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IGIB vs. VSDB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGIB vs. VSDB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Intermediate-Term Corporate Bond ETF (IGIB) and Vanguard Short Duration Bond ETF Shares (VSDB). 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 0.21% return, which is significantly lower than VSDB's 0.94% return.


IGIB

1D
-0.19%
1M
0.31%
YTD
0.21%
6M
0.14%
1Y
6.27%
3Y*
6.21%
5Y*
1.37%
10Y*
3.04%

VSDB

1D
-0.03%
1M
0.23%
YTD
0.94%
6M
1.35%
1Y
5.27%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGIB vs. VSDB - Yearly Performance Comparison


Correlation

The correlation between IGIB and VSDB is 0.86, 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

0.86

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2025

0.84

The correlation between IGIB and VSDB has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

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Return for Risk

IGIB vs. VSDB — Risk / Return Rank

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

IGIB
IGIB Risk / Return Rank: 4242
Overall Rank
IGIB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 4444
Sortino Ratio Rank
IGIB Omega Ratio Rank: 4141
Omega Ratio Rank
IGIB Calmar Ratio Rank: 4242
Calmar Ratio Rank
IGIB Martin Ratio Rank: 4343
Martin Ratio Rank

VSDB
VSDB Risk / Return Rank: 8686
Overall Rank
VSDB Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VSDB Sortino Ratio Rank: 9393
Sortino Ratio Rank
VSDB Omega Ratio Rank: 9292
Omega Ratio Rank
VSDB Calmar Ratio Rank: 7474
Calmar Ratio Rank
VSDB Martin Ratio Rank: 8282
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. VSDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate-Term Corporate Bond ETF (IGIB) and Vanguard Short Duration Bond ETF Shares (VSDB). 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.


IGIBVSDBDifference
Sharpe ratioReturn per unit of total volatility

-1.51

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

1.27

1.63

-0.36

Calmar ratioReturn relative to maximum drawdown

2.09

3.72

-1.63

Martin ratioReturn relative to average drawdown

7.08

16.38

-9.30

IGIB vs. VSDB - Sharpe Ratio Comparison

The current IGIB Sharpe Ratio is 1.52, which is lower than the VSDB Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of IGIB and VSDB, 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


IGIBVSDBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

3.04

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

2.65

-1.96

Drawdowns

IGIB vs. VSDB - Drawdown Comparison

The maximum IGIB drawdown since its inception was -20.62%, which is greater than VSDB's maximum drawdown of -1.42%. Use the drawdown chart below to compare losses from any high point for IGIB and VSDB.


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Drawdown Indicators


IGIBVSDBDifference

Max Drawdown

Largest peak-to-trough decline

-20.62%

-1.42%

-19.20%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-1.42%

-1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

Max Drawdown (5Y)

Largest decline over 5 years

-20.62%

Max Drawdown (10Y)

Largest decline over 10 years

-20.62%

Current Drawdown

Current decline from peak

-1.33%

-0.16%

-1.17%

Average Drawdown

Average peak-to-trough decline

-2.58%

-0.19%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.32%

+0.57%

Volatility

IGIB vs. VSDB - Volatility Comparison

iShares Intermediate-Term Corporate Bond ETF (IGIB) has a higher volatility of 1.33% compared to Vanguard Short Duration Bond ETF Shares (VSDB) at 0.55%. This indicates that IGIB's price experiences larger fluctuations and is considered to be riskier than VSDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGIBVSDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

0.55%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

1.35%

+1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

4.14%

1.75%

+2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.56%

1.90%

+4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.06%

1.90%

+4.16%

IGIB vs. VSDB - Expense Ratio Comparison

IGIB has a 0.06% expense ratio, which is lower than VSDB's 0.15% expense ratio. Despite the difference, 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. VSDB - Dividend Comparison

IGIB's dividend yield for the trailing twelve months is around 4.82%, more than VSDB's 4.17% yield.


PositionTTM20252024202320222021202020192018201720162015
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.82%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%
VSDB
Vanguard Short Duration Bond ETF Shares
4.17%3.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGIB and VSDB have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGIB has higher volatility (1.33%) compared to VSDB (0.55%). In terms of maximum drawdown, IGIB dropped -20.62% vs VSDB's -1.42%.

On 1-year performance, IGIB leads with 6.27% vs 5.27% for VSDB. On fees, IGIB is cheaper at 0.06% per year. On volatility, VSDB has been the lower-risk option at 0.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IGIB has performed better with a 6.27% return vs 5.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGIB is cheaper with a 0.06% expense ratio, compared with 0.15% for VSDB.

IGIB has the higher dividend yield at 4.82%, compared with 4.17% for VSDB.

IGIB is categorized as Corporate Bonds, while VSDB is Short-Term Bond. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.06% for IGIB and 0.15% for VSDB.

VSDB currently has the higher Sharpe Ratio (3.04 vs 1.52), 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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