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IBCA vs. VGVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCA vs. VGVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2035 Term Corporate ETF (IBCA) and Vanguard Government Securities Active ETF (VGVT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBCA achieves a 0.20% return, which is significantly higher than VGVT's 0.11% return.


IBCA

1D
-0.27%
1M
0.37%
YTD
0.20%
6M
0.04%
1Y
6.55%
3Y*
5Y*
10Y*

VGVT

1D
-0.15%
1M
0.17%
YTD
0.11%
6M
0.10%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCA vs. VGVT - Yearly Performance Comparison


Correlation

The correlation between IBCA and VGVT is 0.84, 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 Jul 10, 2025

0.84

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Return for Risk

IBCA vs. VGVT — Risk / Return Rank

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

IBCA
IBCA Risk / Return Rank: 3939
Overall Rank
IBCA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IBCA Sortino Ratio Rank: 3939
Sortino Ratio Rank
IBCA Omega Ratio Rank: 3636
Omega Ratio Rank
IBCA Calmar Ratio Rank: 4343
Calmar Ratio Rank
IBCA Martin Ratio Rank: 4242
Martin Ratio Rank

VGVT
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.

IBCA vs. VGVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2035 Term Corporate ETF (IBCA) and Vanguard Government Securities Active ETF (VGVT). 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.


IBCAVGVTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

2.07

Martin ratioReturn relative to average drawdown

6.57

IBCA vs. VGVT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBCAVGVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

1.17

-0.10

Drawdowns

IBCA vs. VGVT - Drawdown Comparison

The maximum IBCA drawdown since its inception was -3.48%, which is greater than VGVT's maximum drawdown of -2.77%. Use the drawdown chart below to compare losses from any high point for IBCA and VGVT.


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Drawdown Indicators


IBCAVGVTDifference

Max Drawdown

Largest peak-to-trough decline

-3.48%

-2.77%

-0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

Current Drawdown

Current decline from peak

-1.42%

-1.76%

+0.34%

Average Drawdown

Average peak-to-trough decline

-0.81%

-0.67%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

Volatility

IBCA vs. VGVT - Volatility Comparison


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Volatility by Period


IBCAVGVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.96%

3.22%

+1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.76%

3.22%

+2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.76%

3.22%

+2.54%

IBCA vs. VGVT - Expense Ratio Comparison

Both IBCA and VGVT have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IBCA vs. VGVT - Dividend Comparison

IBCA's dividend yield for the trailing twelve months is around 4.67%, more than VGVT's 3.99% yield.


Frequently Asked Questions


IBCA and VGVT have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBCA and VGVT have the same expense ratio: 0.10% per year.

IBCA has the higher dividend yield at 4.67%, compared with 3.99% for VGVT.

They also come from different issuers: iShares and Vanguard.

Portfolio Optimizer

Find the right allocation for IBCA and VGVT

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