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

Correlation

The correlation between VWIUX and VBTLX is 0.56, 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

VWIUX vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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
0.94%
0.69%
VWIUX
VBTLX

Key characteristics

Sharpe Ratio

VWIUX:

0.51

VBTLX:

0.21

Sortino Ratio

VWIUX:

0.72

VBTLX:

0.33

Omega Ratio

VWIUX:

1.10

VBTLX:

1.04

Calmar Ratio

VWIUX:

0.42

VBTLX:

0.08

Martin Ratio

VWIUX:

1.76

VBTLX:

0.57

Ulcer Index

VWIUX:

0.81%

VBTLX:

1.97%

Daily Std Dev

VWIUX:

2.81%

VBTLX:

5.46%

Max Drawdown

VWIUX:

-11.49%

VBTLX:

-19.05%

Current Drawdown

VWIUX:

-1.91%

VBTLX:

-10.03%

Returns By Period

In the year-to-date period, VWIUX achieves a 1.03% return, which is significantly higher than VBTLX's 0.52% return. Over the past 10 years, VWIUX has outperformed VBTLX with an annualized return of 2.24%, while VBTLX has yielded a comparatively lower 1.27% annualized return.


VWIUX

YTD

1.03%

1M

-0.81%

6M

0.94%

1Y

1.42%

5Y*

1.24%

10Y*

2.24%

VBTLX

YTD

0.52%

1M

-0.84%

6M

0.69%

1Y

1.13%

5Y*

-0.49%

10Y*

1.27%

Compare stocks, funds, or ETFs

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


VWIUX vs. VBTLX - Expense Ratio Comparison

VWIUX has a 0.09% 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%.


VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
Expense ratio chart for VWIUX: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
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

VWIUX vs. VBTLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) 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 VWIUX, currently valued at 0.51, compared to the broader market-1.000.001.002.003.004.000.510.21
The chart of Sortino ratio for VWIUX, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.0010.000.720.33
The chart of Omega ratio for VWIUX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.04
The chart of Calmar ratio for VWIUX, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.000.420.08
The chart of Martin ratio for VWIUX, currently valued at 1.76, compared to the broader market0.0020.0040.0060.001.760.57
VWIUX
VBTLX

The current VWIUX Sharpe Ratio is 0.51, which is higher than the VBTLX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of VWIUX 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.51
0.21
VWIUX
VBTLX

Dividends

VWIUX vs. VBTLX - Dividend Comparison

VWIUX's dividend yield for the trailing twelve months is around 2.82%, less than VBTLX's 3.35% yield.


TTM20232022202120202019201820172016201520142013
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
2.82%2.79%2.50%2.16%2.40%2.68%2.89%2.83%2.92%2.97%3.13%3.27%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.35%3.11%2.51%1.90%2.23%2.74%2.78%2.51%2.49%2.48%2.55%2.56%

Drawdowns

VWIUX vs. VBTLX - Drawdown Comparison

The maximum VWIUX drawdown since its inception was -11.49%, smaller than the maximum VBTLX drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for VWIUX and VBTLX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.91%
-10.03%
VWIUX
VBTLX

Volatility

VWIUX vs. VBTLX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) is 1.06%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.57%. This indicates that VWIUX 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
1.06%
1.57%
VWIUX
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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