PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Vanguard Intermediate-Term Corporate Bond Index Fu...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS92206C8543
CUSIP92206C854
IssuerVanguard
Inception DateMar 2, 2010
CategoryCorporate Bonds
Min. Investment$3,000
Home Pageadvisors.vanguard.com
Asset ClassBond

Expense Ratio

VICSX has an expense ratio of 0.07%, which is considered low compared to other funds.


Expense ratio chart for VICSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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.


Popular comparisons: VICSX vs. VBILX, VICSX vs. VLTCX, VICSX vs. VCOBX, VICSX vs. VFICX, VICSX vs. BAR, VICSX vs. VWEAX, VICSX vs. FBND, VICSX vs. BND, VICSX vs. SPHY, VICSX vs. VWEHX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares, 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
3.56%
12.76%
VICSX (Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares had a return of 3.36% year-to-date (YTD) and 9.66% in the last 12 months. Over the past 10 years, Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares had an annualized return of 2.70%, while the S&P 500 had an annualized return of 11.39%, indicating that Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.36%25.48%
1 month-1.37%2.14%
6 months3.56%12.76%
1 year9.66%33.14%
5 years (annualized)0.85%13.96%
10 years (annualized)2.70%11.39%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.02%-1.50%1.25%-2.23%1.90%0.83%2.61%1.55%1.62%-2.38%3.36%
20234.08%-3.10%2.99%0.81%-1.21%-0.11%0.47%-0.57%-2.61%-1.74%5.85%4.14%8.88%
2022-2.65%-1.47%-3.02%-4.71%1.00%-2.75%3.50%-3.13%-4.95%-0.56%4.74%-0.61%-14.09%
2021-0.66%-1.53%-1.82%1.26%0.74%1.00%1.28%-0.32%-0.91%-0.60%-0.06%-0.45%-2.11%
20202.33%1.10%-7.20%4.86%2.21%2.29%2.26%-0.37%-0.19%-0.10%1.82%0.39%9.29%
20192.48%0.41%2.44%0.59%1.47%2.24%0.51%2.56%-0.54%0.73%-0.02%0.36%14.00%
2018-1.19%-1.26%0.01%-0.86%0.53%-0.24%0.71%0.65%-0.41%-0.79%-0.10%1.24%-1.73%
20170.45%1.05%0.01%1.19%0.96%-0.03%0.91%0.77%-0.45%0.40%-0.41%0.51%5.47%
20160.69%0.86%2.50%1.17%-0.11%2.23%1.23%-0.03%0.14%-0.69%-3.05%0.35%5.30%
20153.10%-0.83%0.43%-0.13%-0.46%-1.57%0.54%-0.76%1.12%0.49%-0.07%-0.86%0.93%
20142.20%0.93%-0.08%1.19%1.49%0.18%-0.21%1.43%-1.31%0.95%0.75%-0.41%7.29%
2013-0.68%0.95%0.27%1.58%-2.28%-3.32%0.90%-1.20%1.40%1.52%-0.22%-1.27%-2.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VICSX is 37, suggesting that the investment has average results relative to other mutual funds 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 VICSX is 3737
Combined Rank
The Sharpe Ratio Rank of VICSX is 4141Sharpe Ratio Rank
The Sortino Ratio Rank of VICSX is 4646Sortino Ratio Rank
The Omega Ratio Rank of VICSX is 3939Omega Ratio Rank
The Calmar Ratio Rank of VICSX is 2626Calmar Ratio Rank
The Martin Ratio Rank of VICSX is 3333Martin 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 Index Fund Admiral Shares (VICSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VICSX
Sharpe ratio
The chart of Sharpe ratio for VICSX, currently valued at 1.96, compared to the broader market0.002.004.001.96
Sortino ratio
The chart of Sortino ratio for VICSX, currently valued at 2.97, compared to the broader market0.005.0010.002.97
Omega ratio
The chart of Omega ratio for VICSX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for VICSX, currently valued at 0.77, compared to the broader market0.005.0010.0015.0020.000.77
Martin ratio
The chart of Martin ratio for VICSX, currently valued at 8.44, compared to the broader market0.0020.0040.0060.0080.00100.008.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market0.005.0010.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.002.003.004.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.0020.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.0018.80

Sharpe Ratio

The current Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares Sharpe ratio is 1.96. 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 Index Fund Admiral Shares 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
1.96
2.91
VICSX (Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares provided a 4.27% dividend yield over the last twelve months, with an annual payout of $0.93 per share. The fund has been increasing its distributions for 2 consecutive years.


2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.93$0.81$0.63$0.55$0.67$0.83$0.81$0.76$0.76$0.76$0.74$0.73

Dividend yield

4.27%3.70%3.00%2.20%2.56%3.36%3.62%3.22%3.30%3.36%3.20%3.26%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.08$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.00$0.79
2023$0.06$0.06$0.07$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.81
2022$0.05$0.04$0.05$0.05$0.05$0.05$0.05$0.06$0.06$0.06$0.06$0.06$0.63
2021$0.05$0.04$0.05$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.04$0.05$0.55
2020$0.06$0.06$0.07$0.06$0.06$0.05$0.06$0.05$0.05$0.05$0.05$0.05$0.67
2019$0.06$0.06$0.08$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.83
2018$0.06$0.06$0.07$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.81
2017$0.05$0.06$0.06$0.07$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.76
2016$0.06$0.07$0.06$0.06$0.07$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.76
2015$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.06$0.06$0.07$0.76
2014$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.74
2013$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.73

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
-5.83%
-0.27%
VICSX (Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares. 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 Index Fund Admiral Shares was 21.03%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares drawdown is 5.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.03%Aug 4, 2021307Oct 20, 2022
-13.3%Mar 6, 202010Mar 19, 202061Jun 16, 202071
-7.19%May 3, 201387Sep 5, 2013173May 14, 2014260
-5.21%Nov 5, 201028Dec 15, 2010105May 17, 2011133
-4.75%Sep 30, 201654Dec 15, 2016115Jun 2, 2017169

Volatility

Volatility Chart

The current Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares volatility is 1.57%, 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
1.57%
3.75%
VICSX (Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares)
Benchmark (^GSPC)