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IGCB vs. VTC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGCB vs. VTC - Performance Comparison

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

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IGCB vs. VTC - Yearly Performance Comparison


2026 (YTD)20252024
IGCB
TCW Corporate Bond ETF
-0.21%8.42%-0.39%
VTC
Vanguard Total Corporate Bond ETF
0.16%7.58%-0.44%

Returns By Period

In the year-to-date period, IGCB achieves a -0.21% return, which is significantly lower than VTC's 0.16% return.


IGCB

1D
0.15%
1M
-0.91%
YTD
-0.21%
6M
0.18%
1Y
5.18%
3Y*
5Y*
10Y*

VTC

1D
0.36%
1M
-1.05%
YTD
0.16%
6M
0.31%
1Y
4.92%
3Y*
4.60%
5Y*
0.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGCB vs. VTC - Expense Ratio Comparison

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


Return for Risk

IGCB vs. VTC — Risk / Return Rank

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

IGCB
IGCB Risk / Return Rank: 5353
Overall Rank
IGCB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IGCB Sortino Ratio Rank: 5656
Sortino Ratio Rank
IGCB Omega Ratio Rank: 5252
Omega Ratio Rank
IGCB Calmar Ratio Rank: 5353
Calmar Ratio Rank
IGCB Martin Ratio Rank: 4545
Martin Ratio Rank

VTC
VTC Risk / Return Rank: 4747
Overall Rank
VTC Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VTC Sortino Ratio Rank: 4242
Sortino Ratio Rank
VTC Omega Ratio Rank: 4040
Omega Ratio Rank
VTC Calmar Ratio Rank: 6060
Calmar Ratio Rank
VTC Martin Ratio Rank: 4747
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. VTC - Risk-Adjusted Trends Comparison

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


IGCBVTCDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.91

+0.21

Sortino ratio

Return per unit of downside risk

1.54

1.27

+0.27

Omega ratio

Gain probability vs. loss probability

1.21

1.17

+0.04

Calmar ratio

Return relative to maximum drawdown

1.73

1.78

-0.05

Martin ratio

Return relative to average drawdown

5.56

5.31

+0.26

IGCB vs. VTC - Sharpe Ratio Comparison

The current IGCB Sharpe Ratio is 1.12, which is comparable to the VTC Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of IGCB and VTC, 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


IGCBVTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.91

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.31

+0.84

Correlation

The correlation between IGCB and VTC is 0.84, 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

IGCB vs. VTC - Dividend Comparison

IGCB's dividend yield for the trailing twelve months is around 4.67%, less than VTC's 4.92% yield.


TTM202520242023202220212020201920182017
IGCB
TCW Corporate Bond ETF
4.67%4.52%0.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTC
Vanguard Total Corporate Bond ETF
4.92%4.76%4.50%3.80%3.13%2.36%2.69%3.34%3.53%0.55%

Drawdowns

IGCB vs. VTC - Drawdown Comparison

The maximum IGCB drawdown since its inception was -4.20%, smaller than the maximum VTC drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for IGCB and VTC.


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Drawdown Indicators


IGCBVTCDifference

Max Drawdown

Largest peak-to-trough decline

-4.20%

-22.05%

+17.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-2.89%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-22.05%

Current Drawdown

Current decline from peak

-1.60%

-1.42%

-0.18%

Average Drawdown

Average peak-to-trough decline

-0.87%

-5.94%

+5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.97%

-0.07%

Volatility

IGCB vs. VTC - Volatility Comparison

The current volatility for TCW Corporate Bond ETF (IGCB) is 1.74%, while Vanguard Total Corporate Bond ETF (VTC) has a volatility of 2.23%. This indicates that IGCB experiences smaller price fluctuations and is considered to be less risky than VTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGCBVTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.74%

2.23%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

3.02%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

4.65%

5.44%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.93%

7.08%

-2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

7.74%

-2.81%