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EYEG vs. VCIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EYEG vs. VCIT - Performance Comparison

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

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EYEG vs. VCIT - Yearly Performance Comparison


2026 (YTD)202520242023
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

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

EYEG
EYEG Risk / Return Rank: 3838
Overall Rank
EYEG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
EYEG Sortino Ratio Rank: 3939
Sortino Ratio Rank
EYEG Omega Ratio Rank: 3535
Omega Ratio Rank
EYEG Calmar Ratio Rank: 4242
Calmar Ratio Rank
EYEG Martin Ratio Rank: 3939
Martin Ratio Rank

VCIT
VCIT Risk / Return Rank: 4242
Overall Rank
VCIT Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4343
Sortino Ratio Rank
VCIT Omega Ratio Rank: 4040
Omega Ratio Rank
VCIT Calmar Ratio Rank: 4141
Calmar Ratio Rank
VCIT Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


EYEGVCITDifference
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

EYEG vs. VCIT - Sharpe Ratio Comparison

The current EYEG Sharpe Ratio is 1.34, which is comparable to the VCIT Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of EYEG and VCIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EYEGVCITDifference

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


EYEGVCITDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.94%

-1.36%

+0.42%

Average Drawdown

Average peak-to-trough decline

-1.25%

-3.16%

+1.91%

Ulcer Index

Depth 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


EYEGVCITDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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