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BND vs. VCIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BND and VCIT is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

BND vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

BND:

5.64%

VCIT:

4.30%

Max Drawdown

BND:

-0.53%

VCIT:

-0.41%

Current Drawdown

BND:

-0.45%

VCIT:

-0.41%

Returns By Period


BND

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VCIT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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BND vs. VCIT - Expense Ratio Comparison

BND has a 0.03% expense ratio, which is lower than VCIT's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

BND vs. VCIT — Risk-Adjusted Performance Rank

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

BND
The Risk-Adjusted Performance Rank of BND is 7373
Overall Rank
The Sharpe Ratio Rank of BND is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BND is 7777
Omega Ratio Rank
The Calmar Ratio Rank of BND is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7070
Martin Ratio Rank

VCIT
The Risk-Adjusted Performance Rank of VCIT is 8282
Overall Rank
The Sharpe Ratio Rank of VCIT is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VCIT is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VCIT is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VCIT is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VCIT is 8181
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.

BND vs. VCIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.



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Dividends

BND vs. VCIT - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.75%, less than VCIT's 4.51% yield.


TTM20242023202220212020201920182017201620152014
BND
Vanguard Total Bond Market ETF
3.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BND vs. VCIT - Drawdown Comparison

The maximum BND drawdown since its inception was -0.53%, which is greater than VCIT's maximum drawdown of -0.41%. Use the drawdown chart below to compare losses from any high point for BND and VCIT. For additional features, visit the drawdowns tool.


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Volatility

BND vs. VCIT - Volatility Comparison


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