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IGEB vs. VCIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGEB vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Investment Grade Bond Factor ETF (IGEB) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGEB achieves a 0.41% return, which is significantly higher than VCIT's 0.18% return.


IGEB

1D
-0.22%
1M
0.57%
YTD
0.41%
6M
0.32%
1Y
5.98%
3Y*
5.88%
5Y*
1.10%
10Y*

VCIT

1D
-0.22%
1M
0.28%
YTD
0.18%
6M
0.07%
1Y
6.13%
3Y*
6.00%
5Y*
1.22%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGEB vs. VCIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGEB
iShares Investment Grade Bond Factor ETF
0.41%8.17%3.10%9.56%-14.85%-1.14%11.23%15.42%-2.05%1.53%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.18%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%1.51%

Correlation

The correlation between IGEB and VCIT is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2017

0.90

The correlation between IGEB and VCIT has been stable across timeframes, ranging from 0.90 to 0.98 - a consistent structural relationship.

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Return for Risk

IGEB vs. VCIT — Risk / Return Rank

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

IGEB
IGEB Risk / Return Rank: 4141
Overall Rank
IGEB Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 4242
Sortino Ratio Rank
IGEB Omega Ratio Rank: 3939
Omega Ratio Rank
IGEB Calmar Ratio Rank: 4242
Calmar Ratio Rank
IGEB Martin Ratio Rank: 4343
Martin Ratio Rank

VCIT
VCIT Risk / Return Rank: 4242
Overall Rank
VCIT Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4343
Sortino Ratio Rank
VCIT Omega Ratio Rank: 4040
Omega Ratio Rank
VCIT Calmar Ratio Rank: 4141
Calmar Ratio Rank
VCIT Martin Ratio Rank: 4242
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.

IGEB vs. VCIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Bond Factor ETF (IGEB) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.


IGEBVCITDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.25

1.27

-0.01

Calmar ratioReturn relative to maximum drawdown

2.08

2.08

0.00

Martin ratioReturn relative to average drawdown

6.81

6.95

-0.13

IGEB vs. VCIT - Sharpe Ratio Comparison

The current IGEB Sharpe Ratio is 1.44, which is comparable to the VCIT Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of IGEB and VCIT, 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


IGEBVCITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.50

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.19

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.75

-0.27

Drawdowns

IGEB vs. VCIT - Drawdown Comparison

The maximum IGEB drawdown since its inception was -21.13%, roughly equal to the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for IGEB and VCIT.


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Drawdown Indicators


IGEBVCITDifference

Max Drawdown

Largest peak-to-trough decline

-21.13%

-20.56%

-0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.96%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-5.97%

-6.11%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

-20.56%

-0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-1.03%

-1.36%

+0.33%

Average Drawdown

Average peak-to-trough decline

-4.90%

-3.16%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.88%

0.00%

Volatility

IGEB vs. VCIT - Volatility Comparison

iShares Investment Grade Bond Factor ETF (IGEB) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT) have volatilities of 1.33% and 1.38%, 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


IGEBVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

1.38%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

3.06%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

4.10%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

6.61%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.52%

6.28%

+0.24%

IGEB vs. VCIT - Expense Ratio Comparison

IGEB has a 0.18% expense ratio, which is higher than VCIT'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

IGEB vs. VCIT - Dividend Comparison

IGEB's dividend yield for the trailing twelve months is around 5.06%, more than VCIT's 4.80% yield.


PositionTTM20252024202320222021202020192018201720162015
IGEB
iShares Investment Grade Bond Factor ETF
5.06%4.92%5.09%4.60%3.64%3.84%3.78%5.61%3.59%1.62%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.80%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Frequently Asked Questions


With a correlation of 0.97, IGEB and VCIT 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.

VCIT has higher volatility (1.38%) compared to IGEB (1.33%). In terms of maximum drawdown, IGEB dropped -21.13% vs VCIT's -20.56%.

On 5-year performance, VCIT leads with 1.22% vs 1.10% for IGEB. On fees, VCIT is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VCIT has performed better with a 1.22% return vs 1.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCIT is cheaper with a 0.03% expense ratio, compared with 0.18% for IGEB.

IGEB has the higher dividend yield at 5.06%, compared with 4.80% for VCIT.

IGEB tracks BlackRock Investment Grade Enhanced Bond Index, while VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for IGEB and 0.03% for VCIT.

VCIT currently has the higher Sharpe Ratio (1.50 vs 1.44), 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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