Performance

VCRB-6.10%BIV-6.55%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
VCRB	-0.03%	-4.73%	-6.10%	—	-7.38%	-2.72
BIV	+0.07%	-5.47%	-6.55%	-3.72%	-8.15%	-2.55

Summary

VCRB vs BIV

Over the past year, VCRB returned -6.10% against -6.55% for BIV. BIV had the higher Sharpe ratio over the past year (-2.55 vs -2.72), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.38% for VCRB and -8.15% for BIV.

Current Drawdown

VCRB-6.25%BIV-6.88%

Rolling Volatility

VCRB+0.29%BIV+0.33%

METRICS

Correlation Matrix

	VCRB	BIV
VCRB	1.00	0.98
BIV	0.98	1.00

Metrics

Risk Indicators

VCRBBIV

Alpha

-11.93%

-12.51%

Beta

0.12x

0.13x

Sharpe

-2.72

-2.55

Sortino

-3.24

-3.07

Omega

0.64

0.66

Calmar

-0.83

-0.80

Martin

-3.47

-3.23

Comparisons

More VCRB comparisons

VCRB vs BND
VCRB vs AGG
VCRB vs VCIT
VCRB vs VCRM
VCRB vs SPAB

More BIV comparisons

BIV vs BND
BIV vs VGIT
BIV vs VCIT
BIV vs BLV
BIV vs SPAB

VCRB vs BIV: returns, Sharpe ratio and drawdown

VCRB vs BIV

More VCRB comparisons

More BIV comparisons