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IGSB vs. VTC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGSB vs. VTC - Performance Comparison

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

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IGSB vs. VTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGSB
iShares Short-Term Corporate Bond ETF
0.14%6.96%4.97%6.40%-5.63%-0.56%5.37%7.11%1.25%-0.12%
VTC
Vanguard Total Corporate Bond ETF
-0.26%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, IGSB achieves a 0.14% return, which is significantly higher than VTC's -0.26% return.


IGSB

1D
0.27%
1M
-0.89%
YTD
0.14%
6M
1.38%
1Y
4.98%
3Y*
5.48%
5Y*
2.45%
10Y*
2.74%

VTC

1D
0.55%
1M
-1.83%
YTD
-0.26%
6M
0.39%
1Y
4.99%
3Y*
4.65%
5Y*
0.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGSB vs. VTC - Expense Ratio Comparison

IGSB 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

IGSB vs. VTC — Risk / Return Rank

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

IGSB
IGSB Risk / Return Rank: 9494
Overall Rank
IGSB Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 9696
Sortino Ratio Rank
IGSB Omega Ratio Rank: 9595
Omega Ratio Rank
IGSB Calmar Ratio Rank: 9393
Calmar Ratio Rank
IGSB Martin Ratio Rank: 9494
Martin Ratio Rank

VTC
VTC Risk / Return Rank: 5757
Overall Rank
VTC Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VTC Sortino Ratio Rank: 5151
Sortino Ratio Rank
VTC Omega Ratio Rank: 4949
Omega Ratio Rank
VTC Calmar Ratio Rank: 7373
Calmar Ratio Rank
VTC Martin Ratio Rank: 5858
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.

IGSB vs. VTC - Risk-Adjusted Trends Comparison

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


IGSBVTCDifference

Sharpe ratio

Return per unit of total volatility

2.18

0.92

+1.26

Sortino ratio

Return per unit of downside risk

3.22

1.28

+1.94

Omega ratio

Gain probability vs. loss probability

1.45

1.18

+0.28

Calmar ratio

Return relative to maximum drawdown

3.46

1.79

+1.67

Martin ratio

Return relative to average drawdown

14.27

5.39

+8.88

IGSB vs. VTC - Sharpe Ratio Comparison

The current IGSB Sharpe Ratio is 2.18, which is higher than the VTC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IGSB 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


IGSBVTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

0.92

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.09

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.31

+0.39

Correlation

The correlation between IGSB and VTC is 0.81, 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

IGSB vs. VTC - Dividend Comparison

IGSB's dividend yield for the trailing twelve months is around 4.51%, less than VTC's 4.86% yield.


TTM20252024202320222021202020192018201720162015
IGSB
iShares Short-Term Corporate Bond ETF
4.51%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%
VTC
Vanguard Total Corporate Bond ETF
4.86%4.76%4.50%3.80%3.13%2.36%2.69%3.34%3.53%0.55%0.00%0.00%

Drawdowns

IGSB vs. VTC - Drawdown Comparison

The maximum IGSB drawdown since its inception was -13.38%, smaller than the maximum VTC drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for IGSB and VTC.


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Drawdown Indicators


IGSBVTCDifference

Max Drawdown

Largest peak-to-trough decline

-13.38%

-22.05%

+8.67%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-2.89%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-22.05%

+12.59%

Max Drawdown (10Y)

Largest decline over 10 years

-13.38%

Current Drawdown

Current decline from peak

-0.89%

-1.83%

+0.94%

Average Drawdown

Average peak-to-trough decline

-0.85%

-5.94%

+5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.96%

-0.61%

Volatility

IGSB vs. VTC - Volatility Comparison

The current volatility for iShares Short-Term Corporate Bond ETF (IGSB) is 0.96%, while Vanguard Total Corporate Bond ETF (VTC) has a volatility of 2.19%. This indicates that IGSB experiences smaller price fluctuations and is considered to be less risky 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


IGSBVTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

2.19%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

1.32%

3.02%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

2.29%

5.44%

-3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.91%

7.08%

-4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.46%

7.74%

-4.28%