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Vanguard Intermediate-Term Corporate Bond ETF (VCI...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US92206C8709

CUSIP

92206C870

Issuer

Vanguard

Inception Date

Nov 19, 2009

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Barclays U.S. 5-10 Year Corp Index

Asset Class

Bond

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
VCIT vs. BND VCIT vs. VCLT VCIT vs. IGIB VCIT vs. LQD VCIT vs. SPIB VCIT vs. VTC VCIT vs. IGOV VCIT vs. VTEB VCIT vs. GVI VCIT vs. IJK
Popular comparisons:
VCIT vs. BND VCIT vs. VCLT VCIT vs. IGIB VCIT vs. LQD VCIT vs. SPIB VCIT vs. VTC VCIT vs. IGOV VCIT vs. VTEB VCIT vs. GVI VCIT vs. IJK

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Intermediate-Term Corporate Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.25%
12.93%
VCIT (Vanguard Intermediate-Term Corporate Bond ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Intermediate-Term Corporate Bond ETF had a return of 3.31% year-to-date (YTD) and 8.55% in the last 12 months. Over the past 10 years, Vanguard Intermediate-Term Corporate Bond ETF had an annualized return of 2.77%, while the S&P 500 had an annualized return of 11.16%, indicating that Vanguard Intermediate-Term Corporate Bond ETF did not perform as well as the benchmark.


VCIT

YTD

3.31%

1M

-0.79%

6M

4.25%

1Y

8.55%

5Y (annualized)

0.94%

10Y (annualized)

2.77%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of VCIT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.05%-1.44%1.25%-2.31%2.02%0.74%2.57%1.66%1.59%-2.50%3.31%
20234.23%-3.22%3.18%0.73%-1.30%0.01%0.40%-0.70%-2.63%-1.67%5.95%4.12%8.98%
2022-2.48%-1.46%-3.12%-5.00%1.31%-2.72%3.92%-3.79%-4.71%-0.41%4.84%-0.80%-13.98%
2021-0.88%-1.59%-1.47%1.04%0.57%1.12%1.25%-0.35%-1.04%-0.37%-0.34%0.32%-1.76%
20202.20%1.13%-7.30%5.20%2.68%1.93%1.98%-0.24%-0.41%-0.15%2.01%0.56%9.46%
20192.78%0.14%2.43%0.47%1.54%2.34%0.27%2.61%-0.42%0.67%0.04%0.49%14.10%
2018-1.16%-1.53%0.26%-1.06%0.58%-0.17%0.79%0.58%-0.47%-0.88%-0.21%1.56%-1.73%
20170.36%0.94%-0.01%1.16%1.05%-0.06%0.96%0.77%-0.37%0.20%-0.25%0.45%5.31%
20160.48%1.08%2.33%0.98%0.05%2.61%1.00%-0.19%0.19%-0.88%-2.98%0.59%5.26%
20153.02%-0.99%0.37%0.04%-0.75%-1.25%0.20%-0.93%1.73%0.28%-0.01%-0.70%0.92%
20142.03%1.24%0.00%1.08%1.42%0.15%-0.25%1.47%-1.32%1.15%0.73%-0.25%7.66%
2013-0.68%0.80%0.38%1.82%-3.05%-3.01%1.11%-1.23%1.43%1.25%-0.11%-0.48%-1.90%

Expense Ratio

VCIT has an expense ratio of 0.04%, which is considered low compared to other funds.


Expense ratio chart for VCIT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VCIT is 46, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VCIT is 4646
Combined Rank
The Sharpe Ratio Rank of VCIT is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VCIT is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VCIT is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VCIT is 3030
Calmar Ratio Rank
The Martin Ratio Rank of VCIT is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VCIT, currently valued at 1.56, compared to the broader market0.002.004.001.562.54
The chart of Sortino ratio for VCIT, currently valued at 2.32, compared to the broader market-2.000.002.004.006.008.0010.0012.002.323.40
The chart of Omega ratio for VCIT, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.47
The chart of Calmar ratio for VCIT, currently valued at 0.68, compared to the broader market0.005.0010.0015.000.683.66
The chart of Martin ratio for VCIT, currently valued at 6.07, compared to the broader market0.0020.0040.0060.0080.00100.006.0716.26
VCIT
^GSPC

The current Vanguard Intermediate-Term Corporate Bond ETF Sharpe ratio is 1.56. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Intermediate-Term Corporate Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.56
2.54
VCIT (Vanguard Intermediate-Term Corporate Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Intermediate-Term Corporate Bond ETF provided a 4.30% dividend yield over the last twelve months, with an annual payout of $3.48 per share.


2.80%3.00%3.20%3.40%3.60%3.80%4.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.48$3.02$2.35$2.67$2.70$3.08$2.99$2.81$2.82$2.81$2.88$3.31

Dividend yield

4.30%3.72%3.04%2.88%2.78%3.37%3.61%3.21%3.29%3.34%3.34%4.00%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Intermediate-Term Corporate Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.28$0.27$0.29$0.29$0.30$0.29$0.30$0.30$0.30$0.32$2.94
2023$0.00$0.24$0.21$0.25$0.23$0.25$0.25$0.26$0.26$0.26$0.28$0.54$3.02
2022$0.00$0.18$0.16$0.18$0.19$0.19$0.19$0.20$0.21$0.21$0.21$0.45$2.35
2021$0.00$0.18$0.16$0.18$0.17$0.18$0.17$0.18$0.18$0.17$0.17$0.94$2.67
2020$0.00$0.23$0.21$0.26$0.22$0.23$0.19$0.21$0.20$0.20$0.20$0.57$2.70
2019$0.00$0.24$0.23$0.28$0.25$0.27$0.26$0.27$0.26$0.25$0.26$0.50$3.08
2018$0.00$0.23$0.22$0.27$0.24$0.26$0.24$0.26$0.25$0.25$0.27$0.53$2.99
2017$0.00$0.20$0.23$0.23$0.24$0.24$0.23$0.23$0.24$0.24$0.24$0.49$2.81
2016$0.00$0.21$0.24$0.22$0.23$0.24$0.24$0.24$0.24$0.23$0.23$0.49$2.82
2015$0.00$0.21$0.23$0.23$0.23$0.24$0.23$0.23$0.24$0.24$0.23$0.51$2.81
2014$0.00$0.22$0.22$0.23$0.23$0.23$0.23$0.23$0.23$0.23$0.23$0.60$2.88
2013$0.22$0.27$0.23$0.23$0.21$0.22$0.23$0.22$0.22$0.22$0.22$0.82$3.31

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.08%
-0.88%
VCIT (Vanguard Intermediate-Term Corporate Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Intermediate-Term Corporate Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Intermediate-Term Corporate Bond ETF was 20.56%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Vanguard Intermediate-Term Corporate Bond ETF drawdown is 5.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.56%Aug 4, 2021307Oct 20, 2022
-16.86%Mar 5, 202012Mar 20, 202055Jun 9, 202067
-7.43%May 2, 201345Jul 5, 2013207May 1, 2014252
-5.78%Nov 5, 201028Dec 15, 201097May 5, 2011125
-4.86%Sep 28, 201656Dec 15, 2016115Jun 2, 2017171

Volatility

Volatility Chart

The current Vanguard Intermediate-Term Corporate Bond ETF volatility is 1.63%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.63%
3.96%
VCIT (Vanguard Intermediate-Term Corporate Bond ETF)
Benchmark (^GSPC)