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FIIG vs. VCIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIIG vs. VCIT - Performance Comparison

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

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FIIG vs. VCIT - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FIIG achieves a -0.98% return, which is significantly lower than VCIT's -0.45% return.


FIIG

1D
0.68%
1M
-1.85%
YTD
-0.98%
6M
0.28%
1Y
4.98%
3Y*
5Y*
10Y*

VCIT

1D
0.55%
1M
-1.98%
YTD
-0.45%
6M
0.69%
1Y
6.08%
3Y*
5.56%
5Y*
1.42%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIIG vs. VCIT - Expense Ratio Comparison

FIIG has a 0.65% expense ratio, which is higher than VCIT's 0.04% expense ratio.


Return for Risk

FIIG vs. VCIT — Risk / Return Rank

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

FIIG
FIIG Risk / Return Rank: 5454
Overall Rank
FIIG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FIIG Sortino Ratio Rank: 5050
Sortino Ratio Rank
FIIG Omega Ratio Rank: 4545
Omega Ratio Rank
FIIG Calmar Ratio Rank: 6464
Calmar Ratio Rank
FIIG Martin Ratio Rank: 5757
Martin Ratio Rank

VCIT
VCIT Risk / Return Rank: 7474
Overall Rank
VCIT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 7373
Sortino Ratio Rank
VCIT Omega Ratio Rank: 6767
Omega Ratio Rank
VCIT Calmar Ratio Rank: 8080
Calmar Ratio Rank
VCIT Martin Ratio Rank: 7575
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.

FIIG vs. VCIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) 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.


FIIGVCITDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.26

-0.28

Sortino ratio

Return per unit of downside risk

1.37

1.76

-0.38

Omega ratio

Gain probability vs. loss probability

1.18

1.24

-0.06

Calmar ratio

Return relative to maximum drawdown

1.68

2.07

-0.40

Martin ratio

Return relative to average drawdown

5.73

7.31

-1.58

FIIG vs. VCIT - Sharpe Ratio Comparison

The current FIIG Sharpe Ratio is 0.98, which is comparable to the VCIT Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of FIIG 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.


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Sharpe Ratios by Period


FIIGVCITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.26

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.75

+0.31

Correlation

The correlation between FIIG and VCIT is 0.91, 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.


Dividends

FIIG vs. VCIT - Dividend Comparison

FIIG's dividend yield for the trailing twelve months is around 4.92%, more than VCIT's 4.72% yield.


TTM20252024202320222021202020192018201720162015
FIIG
First Trust Intermediate Duration Investment Grade Corporate ETF
4.92%4.76%4.45%1.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.72%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Drawdowns

FIIG vs. VCIT - Drawdown Comparison

The maximum FIIG drawdown since its inception was -5.50%, smaller than the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for FIIG and VCIT.


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Drawdown Indicators


FIIGVCITDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

-20.56%

+15.06%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-2.99%

-0.16%

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

-1.92%

-1.98%

+0.06%

Average Drawdown

Average peak-to-trough decline

-1.39%

-3.18%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.85%

+0.07%

Volatility

FIIG vs. VCIT - Volatility Comparison

First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) has a higher volatility of 2.22% compared to Vanguard Intermediate-Term Corporate Bond ETF (VCIT) at 2.07%. This indicates that FIIG'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.


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Volatility by Period


FIIGVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

2.07%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.28%

2.84%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

5.12%

4.85%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.96%

6.60%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.96%

6.27%

-0.31%