EYEG vs. VCIT
EYEG (AB Corporate Bond ETF) and VCIT (Vanguard Intermediate-Term Corporate Bond ETF) are both Corporate Bonds funds. EYEG is actively managed, while VCIT is passively managed. Over the past year, EYEG returned 5.83% vs 6.13% for VCIT. With a 0.95 correlation, they move nearly in lockstep. EYEG charges 0.30%/yr vs 0.04%/yr for VCIT.
Performance
EYEG vs. VCIT - Performance Comparison
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Returns By Period
In the year-to-date period, EYEG achieves a 0.37% return, which is significantly higher than VCIT's 0.18% return.
EYEG
- 1D
- -0.22%
- 1M
- 0.60%
- YTD
- 0.37%
- 6M
- 0.15%
- 1Y
- 5.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VCIT
- 1D
- -0.22%
- 1M
- 0.28%
- YTD
- 0.18%
- 6M
- 0.07%
- 1Y
- 6.13%
- 3Y*
- 6.00%
- 5Y*
- 1.22%
- 10Y*
- 2.93%
EYEG vs. VCIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EYEG AB Corporate Bond ETF | 0.37% | 7.42% | 3.17% | 1.41% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 0.18% | 9.34% | 3.20% | 1.44% |
Correlation
The correlation between EYEG and VCIT is 0.95, 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 | 0.95 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2023 | 0.95 |
The correlation between EYEG and VCIT has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.
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Return for Risk
EYEG vs. VCIT — Risk / Return Rank
EYEG
VCIT
EYEG vs. VCIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Corporate Bond ETF (EYEG) 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.
| EYEG | VCIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 2.08 | -0.02 |
| Martin ratioReturn relative to average drawdown | 6.03 | 6.95 | -0.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EYEG | VCIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.50 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.19 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.75 | +0.17 |
Drawdowns
EYEG vs. VCIT - Drawdown Comparison
The maximum EYEG drawdown since its inception was -4.66%, smaller than the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for EYEG and VCIT.
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Drawdown Indicators
| EYEG | VCIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.66% | -20.56% | +15.90% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -2.96% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | — | -6.11% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.56% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.56% | — |
Current DrawdownCurrent decline from peak | -0.94% | -1.36% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -3.16% | +1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 0.88% | +0.09% |
Volatility
EYEG vs. VCIT - Volatility Comparison
AB Corporate Bond ETF (EYEG) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT) have volatilities of 1.41% and 1.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EYEG | VCIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 1.38% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 3.17% | 3.06% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.36% | 4.10% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.47% | 6.61% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.47% | 6.28% | -0.81% |
EYEG vs. VCIT - Expense Ratio Comparison
EYEG has a 0.30% expense ratio, which is higher than VCIT's 0.04% expense ratio.
Dividends
EYEG vs. VCIT - Dividend Comparison
EYEG's dividend yield for the trailing twelve months is around 4.94%, more than VCIT's 4.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EYEG AB Corporate Bond ETF | 4.94% | 4.94% | 6.07% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.80% | 4.62% | 4.43% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% |
Frequently Asked Questions
With a correlation of 0.95, EYEG and VCIT 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.
EYEG has higher volatility (1.41%) compared to VCIT (1.38%). In terms of maximum drawdown, EYEG dropped -4.66% vs VCIT's -20.56%.
On 1-year performance, VCIT leads with 6.13% vs 5.83% for EYEG. On fees, VCIT is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VCIT has performed better with a 6.13% return vs 5.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCIT is cheaper with a 0.04% expense ratio, compared with 0.30% for EYEG.
EYEG has the higher dividend yield at 4.94%, compared with 4.80% for VCIT.
They also come from different issuers: AllianceBernstein and Vanguard. Their fees differ too: 0.30% for EYEG and 0.04% for VCIT.
VCIT currently has the higher Sharpe Ratio (1.50 vs 1.34), 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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