VTSAX vs. VBTLX
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSAX or VBTLX.
Key characteristics
| VTSAX | VBTLX | |
|---|---|---|
| YTD Return | 23.58% | 1.27% |
| 1Y Return | 32.29% | 6.57% |
| 3Y Return (Ann) | 7.78% | -2.30% |
| 5Y Return (Ann) | 14.64% | -0.30% |
| 10Y Return (Ann) | 12.59% | 1.34% |
| Sharpe Ratio | 2.57 | 1.26 |
| Sortino Ratio | 3.44 | 1.86 |
| Omega Ratio | 1.47 | 1.23 |
| Calmar Ratio | 3.77 | 0.48 |
| Martin Ratio | 16.47 | 4.17 |
| Ulcer Index | 1.96% | 1.71% |
| Daily Std Dev | 12.55% | 5.66% |
| Max Drawdown | -55.34% | -19.05% |
| Current Drawdown | -2.42% | -9.36% |
Correlation
The correlation between VTSAX and VBTLX is -0.21. 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
VTSAX vs. VBTLX - Performance Comparison
In the year-to-date period, VTSAX achieves a 23.58% return, which is significantly higher than VBTLX's 1.27% return. Over the past 10 years, VTSAX has outperformed VBTLX with an annualized return of 12.59%, while VBTLX has yielded a comparatively lower 1.34% 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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VTSAX vs. VBTLX - Expense Ratio Comparison
VTSAX has a 0.04% expense ratio, which is lower than VBTLX's 0.05% expense ratio. Despite the difference, 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
VTSAX vs. VBTLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) 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.
Dividends
VTSAX vs. VBTLX - Dividend Comparison
VTSAX's dividend yield for the trailing twelve months is around 1.28%, less than VBTLX's 3.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.61% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% | 2.56% |
Drawdowns
VTSAX vs. VBTLX - Drawdown Comparison
The maximum VTSAX drawdown since its inception was -55.34%, which is greater than VBTLX's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for VTSAX and VBTLX. For additional features, visit the drawdowns tool.
Volatility
VTSAX vs. VBTLX - Volatility Comparison
Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a higher volatility of 4.25% compared to Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) at 1.62%. This indicates that VTSAX's price experiences larger fluctuations and is considered to be riskier than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.