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EAGG vs. VCEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EAGG and VCEB 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

EAGG vs. VCEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware US Aggregate Bond ETF (EAGG) and Vanguard ESG U.S. Corporate Bond ETF (VCEB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

EAGG:

5.87%

VCEB:

2.22%

Max Drawdown

EAGG:

-0.55%

VCEB:

-0.31%

Current Drawdown

EAGG:

-0.45%

VCEB:

-0.31%

Returns By Period


EAGG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VCEB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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EAGG vs. VCEB - Expense Ratio Comparison

EAGG has a 0.10% expense ratio, which is lower than VCEB's 0.12% 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

EAGG vs. VCEB — Risk-Adjusted Performance Rank

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

EAGG
The Risk-Adjusted Performance Rank of EAGG is 7272
Overall Rank
The Sharpe Ratio Rank of EAGG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of EAGG is 8181
Sortino Ratio Rank
The Omega Ratio Rank of EAGG is 7777
Omega Ratio Rank
The Calmar Ratio Rank of EAGG is 5555
Calmar Ratio Rank
The Martin Ratio Rank of EAGG is 6969
Martin Ratio Rank

VCEB
The Risk-Adjusted Performance Rank of VCEB is 7171
Overall Rank
The Sharpe Ratio Rank of VCEB is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VCEB is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VCEB is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VCEB is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VCEB is 7272
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.

EAGG vs. VCEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware US Aggregate Bond ETF (EAGG) and Vanguard ESG U.S. Corporate Bond ETF (VCEB). 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

EAGG vs. VCEB - Dividend Comparison

EAGG's dividend yield for the trailing twelve months is around 3.93%, while VCEB has not paid dividends to shareholders.


TTM2024202320222021202020192018
EAGG
iShares ESG Aware US Aggregate Bond ETF
3.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCEB
Vanguard ESG U.S. Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EAGG vs. VCEB - Drawdown Comparison

The maximum EAGG drawdown since its inception was -0.55%, which is greater than VCEB's maximum drawdown of -0.31%. Use the drawdown chart below to compare losses from any high point for EAGG and VCEB. For additional features, visit the drawdowns tool.


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Volatility

EAGG vs. VCEB - Volatility Comparison


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