PortfoliosLab logo
EAGG vs. VCIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EAGG and VCIT is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

EAGG vs. VCIT - 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 Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

-4.00%-3.00%-2.00%-1.00%0.00%1.00%SeptemberOctoberNovemberDecember2025February
-0.94%
-0.11%
EAGG
VCIT

Key characteristics

Sharpe Ratio

EAGG:

0.84

VCIT:

1.20

Sortino Ratio

EAGG:

1.22

VCIT:

1.75

Omega Ratio

EAGG:

1.15

VCIT:

1.21

Calmar Ratio

EAGG:

0.32

VCIT:

0.57

Martin Ratio

EAGG:

2.06

VCIT:

3.64

Ulcer Index

EAGG:

2.14%

VCIT:

1.71%

Daily Std Dev

EAGG:

5.26%

VCIT:

5.19%

Max Drawdown

EAGG:

-18.74%

VCIT:

-20.56%

Current Drawdown

EAGG:

-8.16%

VCIT:

-3.70%

Returns By Period

The year-to-date returns for both investments are quite close, with EAGG having a 1.52% return and VCIT slightly higher at 1.56%.


EAGG

YTD

1.52%

1M

1.52%

6M

-0.94%

1Y

4.42%

5Y*

-0.70%

10Y*

N/A

VCIT

YTD

1.56%

1M

1.53%

6M

-0.11%

1Y

6.26%

5Y*

0.56%

10Y*

2.63%

*Annualized

Compare stocks, funds, or ETFs

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


EAGG vs. VCIT - Expense Ratio Comparison

EAGG has a 0.10% expense ratio, which is higher than VCIT'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%.


Expense ratio chart for EAGG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VCIT: 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%

Risk-Adjusted Performance

EAGG vs. VCIT — 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 2727
Overall Rank
The Sharpe Ratio Rank of EAGG is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of EAGG is 3131
Sortino Ratio Rank
The Omega Ratio Rank of EAGG is 3030
Omega Ratio Rank
The Calmar Ratio Rank of EAGG is 1919
Calmar Ratio Rank
The Martin Ratio Rank of EAGG is 2424
Martin Ratio Rank

VCIT
The Risk-Adjusted Performance Rank of VCIT is 4444
Overall Rank
The Sharpe Ratio Rank of VCIT is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VCIT is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VCIT is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VCIT is 2828
Calmar Ratio Rank
The Martin Ratio Rank of VCIT is 4141
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. VCIT - 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 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.


The chart of Sharpe ratio for EAGG, currently valued at 0.84, compared to the broader market0.002.004.000.841.20
The chart of Sortino ratio for EAGG, currently valued at 1.22, compared to the broader market0.005.0010.001.221.75
The chart of Omega ratio for EAGG, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.21
The chart of Calmar ratio for EAGG, currently valued at 0.32, compared to the broader market0.005.0010.0015.0020.000.320.57
The chart of Martin ratio for EAGG, currently valued at 2.06, compared to the broader market0.0020.0040.0060.0080.00100.002.063.64
EAGG
VCIT

The current EAGG Sharpe Ratio is 0.84, which is lower than the VCIT Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of EAGG and VCIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.84
1.20
EAGG
VCIT

Dividends

EAGG vs. VCIT - Dividend Comparison

EAGG's dividend yield for the trailing twelve months is around 3.89%, less than VCIT's 4.42% yield.


TTM20242023202220212020201920182017201620152014
EAGG
iShares ESG Aware US Aggregate Bond ETF
3.89%3.93%3.24%2.07%1.09%1.82%3.17%0.61%0.00%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.42%4.43%3.72%3.04%2.88%2.78%3.37%3.61%3.21%3.29%3.34%3.34%

Drawdowns

EAGG vs. VCIT - Drawdown Comparison

The maximum EAGG drawdown since its inception was -18.74%, smaller than the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for EAGG and VCIT. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%SeptemberOctoberNovemberDecember2025February
-8.16%
-3.70%
EAGG
VCIT

Volatility

EAGG vs. VCIT - Volatility Comparison

iShares ESG Aware US Aggregate Bond ETF (EAGG) has a higher volatility of 1.46% compared to Vanguard Intermediate-Term Corporate Bond ETF (VCIT) at 1.30%. This indicates that EAGG's price experiences larger fluctuations and is considered to be riskier than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%SeptemberOctoberNovemberDecember2025February
1.46%
1.30%
EAGG
VCIT