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VTSAX vs. VBTLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: -0.2

Performance

VTSAX vs. VBTLX - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
708.44%
92.59%
VTSAX
VBTLX

Key characteristics

Sharpe Ratio

VTSAX:

0.52

VBTLX:

1.18

Sortino Ratio

VTSAX:

0.85

VBTLX:

1.77

Omega Ratio

VTSAX:

1.12

VBTLX:

1.21

Calmar Ratio

VTSAX:

0.52

VBTLX:

0.47

Martin Ratio

VTSAX:

2.15

VBTLX:

3.02

Ulcer Index

VTSAX:

4.72%

VBTLX:

2.07%

Daily Std Dev

VTSAX:

19.71%

VBTLX:

5.31%

Max Drawdown

VTSAX:

-55.34%

VBTLX:

-18.68%

Current Drawdown

VTSAX:

-10.95%

VBTLX:

-7.53%

Returns By Period

In the year-to-date period, VTSAX achieves a -6.84% return, which is significantly lower than VBTLX's 1.60% return. Over the past 10 years, VTSAX has outperformed VBTLX with an annualized return of 11.33%, while VBTLX has yielded a comparatively lower 1.34% annualized return.


VTSAX

YTD

-6.84%

1M

-5.10%

6M

-5.24%

1Y

8.78%

5Y*

15.44%

10Y*

11.33%

VBTLX

YTD

1.60%

1M

-0.40%

6M

0.87%

1Y

6.36%

5Y*

-0.99%

10Y*

1.34%

*Annualized

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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%.


Expense ratio chart for VBTLX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBTLX: 0.05%
Expense ratio chart for VTSAX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTSAX: 0.04%

Risk-Adjusted Performance

VTSAX vs. VBTLX — Risk-Adjusted Performance Rank

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

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6262
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 6161
Martin Ratio Rank

VBTLX
The Risk-Adjusted Performance Rank of VBTLX is 7777
Overall Rank
The Sharpe Ratio Rank of VBTLX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VBTLX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VBTLX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VBTLX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VBTLX is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VTSAX, currently valued at 0.52, compared to the broader market-1.000.001.002.003.00
VTSAX: 0.52
VBTLX: 1.18
The chart of Sortino ratio for VTSAX, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
VTSAX: 0.85
VBTLX: 1.77
The chart of Omega ratio for VTSAX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
VTSAX: 1.12
VBTLX: 1.21
The chart of Calmar ratio for VTSAX, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.00
VTSAX: 0.52
VBTLX: 0.47
The chart of Martin ratio for VTSAX, currently valued at 2.15, compared to the broader market0.0010.0020.0030.0040.00
VTSAX: 2.15
VBTLX: 3.02

The current VTSAX Sharpe Ratio is 0.52, which is lower than the VBTLX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of VTSAX 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.52
1.18
VTSAX
VBTLX

Dividends

VTSAX vs. VBTLX - Dividend Comparison

VTSAX's dividend yield for the trailing twelve months is around 1.38%, less than VBTLX's 3.74% yield.


TTM20242023202220212020201920182017201620152014
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.38%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.74%3.67%3.08%2.59%2.11%2.39%2.73%2.80%2.56%2.54%2.37%2.59%

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 -18.68%. Use the drawdown chart below to compare losses from any high point for VTSAX and VBTLX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.95%
-7.53%
VTSAX
VBTLX

Volatility

VTSAX vs. VBTLX - Volatility Comparison

Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a higher volatility of 14.32% compared to Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) at 2.00%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.32%
2.00%
VTSAX
VBTLX