VTSMX vs. VBMFX
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and Vanguard Total Bond Market Index Fund (VBMFX).
VTSMX is managed by Vanguard. VBMFX is managed by Vanguard. It was launched on Dec 11, 1986.
Performance
VTSMX vs. VBMFX - Performance Comparison
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VTSMX vs. VBMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | -3.98% | 16.63% | 22.76% | 26.38% | -19.60% | 25.59% | 20.87% | 30.63% | -5.27% | 21.05% |
VBMFX Vanguard Total Bond Market Index Fund | -0.30% | 7.05% | 1.15% | 5.62% | -13.25% | -2.04% | 7.63% | 8.61% | -0.34% | 3.45% |
Returns By Period
In the year-to-date period, VTSMX achieves a -3.98% return, which is significantly lower than VBMFX's -0.30% return. Over the past 10 years, VTSMX has outperformed VBMFX with an annualized return of 13.42%, while VBMFX has yielded a comparatively lower 1.50% annualized return.
VTSMX
- 1D
- 2.97%
- 1M
- -5.09%
- YTD
- -3.98%
- 6M
- -2.00%
- 1Y
- 17.61%
- 3Y*
- 17.49%
- 5Y*
- 10.24%
- 10Y*
- 13.42%
VBMFX
- 1D
- 0.21%
- 1M
- -1.63%
- YTD
- -0.30%
- 6M
- 0.35%
- 1Y
- 3.55%
- 3Y*
- 3.40%
- 5Y*
- 0.08%
- 10Y*
- 1.50%
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VTSMX vs. VBMFX - Expense Ratio Comparison
VTSMX has a 0.14% expense ratio, which is lower than VBMFX's 0.15% 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%.
Return for Risk
VTSMX vs. VBMFX — Risk / Return Rank
VTSMX
VBMFX
VTSMX vs. VBMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and Vanguard Total Bond Market Index Fund (VBMFX). 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.
| VTSMX | VBMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.90 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.30 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.16 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.62 | -0.12 |
Martin ratioReturn relative to average drawdown | 7.19 | 4.56 | +2.63 |
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
| VTSMX | VBMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.90 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.01 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.30 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.96 | -0.40 |
Correlation
The correlation between VTSMX and VBMFX is -0.09. 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.
Dividends
VTSMX vs. VBMFX - Dividend Comparison
VTSMX's dividend yield for the trailing twelve months is around 1.08%, less than VBMFX's 3.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.08% | 0.75% | 0.89% | 1.33% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% |
VBMFX Vanguard Total Bond Market Index Fund | 3.50% | 3.76% | 3.57% | 2.99% | 2.49% | 1.72% | 2.31% | 2.63% | 2.47% | 2.45% | 2.43% | 2.71% |
Drawdowns
VTSMX vs. VBMFX - Drawdown Comparison
The maximum VTSMX drawdown since its inception was -55.38%, which is greater than VBMFX's maximum drawdown of -19.08%. Use the drawdown chart below to compare losses from any high point for VTSMX and VBMFX.
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Drawdown Indicators
| VTSMX | VBMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -19.08% | -36.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -2.73% | -9.68% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -18.24% | -7.19% |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | -19.08% | -15.90% |
Current DrawdownCurrent decline from peak | -6.22% | -3.56% | -2.66% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -2.70% | -6.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 0.97% | +1.62% |
Volatility
VTSMX vs. VBMFX - Volatility Comparison
Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) has a higher volatility of 5.49% compared to Vanguard Total Bond Market Index Fund (VBMFX) at 1.55%. This indicates that VTSMX's price experiences larger fluctuations and is considered to be riskier than VBMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTSMX | VBMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 1.55% | +3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 2.58% | +7.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.61% | 4.35% | +14.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 5.99% | +11.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 4.96% | +13.44% |