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IBDP vs. VCIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBDP vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2024 Term Corporate ETF (IBDP) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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IBDP vs. VCIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBDP
iShares iBonds Dec 2024 Term Corporate ETF
0.00%0.00%5.02%5.16%-3.89%-0.64%6.14%11.00%-1.37%5.61%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.31%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%5.31%

Returns By Period


IBDP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VCIT

1D
0.14%
1M
-1.52%
YTD
-0.31%
6M
0.49%
1Y
5.98%
3Y*
5.60%
5Y*
1.45%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBDP vs. VCIT - Expense Ratio Comparison

IBDP has a 0.10% 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

IBDP vs. VCIT — Risk / Return Rank

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

IBDP

VCIT
VCIT Risk / Return Rank: 6868
Overall Rank
VCIT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 6666
Sortino Ratio Rank
VCIT Omega Ratio Rank: 6060
Omega Ratio Rank
VCIT Calmar Ratio Rank: 7676
Calmar Ratio Rank
VCIT Martin Ratio Rank: 6969
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.

IBDP vs. VCIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2024 Term Corporate ETF (IBDP) 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.


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

IBDP vs. VCIT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBDPVCITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

Correlation

The correlation between IBDP and VCIT is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IBDP vs. VCIT - Dividend Comparison

IBDP has not paid dividends to shareholders, while VCIT's dividend yield for the trailing twelve months is around 4.76%.


TTM20252024202320222021202020192018201720162015
IBDP
iShares iBonds Dec 2024 Term Corporate ETF
0.00%0.00%3.93%3.01%2.06%1.86%2.51%3.15%3.35%3.15%3.23%3.74%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.76%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Drawdowns

IBDP vs. VCIT - Drawdown Comparison


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Drawdown Indicators


IBDPVCITDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-1.84%

Average Drawdown

Average peak-to-trough decline

-3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

Volatility

IBDP vs. VCIT - Volatility Comparison


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Volatility by Period


IBDPVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.27%