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IGIB vs. VGIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGIB vs. VGIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 5-10 Year Investment Grade Corporate Bond ETF (IGIB) and Vanguard Intermediate-Term Treasury ETF (VGIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGIB achieves a 0.27% return, which is significantly higher than VGIT's -0.51% return. Over the past 10 years, IGIB has outperformed VGIT with an annualized return of 2.99%, while VGIT has yielded a comparatively lower 1.13% annualized return.


IGIB

1D
-0.19%
1M
0.56%
YTD
0.27%
6M
0.44%
1Y
5.52%
3Y*
6.26%
5Y*
1.29%
10Y*
2.99%

VGIT

1D
-0.25%
1M
0.26%
YTD
-0.51%
6M
-0.42%
1Y
2.89%
3Y*
3.51%
5Y*
0.08%
10Y*
1.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGIB vs. VGIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGIB
iShares 5-10 Year Investment Grade Corporate Bond ETF
0.27%9.58%3.49%9.22%-14.00%-1.66%9.64%14.60%-0.71%3.50%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.51%7.34%1.39%4.28%-10.53%-2.64%7.71%6.19%1.35%1.70%

Correlation

The correlation between IGIB and VGIT is 0.91, 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

0.91

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

0.93

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

0.91

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

0.84

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.78

The correlation between IGIB and VGIT shifts across timeframes, from 0.78 (all time) to 0.93 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGIB vs. VGIT — Risk / Return Rank

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

IGIB
IGIB Risk / Return Rank: 3838
Overall Rank
IGIB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 4040
Sortino Ratio Rank
IGIB Omega Ratio Rank: 3636
Omega Ratio Rank
IGIB Calmar Ratio Rank: 3838
Calmar Ratio Rank
IGIB Martin Ratio Rank: 3939
Martin Ratio Rank

VGIT
VGIT Risk / Return Rank: 2323
Overall Rank
VGIT Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 2424
Sortino Ratio Rank
VGIT Omega Ratio Rank: 2222
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2222
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2323
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.

IGIB vs. VGIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 5-10 Year Investment Grade Corporate Bond ETF (IGIB) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.


IGIBVGITDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.24

1.15

+0.09

Calmar ratioReturn relative to maximum drawdown

1.84

1.02

+0.82

Martin ratioReturn relative to average drawdown

5.94

2.78

+3.16

IGIB vs. VGIT - Sharpe Ratio Comparison

The current IGIB Sharpe Ratio is 1.34, which is higher than the VGIT Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IGIB and VGIT, 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

IGIB vs. VGIT - Drawdown Comparison

The maximum IGIB drawdown since its inception was -20.62%, which is greater than VGIT's maximum drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for IGIB and VGIT.


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Drawdown Indicators


IGIBVGITDifference

Max Drawdown

Largest peak-to-trough decline

-20.62%

-16.05%

-4.57%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-2.83%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-4.34%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-20.62%

-15.02%

-5.60%

Max Drawdown (10Y)

Largest decline over 10 years

-20.62%

-16.05%

-4.57%

Current Drawdown

Current decline from peak

-1.27%

-2.44%

+1.17%

Average Drawdown

Average peak-to-trough decline

-2.58%

-3.52%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

1.04%

-0.11%

Volatility

IGIB vs. VGIT - Volatility Comparison

iShares 5-10 Year Investment Grade Corporate Bond ETF (IGIB) has a higher volatility of 1.22% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.10%. This indicates that IGIB's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGIBVGITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.10%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

2.48%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

3.38%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.57%

5.39%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.07%

4.51%

+1.56%

IGIB vs. VGIT - Expense Ratio Comparison

IGIB has a 0.04% expense ratio, which is higher than VGIT'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

IGIB vs. VGIT - Dividend Comparison

IGIB's dividend yield for the trailing twelve months is around 4.81%, more than VGIT's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
IGIB
iShares 5-10 Year Investment Grade Corporate Bond ETF
4.81%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.87%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%

Frequently Asked Questions


With a correlation of 0.91, IGIB and VGIT 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.

IGIB has higher volatility (1.22%) compared to VGIT (1.10%). In terms of maximum drawdown, IGIB dropped -20.62% vs VGIT's -16.05%.

On 10-year performance, IGIB leads with 2.99% vs 1.13% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 1.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGIB has performed better with a 2.99% return vs 1.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGIT is cheaper with a 0.03% expense ratio, compared with 0.04% for IGIB.

IGIB has the higher dividend yield at 4.81%, compared with 3.87% for VGIT.

IGIB is categorized as Corporate Bonds, while VGIT is Government Bonds. IGIB tracks ICE BofA 5-10 Year US Corporate Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.04% for IGIB and 0.03% for VGIT.

IGIB currently has the higher Sharpe Ratio (1.34 vs 0.86), 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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