FIIG vs. VCLT
FIIG (First Trust Intermediate Duration Investment Grade Corporate ETF) and VCLT (Vanguard Long-Term Corporate Bond ETF) are both Corporate Bonds funds. FIIG is actively managed, while VCLT is passively managed. Over the past year, FIIG returned 5.17% vs 7.69% for VCLT. Their correlation of 0.87 suggests significant overlap in exposure. FIIG charges 0.65%/yr vs 0.04%/yr for VCLT.
Performance
FIIG vs. VCLT - Performance Comparison
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Returns By Period
In the year-to-date period, FIIG achieves a -0.56% return, which is significantly lower than VCLT's 0.99% return.
FIIG
- 1D
- -0.17%
- 1M
- 0.08%
- YTD
- -0.56%
- 6M
- -0.47%
- 1Y
- 5.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VCLT
- 1D
- -0.35%
- 1M
- 1.49%
- YTD
- 0.99%
- 6M
- -0.04%
- 1Y
- 7.69%
- 3Y*
- 4.34%
- 5Y*
- -1.78%
- 10Y*
- 2.31%
FIIG vs. VCLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FIIG First Trust Intermediate Duration Investment Grade Corporate ETF | -0.56% | 8.80% | 2.15% | 6.83% |
VCLT Vanguard Long-Term Corporate Bond ETF | 0.99% | 7.18% | -1.90% | 9.99% |
Correlation
The correlation between FIIG and VCLT is 0.88, 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 | 0.88 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2023 | 0.87 |
The correlation between FIIG and VCLT has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.
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Return for Risk
FIIG vs. VCLT — Risk / Return Rank
FIIG
VCLT
FIIG vs. VCLT - 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 Long-Term Corporate Bond ETF (VCLT). 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.
| FIIG | VCLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.47 | +0.18 |
| Martin ratioReturn relative to average drawdown | 5.30 | 3.62 | +1.68 |
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
| FIIG | VCLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.97 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.14 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.18 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.39 | +0.64 |
Drawdowns
FIIG vs. VCLT - Drawdown Comparison
The maximum FIIG drawdown since its inception was -5.50%, smaller than the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for FIIG and VCLT.
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Drawdown Indicators
| FIIG | VCLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.50% | -34.31% | +28.81% |
Max Drawdown (1Y)Largest decline over 1 year | -3.15% | -5.25% | +2.10% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.03% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.31% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.31% | — |
Current DrawdownCurrent decline from peak | -1.51% | -14.36% | +12.85% |
Average DrawdownAverage peak-to-trough decline | -1.39% | -8.16% | +6.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 2.13% | -1.15% |
Volatility
FIIG vs. VCLT - Volatility Comparison
The current volatility for First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) is 1.63%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 2.31%. This indicates that FIIG experiences smaller price fluctuations and is considered to be less risky than VCLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIIG | VCLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 2.31% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 3.38% | 5.75% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.61% | 7.92% | -3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.91% | 12.78% | -6.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.91% | 12.84% | -6.93% |
FIIG vs. VCLT - Expense Ratio Comparison
FIIG has a 0.65% expense ratio, which is higher than VCLT's 0.04% expense ratio.
Dividends
FIIG vs. VCLT - Dividend Comparison
FIIG's dividend yield for the trailing twelve months is around 4.96%, less than VCLT's 5.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIIG First Trust Intermediate Duration Investment Grade Corporate ETF | 4.96% | 4.76% | 4.45% | 1.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCLT Vanguard Long-Term Corporate Bond ETF | 5.55% | 5.51% | 5.19% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% |
Frequently Asked Questions
FIIG and VCLT have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCLT has higher volatility (2.31%) compared to FIIG (1.63%). In terms of maximum drawdown, FIIG dropped -5.50% vs VCLT's -34.31%.
On 1-year performance, VCLT leads with 7.69% vs 5.17% for FIIG. On fees, VCLT is cheaper at 0.04% per year. On volatility, FIIG has been the lower-risk option at 1.63%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VCLT has performed better with a 7.69% return vs 5.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCLT is cheaper with a 0.04% expense ratio, compared with 0.65% for FIIG.
VCLT has the higher dividend yield at 5.55%, compared with 4.96% for FIIG.
They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.65% for FIIG and 0.04% for VCLT.
FIIG currently has the higher Sharpe Ratio (1.13 vs 0.97), 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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