IGSB vs. VFIDX
Compare and contrast key facts about iShares Short-Term Corporate Bond ETF (IGSB) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX).
IGSB is a passively managed fund by iShares that tracks the performance of the ICE BofAML 1-5 Year US Corporate Index. It was launched on Jan 11, 2007. VFIDX is managed by Vanguard. It was launched on Feb 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IGSB or VFIDX.
Key characteristics
| IGSB | VFIDX | |
|---|---|---|
| YTD Return | 4.79% | 3.90% |
| 1Y Return | 8.30% | 11.31% |
| 3Y Return (Ann) | 1.56% | -1.33% |
| 5Y Return (Ann) | 2.13% | 0.46% |
| 10Y Return (Ann) | 2.19% | 1.89% |
| Sharpe Ratio | 3.16 | 1.95 |
| Sortino Ratio | 5.15 | 2.93 |
| Omega Ratio | 1.66 | 1.36 |
| Calmar Ratio | 2.01 | 0.67 |
| Martin Ratio | 20.45 | 8.24 |
| Ulcer Index | 0.40% | 1.41% |
| Daily Std Dev | 2.62% | 5.95% |
| Max Drawdown | -13.38% | -22.52% |
| Current Drawdown | -0.75% | -7.33% |
Correlation
The correlation between IGSB and VFIDX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IGSB vs. VFIDX - Performance Comparison
In the year-to-date period, IGSB achieves a 4.79% return, which is significantly higher than VFIDX's 3.90% return. Over the past 10 years, IGSB has outperformed VFIDX with an annualized return of 2.19%, while VFIDX has yielded a comparatively lower 1.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IGSB vs. VFIDX - Expense Ratio Comparison
IGSB has a 0.06% expense ratio, which is lower than VFIDX's 0.10% 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%.
Risk-Adjusted Performance
IGSB vs. VFIDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Short-Term Corporate Bond ETF (IGSB) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX). 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.
Dividends
IGSB vs. VFIDX - Dividend Comparison
IGSB's dividend yield for the trailing twelve months is around 3.90%, less than VFIDX's 4.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGSB iShares Short-Term Corporate Bond ETF | 3.90% | 3.26% | 2.07% | 1.82% | 2.37% | 3.07% | 2.46% | 1.65% | 1.45% | 1.18% | 0.94% | 1.17% |
VFIDX Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares | 4.49% | 3.89% | 3.21% | 2.36% | 2.59% | 3.12% | 3.32% | 2.91% | 2.98% | 3.21% | 3.26% | 3.38% |
Drawdowns
IGSB vs. VFIDX - Drawdown Comparison
The maximum IGSB drawdown since its inception was -13.38%, smaller than the maximum VFIDX drawdown of -22.52%. Use the drawdown chart below to compare losses from any high point for IGSB and VFIDX. For additional features, visit the drawdowns tool.
Volatility
IGSB vs. VFIDX - Volatility Comparison
The current volatility for iShares Short-Term Corporate Bond ETF (IGSB) is 0.63%, while Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) has a volatility of 1.63%. This indicates that IGSB experiences smaller price fluctuations and is considered to be less risky than VFIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.