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VUSB vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSB and BND is 0.60, 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.


-0.50.00.51.00.6

Performance

VUSB vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Ultra-Short Bond ETF (VUSB) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.09%
1.35%
VUSB
BND

Key characteristics

Sharpe Ratio

VUSB:

7.06

BND:

0.31

Sortino Ratio

VUSB:

13.20

BND:

0.46

Omega Ratio

VUSB:

3.09

BND:

1.05

Calmar Ratio

VUSB:

28.60

BND:

0.12

Martin Ratio

VUSB:

137.17

BND:

0.87

Ulcer Index

VUSB:

0.04%

BND:

1.91%

Daily Std Dev

VUSB:

0.82%

BND:

5.43%

Max Drawdown

VUSB:

-1.79%

BND:

-18.84%

Current Drawdown

VUSB:

0.00%

BND:

-9.27%

Returns By Period

In the year-to-date period, VUSB achieves a 5.48% return, which is significantly higher than BND's 1.48% return.


VUSB

YTD

5.48%

1M

0.46%

6M

3.09%

1Y

5.66%

5Y*

N/A

10Y*

N/A

BND

YTD

1.48%

1M

-0.24%

6M

1.41%

1Y

1.67%

5Y*

-0.34%

10Y*

1.36%

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VUSB vs. BND - Expense Ratio Comparison

VUSB has a 0.10% expense ratio, which is higher than BND's 0.03% 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%.


VUSB
Vanguard Ultra-Short Bond ETF
Expense ratio chart for VUSB: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VUSB vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short Bond ETF (VUSB) and Vanguard Total Bond Market ETF (BND). 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 VUSB, currently valued at 7.06, compared to the broader market0.002.004.007.060.31
The chart of Sortino ratio for VUSB, currently valued at 13.20, compared to the broader market-2.000.002.004.006.008.0010.0013.200.46
The chart of Omega ratio for VUSB, currently valued at 3.09, compared to the broader market0.501.001.502.002.503.003.091.05
The chart of Calmar ratio for VUSB, currently valued at 28.60, compared to the broader market0.005.0010.0015.0028.600.13
The chart of Martin ratio for VUSB, currently valued at 137.17, compared to the broader market0.0020.0040.0060.0080.00100.00137.170.87
VUSB
BND

The current VUSB Sharpe Ratio is 7.06, which is higher than the BND Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of VUSB and BND, 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 Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
7.06
0.31
VUSB
BND

Dividends

VUSB vs. BND - Dividend Comparison

VUSB's dividend yield for the trailing twelve months is around 4.73%, more than BND's 3.62% yield.


TTM20232022202120202019201820172016201520142013
VUSB
Vanguard Ultra-Short Bond ETF
4.73%4.45%1.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.33%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

VUSB vs. BND - Drawdown Comparison

The maximum VUSB drawdown since its inception was -1.79%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VUSB and BND. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-8.38%
VUSB
BND

Volatility

VUSB vs. BND - Volatility Comparison

The current volatility for Vanguard Ultra-Short Bond ETF (VUSB) is 0.16%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.65%. This indicates that VUSB experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
0.16%
1.65%
VUSB
BND
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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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