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IG vs. VCLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IG vs. VCLT - Performance Comparison

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

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IG vs. VCLT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IG
Principal Investment Grade Corporate Active ETF
-0.41%8.06%1.99%7.49%-16.93%-0.93%10.79%12.85%-0.07%
VCLT
Vanguard Long-Term Corporate Bond ETF
-0.63%7.18%-1.90%11.17%-25.50%-1.73%13.27%23.89%-1.90%

Returns By Period

In the year-to-date period, IG achieves a -0.41% return, which is significantly higher than VCLT's -0.63% return.


IG

1D
0.67%
1M
-1.82%
YTD
-0.41%
6M
0.29%
1Y
4.97%
3Y*
4.48%
5Y*
0.30%
10Y*

VCLT

1D
0.78%
1M
-2.90%
YTD
-0.63%
6M
-1.22%
1Y
4.03%
3Y*
3.07%
5Y*
-1.73%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IG vs. VCLT - Expense Ratio Comparison

IG has a 0.26% 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%.


Return for Risk

IG vs. VCLT — Risk / Return Rank

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

IG
IG Risk / Return Rank: 4646
Overall Rank
IG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IG Sortino Ratio Rank: 4343
Sortino Ratio Rank
IG Omega Ratio Rank: 4040
Omega Ratio Rank
IG Calmar Ratio Rank: 5252
Calmar Ratio Rank
IG Martin Ratio Rank: 5151
Martin Ratio Rank

VCLT
VCLT Risk / Return Rank: 2727
Overall Rank
VCLT Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2323
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2323
Omega Ratio Rank
VCLT Calmar Ratio Rank: 3636
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.

IG vs. VCLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Investment Grade Corporate Active ETF (IG) 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.


IGVCLTDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.40

+0.45

Sortino ratio

Return per unit of downside risk

1.21

0.59

+0.62

Omega ratio

Gain probability vs. loss probability

1.16

1.08

+0.08

Calmar ratio

Return relative to maximum drawdown

1.33

0.82

+0.51

Martin ratio

Return relative to average drawdown

4.93

1.92

+3.02

IG vs. VCLT - Sharpe Ratio Comparison

The current IG Sharpe Ratio is 0.85, which is higher than the VCLT Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of IG and VCLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGVCLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.40

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.14

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.39

-0.06

Correlation

The correlation between IG and VCLT is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IG vs. VCLT - Dividend Comparison

IG's dividend yield for the trailing twelve months is around 5.04%, less than VCLT's 5.62% yield.


TTM20252024202320222021202020192018201720162015
IG
Principal Investment Grade Corporate Active ETF
5.04%5.05%5.19%4.36%7.18%3.16%4.76%4.63%3.62%0.00%0.00%0.00%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.62%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%

Drawdowns

IG vs. VCLT - Drawdown Comparison

The maximum IG drawdown since its inception was -23.17%, smaller than the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for IG and VCLT.


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Drawdown Indicators


IGVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-23.17%

-34.31%

+11.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.82%

-5.39%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.17%

-34.31%

+11.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

-3.54%

-15.73%

+12.19%

Average Drawdown

Average peak-to-trough decline

-6.89%

-8.08%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

2.32%

-1.29%

Volatility

IG vs. VCLT - Volatility Comparison

The current volatility for Principal Investment Grade Corporate Active ETF (IG) is 2.32%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 3.98%. This indicates that IG experiences smaller price fluctuations and is considered to be less risky than VCLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

3.98%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.32%

5.62%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

5.88%

10.22%

-4.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.21%

12.81%

-5.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.44%

12.84%

-5.40%