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GXIG vs. VCLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXIG vs. VCLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Investment Grade Corporate Bond ETF (GXIG) and Vanguard Long-Term Corporate Bond ETF (VCLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GXIG achieves a 0.33% return, which is significantly lower than VCLT's 0.99% return.


GXIG

1D
-0.19%
1M
0.60%
YTD
0.33%
6M
0.02%
1Y
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXIG vs. VCLT - Yearly Performance Comparison


Correlation

The correlation between GXIG 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 (All Time)
Calculated using the full available price history since Jun 18, 2025

0.88

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Return for Risk

GXIG vs. VCLT — Risk / Return Rank

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

GXIG

VCLT
VCLT Risk / Return Rank: 2727
Overall Rank
VCLT Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2626
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2525
Omega Ratio Rank
VCLT Calmar Ratio Rank: 3030
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2626
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.

GXIG vs. VCLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Investment Grade Corporate Bond ETF (GXIG) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GXIG vs. VCLT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GXIGVCLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

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

0.87

0.39

+0.47

Drawdowns

GXIG vs. VCLT - Drawdown Comparison

The maximum GXIG drawdown since its inception was -3.18%, smaller than the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for GXIG and VCLT.


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Drawdown Indicators


GXIGVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-3.18%

-34.31%

+31.13%

Max Drawdown (1Y)

Largest decline over 1 year

-5.25%

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 Drawdown

Current decline from peak

-1.46%

-14.36%

+12.90%

Average Drawdown

Average peak-to-trough decline

-1.05%

-8.16%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

Volatility

GXIG vs. VCLT - Volatility Comparison


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Volatility by Period


GXIGVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

Volatility (6M)

Calculated over the trailing 6-month period

5.75%

Volatility (1Y)

Calculated over the trailing 1-year period

5.78%

7.92%

-2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.78%

12.78%

-7.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.78%

12.84%

-7.06%

GXIG vs. VCLT - Expense Ratio Comparison

GXIG has a 0.14% expense ratio, which is higher than VCLT'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

GXIG vs. VCLT - Dividend Comparison

GXIG's dividend yield for the trailing twelve months is around 5.91%, more than VCLT's 5.55% yield.


PositionTTM20252024202320222021202020192018201720162015
GXIG
Global X Investment Grade Corporate Bond ETF
5.91%3.83%0.00%0.00%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


GXIG 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.

On fees, VCLT is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VCLT is cheaper with a 0.04% expense ratio, compared with 0.14% for GXIG.

GXIG has the higher dividend yield at 5.91%, compared with 5.55% for VCLT.

They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.14% for GXIG and 0.04% for VCLT.

Portfolio Optimizer

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