard. It was launched on May 30, 2013. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Real Estate 25/50 Index. It was launched on Sep 23, 2004.
Performance
VTIBX vs. VNQ - Performance Comparison
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VTIBX vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTIBX Vanguard Total International Bond Index Fund | -0.51% | 2.98% | 3.84% | 8.86% | -12.97% | -2.27% | 4.56% | 7.76% | 3.00% | 2.31% |
VNQ Vanguard Real Estate ETF | 1.67% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
Returns By Period
In the year-to-date period, VTIBX achieves a -0.51% return, which is significantly lower than VNQ's 1.67% return. Over the past 10 years, VTIBX has underperformed VNQ with an annualized return of 1.67%, while VNQ has yielded a comparatively higher 4.69% annualized return.
VTIBX
- 1D
- 0.31%
- 1M
- -1.94%
- YTD
- -0.51%
- 6M
- -0.04%
- 1Y
- 2.36%
- 3Y*
- 3.77%
- 5Y*
- 0.12%
- 10Y*
- 1.67%
VNQ
- 1D
- 0.36%
- 1M
- -6.21%
- YTD
- 1.67%
- 6M
- -0.84%
- 1Y
- 2.18%
- 3Y*
- 6.57%
- 5Y*
- 2.86%
- 10Y*
- 4.69%
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VTIBX vs. VNQ - Expense Ratio Comparison
Both VTIBX and VNQ have an expense ratio of 0.13%, 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
VTIBX vs. VNQ — Risk / Return Rank
VTIBX
VNQ
VTIBX vs. VNQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund (VTIBX) and Vanguard Real Estate ETF (VNQ). 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.
| VTIBX | VNQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.13 | +0.73 |
Sortino ratioReturn per unit of downside risk | 1.20 | 0.30 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.04 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.18 | +0.73 |
Martin ratioReturn relative to average drawdown | 3.79 | 0.70 | +3.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTIBX | VNQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.13 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.15 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.23 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.26 | +0.43 |
Correlation
The correlation between VTIBX and VNQ is 0.18, 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
VTIBX vs. VNQ - Dividend Comparison
VTIBX's dividend yield for the trailing twelve months is around 4.18%, more than VNQ's 3.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIBX Vanguard Total International Bond Index Fund | 4.18% | 4.33% | 4.31% | 4.37% | 1.41% | 3.68% | 1.06% | 3.36% | 2.98% | 2.21% | 1.76% | 1.61% |
VNQ Vanguard Real Estate ETF | 3.92% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Drawdowns
VTIBX vs. VNQ - Drawdown Comparison
The maximum VTIBX drawdown since its inception was -16.15%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for VTIBX and VNQ.
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Drawdown Indicators
| VTIBX | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -73.07% | +56.92% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -12.44% | +9.49% |
Max Drawdown (5Y)Largest decline over 5 years | -15.81% | -34.48% | +18.67% |
Max Drawdown (10Y)Largest decline over 10 years | -16.15% | -42.40% | +26.25% |
Current DrawdownCurrent decline from peak | -2.34% | -9.24% | +6.90% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -13.71% | +10.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 3.21% | -2.50% |
Volatility
VTIBX vs. VNQ - Volatility Comparison
The current volatility for Vanguard Total International Bond Index Fund (VTIBX) is 1.43%, while Vanguard Real Estate ETF (VNQ) has a volatility of 4.57%. This indicates that VTIBX experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTIBX | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 4.57% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 2.09% | 9.28% | -7.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.12% | 16.31% | -13.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.43% | 18.80% | -14.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.62% | 20.70% | -17.08% |