Ratings & Risk for Vanguard Total Bond Market Index (VBMFX)

Morningstar Category: Intermediate-Term Bond
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Below Average
    		294
    5-Year Above Average Below Average
    		271
    10-Year Above Average Below Average
    		217
    Overall Above Average Below Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 4.04 0.52 0.92
    5-Year 3.66 0.41 0.53
    10-Year 3.77 0.50 0.80
    15-Year 3.74 0.54 0.76
    20-Year 3.82 0.56 0.73
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 97.65 0.97 0.39
    3-Year 98.55 0.99 -0.02
    5-Year 98.84 1.00 -0.06
    10-Year 98.50 0.99 -0.21

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009