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

Correlation

The correlation between VUBFX and VBTLX is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

VUBFX vs. VBTLX - Performance Comparison

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

10.00%12.00%14.00%16.00%18.00%20.00%22.00%JulyAugustSeptemberOctoberNovemberDecember
22.12%
12.09%
VUBFX
VBTLX

Key characteristics

Sharpe Ratio

VUBFX:

5.85

VBTLX:

0.25

Sortino Ratio

VUBFX:

10.92

VBTLX:

0.38

Omega Ratio

VUBFX:

3.38

VBTLX:

1.05

Calmar Ratio

VUBFX:

27.95

VBTLX:

0.10

Martin Ratio

VUBFX:

122.39

VBTLX:

0.69

Ulcer Index

VUBFX:

0.05%

VBTLX:

1.95%

Daily Std Dev

VUBFX:

0.95%

VBTLX:

5.44%

Max Drawdown

VUBFX:

-1.86%

VBTLX:

-19.05%

Current Drawdown

VUBFX:

-0.00%

VBTLX:

-9.74%

Returns By Period

In the year-to-date period, VUBFX achieves a 5.43% return, which is significantly higher than VBTLX's 0.84% return.


VUBFX

YTD

5.43%

1M

0.51%

6M

3.02%

1Y

5.54%

5Y*

2.48%

10Y*

N/A

VBTLX

YTD

0.84%

1M

-0.52%

6M

1.12%

1Y

1.45%

5Y*

-0.41%

10Y*

1.31%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VUBFX vs. VBTLX - Expense Ratio Comparison

VUBFX has a 0.20% 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%.


VUBFX
Vanguard Ultra-Short-Term Bond Fund Investor Shares
Expense ratio chart for VUBFX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VBTLX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VUBFX vs. VBTLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX) 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.


Sharpe ratio
The chart of Sharpe ratio for VUBFX, currently valued at 5.85, compared to the broader market-1.000.001.002.003.004.005.850.25
The chart of Sortino ratio for VUBFX, currently valued at 10.92, compared to the broader market-2.000.002.004.006.008.0010.0010.920.38
The chart of Omega ratio for VUBFX, currently valued at 3.38, compared to the broader market0.501.001.502.002.503.003.503.381.05
The chart of Calmar ratio for VUBFX, currently valued at 27.95, compared to the broader market0.002.004.006.008.0010.0012.0014.0027.950.10
The chart of Martin ratio for VUBFX, currently valued at 122.39, compared to the broader market0.0020.0040.0060.00122.390.69
VUBFX
VBTLX

The current VUBFX Sharpe Ratio is 5.85, which is higher than the VBTLX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of VUBFX 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 Ratio0.001.002.003.004.005.006.007.00JulyAugustSeptemberOctoberNovemberDecember
5.85
0.25
VUBFX
VBTLX

Dividends

VUBFX vs. VBTLX - Dividend Comparison

VUBFX's dividend yield for the trailing twelve months is around 4.57%, more than VBTLX's 3.34% yield.


TTM20232022202120202019201820172016201520142013
VUBFX
Vanguard Ultra-Short-Term Bond Fund Investor Shares
4.57%4.05%1.28%0.53%1.53%2.57%2.13%1.41%0.98%0.49%0.00%0.00%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.34%3.11%2.51%1.90%2.23%2.74%2.78%2.51%2.49%2.48%2.55%2.56%

Drawdowns

VUBFX vs. VBTLX - Drawdown Comparison

The maximum VUBFX drawdown since its inception was -1.86%, smaller than the maximum VBTLX drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for VUBFX and VBTLX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.00%
-9.74%
VUBFX
VBTLX

Volatility

VUBFX vs. VBTLX - Volatility Comparison

The current volatility for Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX) is 0.31%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.55%. This indicates that VUBFX 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.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
0.31%
1.55%
VUBFX
VBTLX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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