PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Vanguard Long-Term Corporate Bond ETF (VCLT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS92206C8139
CUSIP92206C813
IssuerVanguard
Inception DateNov 19, 2009
RegionNorth America (U.S.)
CategoryCorporate Bonds
Index TrackedBarclays U.S. 10+ Year Corporate Index
Home Pageadvisors.vanguard.com
Asset ClassBond

Expense Ratio

The Vanguard Long-Term Corporate Bond ETF has an expense ratio of 0.04% which is considered to be low.


Expense ratio chart for VCLT: 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%

Share Price Chart


Loading data...

Compare to other instruments

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


Vanguard Long-Term Corporate Bond ETF

Popular comparisons: VCLT vs. VGLT, VCLT vs. VCIT, VCLT vs. LQD, VCLT vs. SPLB, VCLT vs. IGLB, VCLT vs. SPAB, VCLT vs. ILTB, VCLT vs. SPY, VCLT vs. HYG, VCLT vs. VTV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Long-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%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
11.11%
18.82%
VCLT (Vanguard Long-Term Corporate Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Long-Term Corporate Bond ETF had a return of -5.99% year-to-date (YTD) and -1.07% in the last 12 months. Over the past 10 years, Vanguard Long-Term Corporate Bond ETF had an annualized return of 2.33%, while the S&P 500 had an annualized return of 10.42%, indicating that Vanguard Long-Term Corporate Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-5.99%5.05%
1 month-3.98%-4.27%
6 months11.12%18.82%
1 year-1.07%21.22%
5 years (annualized)-0.22%11.38%
10 years (annualized)2.33%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.80%-2.71%1.95%
2023-5.44%-4.13%11.22%6.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VCLT is 14, indicating that it is in the bottom 14% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of VCLT is 1414
Vanguard Long-Term Corporate Bond ETF(VCLT)
The Sharpe Ratio Rank of VCLT is 1414Sharpe Ratio Rank
The Sortino Ratio Rank of VCLT is 1414Sortino Ratio Rank
The Omega Ratio Rank of VCLT is 1414Omega Ratio Rank
The Calmar Ratio Rank of VCLT is 1414Calmar Ratio Rank
The Martin Ratio Rank of VCLT is 1414Martin 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 Long-Term Corporate Bond ETF (VCLT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VCLT
Sharpe ratio
The chart of Sharpe ratio for VCLT, currently valued at -0.07, compared to the broader market-1.000.001.002.003.004.00-0.07
Sortino ratio
The chart of Sortino ratio for VCLT, currently valued at -0.01, compared to the broader market-2.000.002.004.006.008.00-0.01
Omega ratio
The chart of Omega ratio for VCLT, currently valued at 1.00, compared to the broader market1.001.502.001.00
Calmar ratio
The chart of Calmar ratio for VCLT, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.00-0.03
Martin ratio
The chart of Martin ratio for VCLT, currently valued at -0.18, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.21

Sharpe Ratio

The current Vanguard Long-Term Corporate Bond ETF Sharpe ratio is -0.07. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
-0.07
1.81
VCLT (Vanguard Long-Term Corporate Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Long-Term Corporate Bond ETF granted a 5.09% dividend yield in the last twelve months. The annual payout for that period amounted to $3.79 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.79$3.74$3.36$3.25$3.51$3.86$3.88$3.84$3.87$3.94$3.97$4.01

Dividend yield

5.09%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%4.29%4.83%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.34$0.29
2023$0.00$0.31$0.28$0.31$0.30$0.31$0.31$0.32$0.30$0.33$0.34$0.64
2022$0.00$0.29$0.24$0.26$0.28$0.29$0.27$0.28$0.28$0.28$0.29$0.60
2021$0.00$0.28$0.25$0.28$0.27$0.28$0.27$0.28$0.27$0.28$0.27$0.54
2020$0.00$0.32$0.29$0.34$0.30$0.31$0.27$0.29$0.28$0.27$0.29$0.55
2019$0.00$0.32$0.29$0.34$0.31$0.34$0.31$0.34$0.34$0.31$0.33$0.63
2018$0.00$0.30$0.29$0.36$0.31$0.34$0.30$0.33$0.31$0.32$0.34$0.67
2017$0.00$0.27$0.34$0.32$0.32$0.32$0.32$0.32$0.32$0.33$0.32$0.67
2016$0.00$0.29$0.34$0.31$0.32$0.33$0.32$0.32$0.32$0.33$0.31$0.68
2015$0.00$0.28$0.31$0.34$0.34$0.33$0.33$0.33$0.33$0.33$0.33$0.69
2014$0.00$0.34$0.33$0.34$0.32$0.32$0.34$0.33$0.34$0.33$0.33$0.66
2013$0.33$0.34$0.34$0.35$0.32$0.33$0.34$0.35$0.34$0.31$0.33$0.33

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-24.18%
-4.64%
VCLT (Vanguard Long-Term Corporate Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Long-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 Long-Term Corporate Bond ETF was 34.31%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Vanguard Long-Term Corporate Bond ETF drawdown is 24.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.31%Sep 23, 2021274Oct 24, 2022
-28.19%Mar 9, 20209Mar 19, 202076Jul 8, 202085
-13.65%May 3, 201377Aug 21, 2013174May 1, 2014251
-11.72%Feb 2, 2015102Jun 26, 2015236Jun 3, 2016338
-10.93%Aug 7, 2020154Mar 18, 202196Aug 4, 2021250

Volatility

Volatility Chart

The current Vanguard Long-Term Corporate Bond ETF volatility is 3.58%, 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.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.58%
3.30%
VCLT (Vanguard Long-Term Corporate Bond ETF)
Benchmark (^GSPC)