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IBDZ vs. VTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDZ vs. VTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2034 Term Corporate ETF (IBDZ) and Vanguard Total Corporate Bond ETF (VTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBDZ achieves a 0.34% return, which is significantly lower than VTC's 0.60% return.


IBDZ

1D
-0.19%
1M
0.37%
YTD
0.34%
6M
0.33%
1Y
6.65%
3Y*
5Y*
10Y*

VTC

1D
-0.22%
1M
0.63%
YTD
0.60%
6M
0.33%
1Y
5.99%
3Y*
5.22%
5Y*
0.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDZ vs. VTC - Yearly Performance Comparison


2026 (YTD)20252024
IBDZ
iShares iBonds Dec 2034 Term Corporate ETF
0.34%8.84%4.23%
VTC
Vanguard Total Corporate Bond ETF
0.60%7.58%3.28%

Correlation

The correlation between IBDZ and VTC is 0.95, 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

0.95

Correlation (All Time)
Calculated using the full available price history since May 28, 2024

0.91

The correlation between IBDZ and VTC has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

IBDZ vs. VTC — Risk / Return Rank

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

IBDZ
IBDZ Risk / Return Rank: 4242
Overall Rank
IBDZ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IBDZ Sortino Ratio Rank: 4242
Sortino Ratio Rank
IBDZ Omega Ratio Rank: 3838
Omega Ratio Rank
IBDZ Calmar Ratio Rank: 4545
Calmar Ratio Rank
IBDZ Martin Ratio Rank: 4444
Martin Ratio Rank

VTC
VTC Risk / Return Rank: 3939
Overall Rank
VTC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VTC Sortino Ratio Rank: 3838
Sortino Ratio Rank
VTC Omega Ratio Rank: 3535
Omega Ratio Rank
VTC Calmar Ratio Rank: 4141
Calmar Ratio Rank
VTC Martin Ratio Rank: 4141
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.

IBDZ vs. VTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2034 Term Corporate ETF (IBDZ) and Vanguard Total Corporate Bond ETF (VTC). 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.


IBDZVTCDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.24

1.24

0.00

Calmar ratioReturn relative to maximum drawdown

2.19

2.09

+0.11

Martin ratioReturn relative to average drawdown

7.12

6.63

+0.49

IBDZ vs. VTC - Sharpe Ratio Comparison

The current IBDZ Sharpe Ratio is 1.41, which is comparable to the VTC Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of IBDZ and VTC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IBDZVTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.38

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.32

+0.75

Drawdowns

IBDZ vs. VTC - Drawdown Comparison

The maximum IBDZ drawdown since its inception was -5.57%, smaller than the maximum VTC drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for IBDZ and VTC.


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Drawdown Indicators


IBDZVTCDifference

Max Drawdown

Largest peak-to-trough decline

-5.57%

-22.05%

+16.48%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-2.88%

-0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-6.46%

Max Drawdown (5Y)

Largest decline over 5 years

-22.05%

Current Drawdown

Current decline from peak

-1.26%

-0.99%

-0.27%

Average Drawdown

Average peak-to-trough decline

-1.28%

-5.84%

+4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.90%

+0.04%

Volatility

IBDZ vs. VTC - Volatility Comparison

iShares iBonds Dec 2034 Term Corporate ETF (IBDZ) and Vanguard Total Corporate Bond ETF (VTC) have volatilities of 1.43% and 1.43%, 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


IBDZVTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.43%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.32%

3.22%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.74%

4.37%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.27%

7.08%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.27%

7.68%

-1.41%

IBDZ vs. VTC - Expense Ratio Comparison

IBDZ has a 0.10% expense ratio, which is higher than VTC'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

IBDZ vs. VTC - Dividend Comparison

IBDZ's dividend yield for the trailing twelve months is around 4.86%, less than VTC's 4.93% yield.


PositionTTM202520242023202220212020201920182017
IBDZ
iShares iBonds Dec 2034 Term Corporate ETF
4.86%4.85%2.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTC
Vanguard Total Corporate Bond ETF
4.93%4.76%4.50%3.80%3.13%2.36%2.69%3.34%3.53%0.55%

Frequently Asked Questions


With a correlation of 0.95, IBDZ and VTC 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.

VTC has higher volatility (1.43%) compared to IBDZ (1.43%). In terms of maximum drawdown, IBDZ dropped -5.57% vs VTC's -22.05%.

On 1-year performance, IBDZ leads with 6.65% vs 5.99% for VTC. On fees, VTC is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBDZ has performed better with a 6.65% return vs 5.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTC is cheaper with a 0.04% expense ratio, compared with 0.10% for IBDZ.

VTC has the higher dividend yield at 4.93%, compared with 4.86% for IBDZ.

IBDZ tracks iBonds Dec 2034 Term Corporate Index, while VTC tracks Bloomberg Barclays U.S. Corporate Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for IBDZ and 0.04% for VTC.

IBDZ currently has the higher Sharpe Ratio (1.41 vs 1.38), 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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