GSIG vs. VCIT
GSIG (Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF) and VCIT (Vanguard Intermediate-Term Corporate Bond ETF) are both Corporate Bonds funds - GSIG tracks the FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index while VCIT tracks the Barclays U.S. 5-10 Year Corp Index. Both are passively managed. Over the past 5 years, GSIG returned 2.21%/yr vs 1.35%/yr for VCIT. Their correlation of 0.91 suggests significant overlap in exposure. GSIG charges 0.14%/yr vs 0.04%/yr for VCIT.
Performance
GSIG vs. VCIT - Performance Comparison
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Returns By Period
In the year-to-date period, GSIG achieves a 0.67% return, which is significantly higher than VCIT's 0.40% return.
GSIG
- 1D
- 0.02%
- 1M
- 0.03%
- YTD
- 0.67%
- 6M
- 1.10%
- 1Y
- 4.55%
- 3Y*
- 5.39%
- 5Y*
- 2.21%
- 10Y*
- —
VCIT
- 1D
- -0.01%
- 1M
- 0.24%
- YTD
- 0.40%
- 6M
- 0.50%
- 1Y
- 6.39%
- 3Y*
- 6.08%
- 5Y*
- 1.35%
- 10Y*
- 2.95%
GSIG vs. VCIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GSIG Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF | 0.67% | 6.69% | 4.72% | 6.06% | -5.80% | -0.81% | 1.59% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 0.40% | 9.34% | 3.20% | 8.98% | -13.98% | -1.77% | 3.15% |
Correlation
The correlation between GSIG and VCIT is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2020 | 0.91 |
The correlation between GSIG and VCIT has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
GSIG vs. VCIT — Risk / Return Rank
GSIG
VCIT
GSIG vs. VCIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) 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.
| GSIG | VCIT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.48 | 1.57 | +0.92 |
Sortino ratioReturn per unit of downside risk | 3.83 | 2.32 | +1.52 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.28 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 2.10 | +0.99 |
Martin ratioReturn relative to average drawdown | 12.63 | 7.05 | +5.59 |
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
| GSIG | VCIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.48 | 1.57 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.21 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.76 | +0.03 |
Drawdowns
GSIG vs. VCIT - Drawdown Comparison
The maximum GSIG drawdown since its inception was -9.57%, smaller than the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for GSIG and VCIT.
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Drawdown Indicators
| GSIG | VCIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.57% | -20.56% | +10.99% |
Max Drawdown (1Y)Largest decline over 1 year | -1.46% | -2.96% | +1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -1.46% | -6.11% | +4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -9.57% | -20.56% | +10.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.56% | — |
Current DrawdownCurrent decline from peak | -0.32% | -1.14% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -2.10% | -3.16% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 0.88% | -0.52% |
Volatility
GSIG vs. VCIT - Volatility Comparison
The current volatility for Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) is 0.62%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 1.39%. This indicates that GSIG experiences smaller price fluctuations and is considered to be less risky 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
| GSIG | VCIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.62% | 1.39% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 1.36% | 3.07% | -1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.84% | 4.10% | -2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.89% | 6.61% | -3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.71% | 6.28% | -3.57% |
GSIG vs. VCIT - Expense Ratio Comparison
GSIG 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%.
Dividends
GSIG vs. VCIT - Dividend Comparison
GSIG's dividend yield for the trailing twelve months is around 4.34%, less than VCIT's 4.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSIG Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF | 4.34% | 4.61% | 4.59% | 3.51% | 2.21% | 1.04% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.79% | 4.62% | 4.43% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% |
Frequently Asked Questions
With a correlation of 0.92, GSIG and VCIT 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.
VCIT has higher volatility (1.39%) compared to GSIG (0.62%). In terms of maximum drawdown, GSIG dropped -9.57% vs VCIT's -20.56%.
On 5-year performance, GSIG leads with 2.21% vs 1.35% for VCIT. On fees, VCIT is cheaper at 0.04% per year. On volatility, GSIG has been the lower-risk option at 0.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, GSIG has performed better with a 2.21% return vs 1.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCIT is cheaper with a 0.04% expense ratio, compared with 0.14% for GSIG.
VCIT has the higher dividend yield at 4.79%, compared with 4.34% for GSIG.
GSIG tracks FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index, while VCIT tracks Barclays U.S. 5-10 Year Corp Index. They also come from different issuers: Goldman Sachs and Vanguard. Their fees differ too: 0.14% for GSIG and 0.04% for VCIT.
GSIG currently has the higher Sharpe Ratio (2.48 vs 1.57), 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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