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BBBI vs. VCLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBBI vs. VCLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx BBB Rated 5-10 Year Corporate Bond ETF (BBBI) and Vanguard Long-Term Corporate Bond ETF (VCLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBBI achieves a 0.46% return, which is significantly lower than VCLT's 1.27% return.


BBBI

1D
0.08%
1M
0.30%
YTD
0.46%
6M
0.63%
1Y
6.02%
3Y*
5Y*
10Y*

VCLT

1D
0.28%
1M
1.13%
YTD
1.27%
6M
0.48%
1Y
6.83%
3Y*
4.56%
5Y*
-1.73%
10Y*
2.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBBI vs. VCLT - Yearly Performance Comparison


Correlation

The correlation between BBBI and VCLT is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2024

0.92

The correlation between BBBI and VCLT has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

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Return for Risk

BBBI vs. VCLT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBBI
BBBI Risk / Return Rank: 4444
Overall Rank
BBBI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BBBI Sortino Ratio Rank: 4646
Sortino Ratio Rank
BBBI Omega Ratio Rank: 4242
Omega Ratio Rank
BBBI Calmar Ratio Rank: 4242
Calmar Ratio Rank
BBBI Martin Ratio Rank: 4444
Martin Ratio Rank

VCLT
VCLT Risk / Return Rank: 2525
Overall Rank
VCLT Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2525
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2424
Omega Ratio Rank
VCLT Calmar Ratio Rank: 2828
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBBI vs. VCLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx BBB Rated 5-10 Year Corporate Bond ETF (BBBI) and Vanguard Long-Term Corporate Bond ETF (VCLT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BBBIVCLTDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.27

1.15

+0.12

Calmar ratioReturn relative to maximum drawdown

2.05

1.31

+0.75

Martin ratioReturn relative to average drawdown

7.02

3.21

+3.81

BBBI vs. VCLT - Sharpe Ratio Comparison

The current BBBI Sharpe Ratio is 1.53, which is higher than the VCLT Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of BBBI and VCLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BBBIVCLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

0.87

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

0.40

+0.80

Drawdowns

BBBI vs. VCLT - Drawdown Comparison

The maximum BBBI drawdown since its inception was -4.11%, smaller than the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for BBBI and VCLT.


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Drawdown Indicators


BBBIVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-4.11%

-34.31%

+30.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-5.25%

+2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-13.03%

Max Drawdown (5Y)

Largest decline over 5 years

-34.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

-1.06%

-14.12%

+13.06%

Average Drawdown

Average peak-to-trough decline

-0.98%

-8.16%

+7.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

2.13%

-1.27%

Volatility

BBBI vs. VCLT - Volatility Comparison

The current volatility for BondBloxx BBB Rated 5-10 Year Corporate Bond ETF (BBBI) is 1.32%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 2.25%. This indicates that BBBI experiences smaller price fluctuations and is considered to be less risky than VCLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBBIVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

2.25%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

5.75%

-2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

7.93%

-3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.01%

12.77%

-7.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.01%

12.84%

-7.83%

BBBI vs. VCLT - Expense Ratio Comparison

BBBI has a 0.19% expense ratio, which is higher than VCLT's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BBBI vs. VCLT - Dividend Comparison

BBBI's dividend yield for the trailing twelve months is around 4.79%, less than VCLT's 5.53% yield.


PositionTTM20252024202320222021202020192018201720162015
BBBI
BondBloxx BBB Rated 5-10 Year Corporate Bond ETF
4.79%4.90%4.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.53%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%

Frequently Asked Questions


With a correlation of 0.92, BBBI and VCLT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VCLT has higher volatility (2.25%) compared to BBBI (1.32%). In terms of maximum drawdown, BBBI dropped -4.11% vs VCLT's -34.31%.

On 1-year performance, VCLT leads with 6.83% vs 6.02% for BBBI. On fees, VCLT is cheaper at 0.04% per year. On volatility, BBBI has been the lower-risk option at 1.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VCLT has performed better with a 6.83% return vs 6.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCLT is cheaper with a 0.04% expense ratio, compared with 0.19% for BBBI.

VCLT has the higher dividend yield at 5.53%, compared with 4.79% for BBBI.

BBBI tracks Bloomberg U.S. Corporate BBB 5-10 Year Index, while VCLT tracks Barclays U.S. 10+ Year Corporate Index. They also come from different issuers: BondBloxx and Vanguard. Their fees differ too: 0.19% for BBBI and 0.04% for VCLT.

BBBI currently has the higher Sharpe Ratio (1.53 vs 0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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