PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VUSB vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VUSBBND
YTD Return4.90%1.55%
1Y Return6.27%6.53%
3Y Return (Ann)3.27%-2.38%
Sharpe Ratio7.001.34
Sortino Ratio13.801.98
Omega Ratio3.121.24
Calmar Ratio31.940.51
Martin Ratio147.654.70
Ulcer Index0.04%1.67%
Daily Std Dev0.92%5.84%
Max Drawdown-1.81%-18.84%
Current Drawdown-0.01%-9.21%

Correlation

-0.50.00.51.00.6

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.

Performance

VUSB vs. BND - Performance Comparison

In the year-to-date period, VUSB achieves a 4.90% return, which is significantly higher than BND's 1.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.04%
2.36%
VUSB
BND

Compare stocks, funds, or ETFs

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


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.


VUSB
Sharpe ratio
The chart of Sharpe ratio for VUSB, currently valued at 7.00, compared to the broader market-2.000.002.004.007.00
Sortino ratio
The chart of Sortino ratio for VUSB, currently valued at 13.80, compared to the broader market-2.000.002.004.006.008.0010.0012.0013.80
Omega ratio
The chart of Omega ratio for VUSB, currently valued at 3.12, compared to the broader market1.001.502.002.503.003.12
Calmar ratio
The chart of Calmar ratio for VUSB, currently valued at 31.94, compared to the broader market0.005.0010.0015.0031.94
Martin ratio
The chart of Martin ratio for VUSB, currently valued at 147.65, compared to the broader market0.0020.0040.0060.0080.00100.00120.00147.65
BND
Sharpe ratio
The chart of Sharpe ratio for BND, currently valued at 1.34, compared to the broader market-2.000.002.004.001.34
Sortino ratio
The chart of Sortino ratio for BND, currently valued at 1.98, compared to the broader market-2.000.002.004.006.008.0010.0012.001.98
Omega ratio
The chart of Omega ratio for BND, currently valued at 1.24, compared to the broader market1.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for BND, currently valued at 0.54, compared to the broader market0.005.0010.0015.000.54
Martin ratio
The chart of Martin ratio for BND, currently valued at 4.70, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.70

VUSB vs. BND - Sharpe Ratio Comparison

The current VUSB Sharpe Ratio is 7.00, which is higher than the BND Sharpe Ratio of 1.34. 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 Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
7.00
1.34
VUSB
BND

Dividends

VUSB vs. BND - Dividend Comparison

VUSB's dividend yield for the trailing twelve months is around 5.16%, more than BND's 3.58% yield.


TTM20232022202120202019201820172016201520142013
VUSB
Vanguard Ultra-Short Bond ETF
5.16%4.45%1.53%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.58%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 -1.81%, 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.01%
-8.31%
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 1.70%. 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%JuneJulyAugustSeptemberOctoberNovember
0.16%
1.70%
VUSB
BND