Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VBLTX (VANGUARD LONG-TERM BOND INDEX FUND INVESTOR SHARES) | NA | 21.15% | 7.15% | 5.68% | 7.13% | 6.64% | 7.30% | 7.65% |
Data as of 11/11/2019, AR inception is 03/30/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VBLTX (VANGUARD LONG-TERM BOND INDEX FUND INVESTOR SHARES) | 03/30/1994 | 11/11/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.64 | 21.15 | 7.15 | 5.68 | 7.13 | 6.64 | 7.30 | 7.65 | 16.99 | -4.81 | 10.78 | 6.43 | -3.47 | 19.71 | -9.12 | 8.50 | 22.07 | 9.97 | 1.68 | 8.73 | 6.60 | 2.68 | 5.33 | 8.40 | 5.11 | 14.06 | 8.17 | 16.66 | -7.85 | 11.99 | 14.30 | -0.37 | 29.45 | -1.06 |
| Sharpe Ratio | NA | 2.31 | 0.76 | 0.55 | 0.67 | NA | NA | 0.60 | 2.03 | -0.86 | 1.34 | 0.66 | -0.30 | 2.54 | -0.91 | 0.87 | 1.50 | 0.83 | 0.12 | 0.61 | 0.45 | -0.09 | 0.43 | 0.86 | 0.43 | 1.44 | 0.60 | 1.63 | -1.29 | 0.99 | 1.37 | -0.39 | 3.13 | -0.47 |
| Standard Deviation(%) | NA | 8.81 | 7.96 | 9.10 | 10.14 | NA | NA | 9.66 | 9.06 | 7.16 | 7.61 | 9.47 | 11.56 | 7.77 | 10.03 | 9.78 | 14.66 | 11.91 | 13.66 | 12.73 | 8.01 | 6.59 | 7.41 | 8.66 | 10.27 | 9.01 | 9.83 | 7.70 | 8.59 | 8.73 | 7.83 | 9.72 | 8.19 | 9.77 |
| Draw Down(%) | NA | 5.90 | 9.80 | 12.08 | 14.51 | NA | NA | 14.51 | 5.90 | 9.52 | 3.64 | 12.01 | 12.08 | 4.34 | 14.51 | 5.64 | 6.02 | 9.88 | 9.88 | 13.18 | 6.14 | 6.98 | 6.12 | 9.75 | 12.94 | 5.50 | 7.67 | 6.38 | 10.10 | 6.71 | 5.03 | 9.85 | 4.30 | 5.80 |
| Yield(%) | 0.00 | 3.98 | 3.78 | 3.87 | 5.10 | 5.18 | 6.13 | 6.77 | 3.20 | 3.45 | 3.85 | 4.19 | 4.04 | 4.47 | 4.11 | 5.82 | 5.94 | 5.75 | 5.17 | 5.24 | 5.30 | 5.10 | 5.09 | 5.42 | 6.60 | 5.87 | 6.33 | 7.04 | 6.04 | 6.58 | 6.80 | 6.22 | 7.77 | 6.08 |
Data as of 11/11/2019, AR inception is 03/30/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VBLTX (VANGUARD LONG-TERM BOND INDEX FUND INVESTOR SHARES) |
0.18%
Oct 2005 - Oct 2008 |
2.60%
Oct 2003 - Oct 2008 |
4.68%
Oct 1998 - Oct 2008 |
5.63%
May 2003 - May 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VBLTX (VANGUARD LONG-TERM BOND INDEX FUND INVESTOR SHARES) |
17.58%
Oct 2008 - Oct 2011 |
11.64%
Jul 2007 - Jul 2012 |
9.73%
Oct 1994 - Oct 2004 |
8.70%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison Chart