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FIIG vs. VCLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIIG vs. VCLT - 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 Long-Term Corporate Bond ETF (VCLT). The values are adjusted to include any dividend payments, if applicable.

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FIIG vs. VCLT - Yearly Performance Comparison


2026 (YTD)202520242023
FIIG
First Trust Intermediate Duration Investment Grade Corporate ETF
-0.98%8.80%2.15%6.83%
VCLT
Vanguard Long-Term Corporate Bond ETF
-0.48%7.18%-1.90%9.99%

Returns By Period

In the year-to-date period, FIIG achieves a -0.98% return, which is significantly lower than VCLT's -0.48% return.


FIIG

1D
0.00%
1M
-1.55%
YTD
-0.98%
6M
0.05%
1Y
4.68%
3Y*
5Y*
10Y*

VCLT

1D
0.16%
1M
-2.31%
YTD
-0.48%
6M
-1.46%
1Y
3.64%
3Y*
3.12%
5Y*
-1.70%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIIG vs. VCLT - Expense Ratio Comparison

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


Return for Risk

FIIG vs. VCLT — Risk / Return Rank

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

FIIG
FIIG Risk / Return Rank: 4646
Overall Rank
FIIG Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FIIG Sortino Ratio Rank: 4343
Sortino Ratio Rank
FIIG Omega Ratio Rank: 3939
Omega Ratio Rank
FIIG Calmar Ratio Rank: 5353
Calmar Ratio Rank
FIIG Martin Ratio Rank: 4848
Martin Ratio Rank

VCLT
VCLT Risk / Return Rank: 2323
Overall Rank
VCLT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 1919
Sortino Ratio Rank
VCLT Omega Ratio Rank: 1919
Omega Ratio Rank
VCLT Calmar Ratio Rank: 3131
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2424
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. 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.


FIIGVCLTDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.36

+0.56

Sortino ratio

Return per unit of downside risk

1.29

0.54

+0.75

Omega ratio

Gain probability vs. loss probability

1.17

1.07

+0.09

Calmar ratio

Return relative to maximum drawdown

1.58

0.78

+0.80

Martin ratio

Return relative to average drawdown

5.35

1.80

+3.55

FIIG vs. VCLT - Sharpe Ratio Comparison

The current FIIG Sharpe Ratio is 0.92, which is higher than the VCLT Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of FIIG and VCLT, 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


FIIGVCLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.36

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.39

+0.67

Correlation

The correlation between FIIG and VCLT is 0.87, 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. VCLT - Dividend Comparison

FIIG's dividend yield for the trailing twelve months is around 4.92%, less than VCLT's 5.64% 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%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.64%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%

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


FIIGVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

-34.31%

+28.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-5.39%

+2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-34.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

-1.92%

-15.60%

+13.68%

Average Drawdown

Average peak-to-trough decline

-1.39%

-8.09%

+6.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

2.33%

-1.40%

Volatility

FIIG vs. VCLT - Volatility Comparison

The current volatility for First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) is 2.22%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 3.99%. 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


FIIGVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

3.99%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

3.28%

5.62%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

5.12%

10.21%

-5.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.96%

12.80%

-6.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.96%

12.84%

-6.88%