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GIGB vs. VCEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GIGB vs. VCEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) and Vanguard ESG U.S. Corporate Bond ETF (VCEB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GIGB achieves a 0.99% return, which is significantly higher than VCEB's 0.56% return.


GIGB

1D
-0.02%
1M
0.70%
YTD
0.99%
6M
1.39%
1Y
5.80%
3Y*
5.40%
5Y*
0.31%
10Y*

VCEB

1D
-0.07%
1M
0.67%
YTD
0.56%
6M
1.06%
1Y
5.13%
3Y*
5.34%
5Y*
0.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GIGB vs. VCEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
0.99%7.58%1.68%8.80%-15.80%-1.64%2.80%
VCEB
Vanguard ESG U.S. Corporate Bond ETF
0.56%7.48%2.23%8.52%-15.15%-1.99%2.45%

Correlation

The correlation between GIGB and VCEB is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.98

The correlation between GIGB and VCEB has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

GIGB vs. VCEB — Risk / Return Rank

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

GIGB
GIGB Risk / Return Rank: 3939
Overall Rank
GIGB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GIGB Sortino Ratio Rank: 3838
Sortino Ratio Rank
GIGB Omega Ratio Rank: 3737
Omega Ratio Rank
GIGB Calmar Ratio Rank: 4242
Calmar Ratio Rank
GIGB Martin Ratio Rank: 4040
Martin Ratio Rank

VCEB
VCEB Risk / Return Rank: 3535
Overall Rank
VCEB Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VCEB Sortino Ratio Rank: 3434
Sortino Ratio Rank
VCEB Omega Ratio Rank: 3232
Omega Ratio Rank
VCEB Calmar Ratio Rank: 3838
Calmar Ratio Rank
VCEB Martin Ratio Rank: 3636
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.

GIGB vs. VCEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) and Vanguard ESG U.S. Corporate Bond ETF (VCEB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GIGBVCEBDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.22

1.19

+0.02

Calmar ratioReturn relative to maximum drawdown

1.84

1.65

+0.19

Martin ratioReturn relative to average drawdown

5.74

5.02

+0.72

GIGB vs. VCEB - Sharpe Ratio Comparison

The current GIGB Sharpe Ratio is 1.23, which is comparable to the VCEB Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of GIGB and VCEB, 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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Drawdowns

GIGB vs. VCEB - Drawdown Comparison

The maximum GIGB drawdown since its inception was -22.25%, roughly equal to the maximum VCEB drawdown of -21.60%. Use the drawdown chart below to compare losses from any high point for GIGB and VCEB.


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Drawdown Indicators


GIGBVCEBDifference

Max Drawdown

Largest peak-to-trough decline

-22.25%

-21.60%

-0.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-2.82%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-6.69%

-6.09%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-22.25%

-21.39%

-0.86%

Current Drawdown

Current decline from peak

-0.64%

-0.81%

+0.17%

Average Drawdown

Average peak-to-trough decline

-5.60%

-7.60%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.93%

-0.01%

Volatility

GIGB vs. VCEB - Volatility Comparison

Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) and Vanguard ESG U.S. Corporate Bond ETF (VCEB) have volatilities of 1.43% and 1.43%, 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


GIGBVCEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.43%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

3.21%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

4.22%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.25%

6.84%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.66%

6.65%

+1.01%

GIGB vs. VCEB - Expense Ratio Comparison

GIGB has a 0.14% expense ratio, which is higher than VCEB's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GIGB vs. VCEB - Dividend Comparison

GIGB's dividend yield for the trailing twelve months is around 4.60%, which matches VCEB's 4.64% yield.


PositionTTM202520242023202220212020201920182017
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
4.60%4.69%4.45%3.67%3.12%2.25%2.62%3.22%3.31%1.55%
VCEB
Vanguard ESG U.S. Corporate Bond ETF
4.64%4.57%4.47%3.70%2.84%1.69%0.43%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, GIGB and VCEB 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.

VCEB has higher volatility (1.43%) compared to GIGB (1.43%). In terms of maximum drawdown, GIGB dropped -22.25% vs VCEB's -21.60%.

On 5-year performance, VCEB leads with 0.38% vs 0.31% for GIGB. On fees, VCEB is cheaper at 0.12% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VCEB has performed better with a 0.38% return vs 0.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCEB is cheaper with a 0.12% expense ratio, compared with 0.14% for GIGB.

VCEB has the higher dividend yield at 4.64%, compared with 4.60% for GIGB.

GIGB tracks FTSE Goldman Sachs Investment Grade Corporate Bond Index, while VCEB tracks Bloomberg Barclays MSCI US Corp SRI Select Index. They also come from different issuers: Goldman Sachs and Vanguard. Their fees differ too: 0.14% for GIGB and 0.12% for VCEB.

GIGB currently has the higher Sharpe Ratio (1.23 vs 1.11), 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.

Portfolio Optimizer

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