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IGLB vs. VTC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGLB vs. VTC - Performance Comparison

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

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IGLB vs. VTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
-0.58%7.53%-1.50%11.03%-25.38%-1.68%13.30%23.19%-6.90%2.27%
VTC
Vanguard Total Corporate Bond ETF
-0.20%7.58%2.15%8.58%-15.68%-1.41%9.30%14.60%-2.55%0.84%

Returns By Period

In the year-to-date period, IGLB achieves a -0.58% return, which is significantly lower than VTC's -0.20% return.


IGLB

1D
0.18%
1M
-2.39%
YTD
-0.58%
6M
-1.39%
1Y
3.77%
3Y*
3.31%
5Y*
-1.58%
10Y*
2.47%

VTC

1D
0.06%
1M
-1.43%
YTD
-0.20%
6M
0.11%
1Y
4.76%
3Y*
4.67%
5Y*
0.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGLB vs. VTC - Expense Ratio Comparison

IGLB has a 0.06% expense ratio, which is higher than VTC'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%.


Return for Risk

IGLB vs. VTC — Risk / Return Rank

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

IGLB
IGLB Risk / Return Rank: 2323
Overall Rank
IGLB Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IGLB Sortino Ratio Rank: 2020
Sortino Ratio Rank
IGLB Omega Ratio Rank: 2020
Omega Ratio Rank
IGLB Calmar Ratio Rank: 3131
Calmar Ratio Rank
IGLB Martin Ratio Rank: 2424
Martin Ratio Rank

VTC
VTC Risk / Return Rank: 4949
Overall Rank
VTC Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VTC Sortino Ratio Rank: 4141
Sortino Ratio Rank
VTC Omega Ratio Rank: 4040
Omega Ratio Rank
VTC Calmar Ratio Rank: 6666
Calmar Ratio Rank
VTC Martin Ratio Rank: 5252
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.

IGLB vs. VTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) 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.


IGLBVTCDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.88

-0.50

Sortino ratio

Return per unit of downside risk

0.57

1.23

-0.66

Omega ratio

Gain probability vs. loss probability

1.08

1.17

-0.09

Calmar ratio

Return relative to maximum drawdown

0.78

1.75

-0.97

Martin ratio

Return relative to average drawdown

1.85

5.23

-3.38

IGLB vs. VTC - Sharpe Ratio Comparison

The current IGLB Sharpe Ratio is 0.38, which is lower than the VTC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IGLB 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


IGLBVTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.88

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.09

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.31

+0.06

Correlation

The correlation between IGLB and VTC is 0.95, 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

IGLB vs. VTC - Dividend Comparison

IGLB's dividend yield for the trailing twelve months is around 5.29%, more than VTC's 4.94% yield.


TTM20252024202320222021202020192018201720162015
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
5.29%5.14%5.10%4.59%4.56%3.16%3.22%3.73%4.56%3.94%4.21%4.58%
VTC
Vanguard Total Corporate Bond ETF
4.94%4.76%4.50%3.80%3.13%2.36%2.69%3.34%3.53%0.55%0.00%0.00%

Drawdowns

IGLB vs. VTC - Drawdown Comparison

The maximum IGLB drawdown since its inception was -34.12%, which is greater than VTC's maximum drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for IGLB and VTC.


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Drawdown Indicators


IGLBVTCDifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-22.05%

-12.07%

Max Drawdown (1Y)

Largest decline over 1 year

-5.41%

-2.89%

-2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-34.12%

-22.05%

-12.07%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-14.93%

-1.77%

-13.16%

Average Drawdown

Average peak-to-trough decline

-8.04%

-5.94%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

0.96%

+1.32%

Volatility

IGLB vs. VTC - Volatility Comparison

iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) has a higher volatility of 3.95% compared to Vanguard Total Corporate Bond ETF (VTC) at 2.19%. This indicates that IGLB's price experiences larger fluctuations and is considered to be riskier 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


IGLBVTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

2.19%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

5.53%

3.02%

+2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

9.95%

5.44%

+4.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.41%

7.08%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.53%

7.74%

+4.79%