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IGBH vs. VCLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGBH vs. VCLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) 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, IGBH achieves a 2.40% return, which is significantly higher than VCLT's 1.50% return. Over the past 10 years, IGBH has outperformed VCLT with an annualized return of 5.06%, while VCLT has yielded a comparatively lower 2.26% annualized return.


IGBH

1D
-0.08%
1M
0.29%
YTD
2.40%
6M
2.53%
1Y
9.02%
3Y*
8.57%
5Y*
5.37%
10Y*
5.06%

VCLT

1D
0.23%
1M
1.54%
YTD
1.50%
6M
1.27%
1Y
6.41%
3Y*
4.16%
5Y*
-2.17%
10Y*
2.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGBH vs. VCLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
2.40%7.90%7.80%12.12%-2.82%2.20%1.09%9.62%-4.54%9.36%
VCLT
Vanguard Long-Term Corporate Bond ETF
1.50%7.18%-1.90%11.17%-25.50%-1.73%13.27%23.89%-7.04%11.70%

Correlation

The correlation between IGBH and VCLT is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2015

0.29

Over the past year, IGBH and VCLT have become more correlated (0.49) than their long-term average of 0.29, meaning their price movements have been converging.

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Return for Risk

IGBH vs. VCLT — Risk / Return Rank

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

IGBH
IGBH Risk / Return Rank: 6666
Overall Rank
IGBH Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IGBH Sortino Ratio Rank: 8181
Sortino Ratio Rank
IGBH Omega Ratio Rank: 7979
Omega Ratio Rank
IGBH Calmar Ratio Rank: 4545
Calmar Ratio Rank
IGBH Martin Ratio Rank: 4949
Martin Ratio Rank

VCLT
VCLT Risk / Return Rank: 2424
Overall Rank
VCLT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2323
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2121
Omega Ratio Rank
VCLT Calmar Ratio Rank: 2626
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2424
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.

IGBH vs. VCLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGBHVCLTDifference
Sharpe ratioReturn per unit of total volatility

+1.43

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.44

1.14

+0.29

Calmar ratioReturn relative to maximum drawdown

2.14

1.23

+0.91

Martin ratioReturn relative to average drawdown

7.85

2.96

+4.89

IGBH vs. VCLT - Sharpe Ratio Comparison

The current IGBH Sharpe Ratio is 2.25, which is higher than the VCLT Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of IGBH and VCLT, 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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Drawdowns

IGBH vs. VCLT - Drawdown Comparison

The maximum IGBH drawdown since its inception was -33.67%, roughly equal to the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for IGBH and VCLT.


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Drawdown Indicators


IGBHVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-34.31%

+0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-4.24%

-5.25%

+1.01%

Max Drawdown (3Y)

Largest decline over 3 years

-6.93%

-13.03%

+6.10%

Max Drawdown (5Y)

Largest decline over 5 years

-10.48%

-34.31%

+23.83%

Max Drawdown (10Y)

Largest decline over 10 years

-33.67%

-34.31%

+0.64%

Current Drawdown

Current decline from peak

-0.28%

-13.92%

+13.64%

Average Drawdown

Average peak-to-trough decline

-2.65%

-8.17%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

2.17%

-1.02%

Volatility

IGBH vs. VCLT - Volatility Comparison

The current volatility for iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) is 0.69%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 1.90%. This indicates that IGBH 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


IGBHVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

1.90%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

5.83%

-2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

4.03%

7.83%

-3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.05%

12.76%

-6.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.20%

12.85%

-3.65%

IGBH vs. VCLT - Expense Ratio Comparison

IGBH has a 0.16% expense ratio, which is higher than VCLT's 0.03% 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

IGBH vs. VCLT - Dividend Comparison

IGBH's dividend yield for the trailing twelve months is around 5.66%, more than VCLT's 5.52% yield.


PositionTTM20252024202320222021202020192018201720162015
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
5.66%6.23%6.88%7.32%3.84%2.71%2.39%3.40%5.56%2.87%2.62%1.12%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.52%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


IGBH and VCLT have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCLT has higher volatility (1.90%) compared to IGBH (0.69%). In terms of maximum drawdown, IGBH dropped -33.67% vs VCLT's -34.31%.

On 10-year performance, IGBH leads with 5.06% vs 2.26% for VCLT. On fees, VCLT is cheaper at 0.03% per year. On volatility, IGBH has been the lower-risk option at 0.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGBH has performed better with a 5.06% return vs 2.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCLT is cheaper with a 0.03% expense ratio, compared with 0.16% for IGBH.

IGBH has the higher dividend yield at 5.66%, compared with 5.52% for VCLT.

IGBH tracks BlackRock Interest Rate Hedged Long-Term Corporate Bond Index, while VCLT tracks Bloomberg U.S. 10+ Year Corporate Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.16% for IGBH and 0.03% for VCLT.

IGBH currently has the higher Sharpe Ratio (2.25 vs 0.82), 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.

Portfolio Optimizer

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