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GIGB vs. VCIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIGB vs. VCIT - 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 Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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GIGB vs. VCIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
-0.28%7.58%1.68%8.80%-15.80%-1.64%9.86%15.05%-2.76%2.45%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.45%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%1.56%

Returns By Period

In the year-to-date period, GIGB achieves a -0.28% return, which is significantly higher than VCIT's -0.45% return.


GIGB

1D
0.48%
1M
-1.89%
YTD
-0.28%
6M
0.33%
1Y
4.87%
3Y*
4.47%
5Y*
0.52%
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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GIGB vs. VCIT - Expense Ratio Comparison

GIGB has a 0.14% expense ratio, which is higher than VCIT's 0.04% 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%.


Return for Risk

GIGB vs. VCIT — Risk / Return Rank

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

GIGB
GIGB Risk / Return Rank: 5252
Overall Rank
GIGB Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
GIGB Sortino Ratio Rank: 4545
Sortino Ratio Rank
GIGB Omega Ratio Rank: 4545
Omega Ratio Rank
GIGB Calmar Ratio Rank: 6868
Calmar Ratio Rank
GIGB Martin Ratio Rank: 5454
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.

GIGB vs. VCIT - 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 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.


GIGBVCITDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.26

-0.38

Sortino ratio

Return per unit of downside risk

1.23

1.76

-0.52

Omega ratio

Gain probability vs. loss probability

1.17

1.24

-0.06

Calmar ratio

Return relative to maximum drawdown

1.73

2.07

-0.35

Martin ratio

Return relative to average drawdown

5.20

7.31

-2.10

GIGB vs. VCIT - Sharpe Ratio Comparison

The current GIGB Sharpe Ratio is 0.88, which is comparable to the VCIT Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of GIGB 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


GIGBVCITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.26

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.22

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.75

-0.44

Correlation

The correlation between GIGB and VCIT is 0.93, 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

GIGB vs. VCIT - Dividend Comparison

GIGB's dividend yield for the trailing twelve months is around 4.70%, which matches VCIT's 4.72% yield.


TTM20252024202320222021202020192018201720162015
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
4.70%4.69%4.45%3.67%3.12%2.25%2.62%3.22%3.31%1.55%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

GIGB vs. VCIT - Drawdown Comparison

The maximum GIGB drawdown since its inception was -22.25%, which is greater than VCIT's maximum drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for GIGB and VCIT.


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Drawdown Indicators


GIGBVCITDifference

Max Drawdown

Largest peak-to-trough decline

-22.25%

-20.56%

-1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-2.99%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-22.25%

-20.56%

-1.69%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-1.89%

-1.98%

+0.09%

Average Drawdown

Average peak-to-trough decline

-5.71%

-3.18%

-2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.85%

+0.12%

Volatility

GIGB vs. VCIT - Volatility Comparison

Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT) have volatilities of 2.13% and 2.07%, 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


GIGBVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

2.07%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

2.84%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

5.54%

4.85%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.27%

6.60%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.72%

6.27%

+1.45%