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IGCB vs. VCLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGCB vs. VCLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Corporate Bond ETF (IGCB) 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, IGCB achieves a 0.08% return, which is significantly lower than VCLT's 0.99% return.


IGCB

1D
-0.30%
1M
0.37%
YTD
0.08%
6M
-0.02%
1Y
5.37%
3Y*
5Y*
10Y*

VCLT

1D
-0.35%
1M
1.49%
YTD
0.99%
6M
-0.04%
1Y
7.69%
3Y*
4.34%
5Y*
-1.78%
10Y*
2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGCB vs. VCLT - Yearly Performance Comparison


2026 (YTD)20252024
IGCB
TCW Corporate Bond ETF
0.08%8.42%-0.39%
VCLT
Vanguard Long-Term Corporate Bond ETF
0.99%7.18%-1.70%

Correlation

The correlation between IGCB and VCLT is 0.85, 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

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2024

0.83

The correlation between IGCB and VCLT has been stable across timeframes, ranging from 0.83 to 0.85 - a consistent structural relationship.

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Return for Risk

IGCB vs. VCLT — Risk / Return Rank

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

IGCB
IGCB Risk / Return Rank: 3838
Overall Rank
IGCB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IGCB Sortino Ratio Rank: 3838
Sortino Ratio Rank
IGCB Omega Ratio Rank: 3838
Omega Ratio Rank
IGCB Calmar Ratio Rank: 3838
Calmar Ratio Rank
IGCB Martin Ratio Rank: 3737
Martin Ratio Rank

VCLT
VCLT Risk / Return Rank: 2727
Overall Rank
VCLT Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2626
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2525
Omega Ratio Rank
VCLT Calmar Ratio Rank: 3030
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.

IGCB vs. VCLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Corporate Bond ETF (IGCB) 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.


IGCBVCLTDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.25

1.17

+0.08

Calmar ratioReturn relative to maximum drawdown

1.85

1.47

+0.38

Martin ratioReturn relative to average drawdown

5.69

3.62

+2.07

IGCB vs. VCLT - Sharpe Ratio Comparison

The current IGCB Sharpe Ratio is 1.38, which is higher than the VCLT Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of IGCB 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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Sharpe Ratios by Period


IGCBVCLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.97

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.39

+0.69

Drawdowns

IGCB vs. VCLT - Drawdown Comparison

The maximum IGCB drawdown since its inception was -4.20%, smaller than the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for IGCB and VCLT.


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Drawdown Indicators


IGCBVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-4.20%

-34.31%

+30.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-5.25%

+2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-13.03%

Max Drawdown (5Y)

Largest decline over 5 years

-34.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

-1.31%

-14.36%

+13.05%

Average Drawdown

Average peak-to-trough decline

-0.93%

-8.16%

+7.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

2.13%

-1.18%

Volatility

IGCB vs. VCLT - Volatility Comparison

The current volatility for TCW Corporate Bond ETF (IGCB) is 1.35%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 2.31%. This indicates that IGCB 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


IGCBVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

2.31%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

5.75%

-2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

7.92%

-4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.82%

12.78%

-7.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.82%

12.84%

-8.02%

IGCB vs. VCLT - Expense Ratio Comparison

IGCB has a 0.35% expense ratio, which is higher than VCLT's 0.04% expense ratio.


Dividends

IGCB vs. VCLT - Dividend Comparison

IGCB's dividend yield for the trailing twelve months is around 4.75%, less than VCLT's 5.55% yield.


PositionTTM20252024202320222021202020192018201720162015
IGCB
TCW Corporate Bond ETF
4.75%4.52%0.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.55%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


IGCB and VCLT have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCLT has higher volatility (2.31%) compared to IGCB (1.35%). In terms of maximum drawdown, IGCB dropped -4.20% vs VCLT's -34.31%.

On 1-year performance, VCLT leads with 7.69% vs 5.37% for IGCB. On fees, VCLT is cheaper at 0.04% per year. On volatility, IGCB has been the lower-risk option at 1.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VCLT has performed better with a 7.69% return vs 5.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCLT is cheaper with a 0.04% expense ratio, compared with 0.35% for IGCB.

VCLT has the higher dividend yield at 5.55%, compared with 4.75% for IGCB.

IGCB tracks Actively Managed, while VCLT tracks Barclays U.S. 10+ Year Corporate Index. They also come from different issuers: TCW and Vanguard. Their fees differ too: 0.35% for IGCB and 0.04% for VCLT.

IGCB currently has the higher Sharpe Ratio (1.38 vs 0.97), 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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