EQT vs. VGCAX
EQT (EQT Corporation) is a stock, while VGCAX (Vanguard Global Credit Bond Fund Admiral Shares) is Total Bond Market fund managed by Vanguard. Over the past 5 years, EQT returned 19.29%/yr vs 1.34%/yr for VGCAX. At a correlation of -0.04, they often move in opposite directions.
Performance
EQT vs. VGCAX - Performance Comparison
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Returns By Period
In the year-to-date period, EQT achieves a -2.55% return, which is significantly lower than VGCAX's 1.10% return.
EQT
- 1D
- 1.45%
- 1M
- -8.18%
- YTD
- -2.55%
- 6M
- -6.00%
- 1Y
- -7.55%
- 3Y*
- 11.65%
- 5Y*
- 19.29%
- 10Y*
- 3.39%
VGCAX
- 1D
- 0.52%
- 1M
- 0.68%
- YTD
- 1.10%
- 6M
- 1.56%
- 1Y
- 5.50%
- 3Y*
- 6.27%
- 5Y*
- 1.34%
- 10Y*
- —
EQT vs. VGCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EQT EQT Corporation | -2.55% | 17.64% | 21.41% | 16.20% | 57.64% | 71.60% | 17.27% | -41.82% | 8.26% |
VGCAX Vanguard Global Credit Bond Fund Admiral Shares | 1.10% | 7.30% | 3.99% | 9.22% | -13.43% | -0.64% | 10.81% | 13.05% | 0.96% |
Correlation
The correlation between EQT and VGCAX is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2018 | -0.04 |
The correlation between EQT and VGCAX shifts across timeframes, from -0.11 (1 year) to 0.00 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
EQT vs. VGCAX — Risk / Return Rank
EQT
VGCAX
EQT vs. VGCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EQT Corporation (EQT) and Vanguard Global Credit Bond Fund Admiral Shares (VGCAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EQT | VGCAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.30 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.89 | -2.11 |
| Martin ratioReturn relative to average drawdown | -0.47 | 6.28 | -6.75 |
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Drawdowns
EQT vs. VGCAX - Drawdown Comparison
The maximum EQT drawdown since its inception was -91.51%, which is greater than VGCAX's maximum drawdown of -18.63%. Use the drawdown chart below to compare losses from any high point for EQT and VGCAX.
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Drawdown Indicators
| EQT | VGCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.51% | -18.63% | -72.88% |
Max Drawdown (1Y)Largest decline over 1 year | -24.42% | -2.90% | -21.52% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -4.00% | -27.62% |
Max Drawdown (5Y)Largest decline over 5 years | -42.56% | -18.63% | -23.93% |
Max Drawdown (10Y)Largest decline over 10 years | -88.28% | — | — |
Current DrawdownCurrent decline from peak | -23.32% | -0.64% | -22.68% |
Average DrawdownAverage peak-to-trough decline | -23.34% | -4.33% | -19.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.47% | 0.87% | +10.60% |
Volatility
EQT vs. VGCAX - Volatility Comparison
EQT Corporation (EQT) has a higher volatility of 8.36% compared to Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) at 1.23%. This indicates that EQT's price experiences larger fluctuations and is considered to be riskier than VGCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQT | VGCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.36% | 1.23% | +7.13% |
Volatility (6M)Calculated over the trailing 6-month period | 21.09% | 2.64% | +18.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.56% | 3.32% | +29.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.79% | 5.07% | +37.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.90% | 4.84% | +44.06% |
Dividends
EQT vs. VGCAX - Dividend Comparison
EQT's dividend yield for the trailing twelve months is around 1.26%, less than VGCAX's 4.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQT EQT Corporation | 1.26% | 1.19% | 1.37% | 1.57% | 1.63% | 0.00% | 0.24% | 1.10% | 0.42% | 0.21% | 0.18% | 0.23% |
VGCAX Vanguard Global Credit Bond Fund Admiral Shares | 4.95% | 4.91% | 4.65% | 4.48% | 2.72% | 3.16% | 4.65% | 6.88% | 0.36% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EQT and VGCAX have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EQT has higher volatility (8.36%) compared to VGCAX (1.23%). In terms of maximum drawdown, EQT dropped -91.51% vs VGCAX's -18.63%.
VGCAX currently has the higher Sharpe Ratio (1.65 vs -0.17), 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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