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IGIB vs. VCIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGIB and VCIT is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

IGIB vs. VCIT - Performance Comparison

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

55.00%60.00%65.00%70.00%75.00%80.00%85.00%90.00%December2025FebruaryMarchAprilMay
64.06%
87.41%
IGIB
VCIT

Key characteristics

Sharpe Ratio

IGIB:

1.42

VCIT:

1.37

Sortino Ratio

IGIB:

2.04

VCIT:

1.97

Omega Ratio

IGIB:

1.25

VCIT:

1.24

Calmar Ratio

IGIB:

0.85

VCIT:

0.79

Martin Ratio

IGIB:

4.68

VCIT:

4.50

Ulcer Index

IGIB:

1.66%

VCIT:

1.68%

Daily Std Dev

IGIB:

5.46%

VCIT:

5.51%

Max Drawdown

IGIB:

-20.77%

VCIT:

-20.56%

Current Drawdown

IGIB:

-2.38%

VCIT:

-2.81%

Returns By Period

The year-to-date returns for both stocks are quite close, with IGIB having a 2.62% return and VCIT slightly lower at 2.50%. Over the past 10 years, IGIB has underperformed VCIT with an annualized return of 2.62%, while VCIT has yielded a comparatively higher 2.76% annualized return.


IGIB

YTD

2.62%

1M

-0.49%

6M

1.97%

1Y

6.98%

5Y*

1.35%

10Y*

2.62%

VCIT

YTD

2.50%

1M

-0.53%

6M

1.88%

1Y

6.76%

5Y*

1.22%

10Y*

2.76%

*Annualized

Compare stocks, funds, or ETFs

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IGIB vs. VCIT - Expense Ratio Comparison

IGIB has a 0.06% expense ratio, which is higher than VCIT'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%.


Risk-Adjusted Performance

IGIB vs. VCIT — Risk-Adjusted Performance Rank

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

IGIB
The Risk-Adjusted Performance Rank of IGIB is 8484
Overall Rank
The Sharpe Ratio Rank of IGIB is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of IGIB is 8989
Sortino Ratio Rank
The Omega Ratio Rank of IGIB is 8585
Omega Ratio Rank
The Calmar Ratio Rank of IGIB is 7575
Calmar Ratio Rank
The Martin Ratio Rank of IGIB is 8282
Martin Ratio Rank

VCIT
The Risk-Adjusted Performance Rank of VCIT is 8282
Overall Rank
The Sharpe Ratio Rank of VCIT is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VCIT is 8888
Sortino Ratio Rank
The Omega Ratio Rank of VCIT is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VCIT is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VCIT is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IGIB vs. VCIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate-Term Corporate Bond ETF (IGIB) 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.


The current IGIB Sharpe Ratio is 1.42, which is comparable to the VCIT Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of IGIB and VCIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2025FebruaryMarchAprilMay
1.42
1.37
IGIB
VCIT

Dividends

IGIB vs. VCIT - Dividend Comparison

IGIB's dividend yield for the trailing twelve months is around 4.51%, which matches VCIT's 4.50% yield.


TTM20242023202220212020201920182017201620152014
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.51%4.41%3.78%3.04%2.33%2.74%3.44%3.41%2.51%2.45%2.51%2.46%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.50%4.43%3.72%3.04%2.88%2.78%3.37%3.61%3.21%3.29%3.34%3.34%

Drawdowns

IGIB vs. VCIT - Drawdown Comparison

The maximum IGIB drawdown since its inception was -20.77%, roughly equal to the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for IGIB and VCIT. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%December2025FebruaryMarchAprilMay
-2.38%
-2.81%
IGIB
VCIT

Volatility

IGIB vs. VCIT - Volatility Comparison

iShares Intermediate-Term Corporate Bond ETF (IGIB) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT) have volatilities of 2.66% and 2.79%, 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.


1.00%1.50%2.00%2.50%3.00%December2025FebruaryMarchAprilMay
2.66%
2.79%
IGIB
VCIT