PortfoliosLab logo
IJK vs. VCIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IJK and VCIT is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

IJK vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P MidCap 400 Growth ETF (IJK) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
406.83%
87.73%
IJK
VCIT

Key characteristics

Sharpe Ratio

IJK:

-0.21

VCIT:

1.50

Sortino Ratio

IJK:

-0.15

VCIT:

2.17

Omega Ratio

IJK:

0.98

VCIT:

1.27

Calmar Ratio

IJK:

-0.19

VCIT:

0.79

Martin Ratio

IJK:

-0.62

VCIT:

5.01

Ulcer Index

IJK:

7.92%

VCIT:

1.68%

Daily Std Dev

IJK:

22.94%

VCIT:

5.58%

Max Drawdown

IJK:

-54.47%

VCIT:

-20.56%

Current Drawdown

IJK:

-17.22%

VCIT:

-2.65%

Returns By Period

In the year-to-date period, IJK achieves a -9.65% return, which is significantly lower than VCIT's 2.67% return. Over the past 10 years, IJK has outperformed VCIT with an annualized return of 7.82%, while VCIT has yielded a comparatively lower 2.69% annualized return.


IJK

YTD

-9.65%

1M

-4.21%

6M

-9.68%

1Y

-4.70%

5Y*

12.12%

10Y*

7.82%

VCIT

YTD

2.67%

1M

0.65%

6M

2.02%

1Y

8.95%

5Y*

1.25%

10Y*

2.69%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IJK vs. VCIT - Expense Ratio Comparison

IJK has a 0.24% expense ratio, which is higher than VCIT'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%.


Expense ratio chart for IJK: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IJK: 0.24%
Expense ratio chart for VCIT: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCIT: 0.04%

Risk-Adjusted Performance

IJK vs. VCIT — Risk-Adjusted Performance Rank

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

IJK
The Risk-Adjusted Performance Rank of IJK is 1010
Overall Rank
The Sharpe Ratio Rank of IJK is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of IJK is 1111
Sortino Ratio Rank
The Omega Ratio Rank of IJK is 1111
Omega Ratio Rank
The Calmar Ratio Rank of IJK is 99
Calmar Ratio Rank
The Martin Ratio Rank of IJK is 99
Martin Ratio Rank

VCIT
The Risk-Adjusted Performance Rank of VCIT is 8585
Overall Rank
The Sharpe Ratio Rank of VCIT is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of VCIT is 9090
Sortino Ratio Rank
The Omega Ratio Rank of VCIT is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VCIT is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VCIT is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IJK vs. VCIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P MidCap 400 Growth ETF (IJK) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.


The chart of Sharpe ratio for IJK, currently valued at -0.21, compared to the broader market-1.000.001.002.003.004.00
IJK: -0.21
VCIT: 1.50
The chart of Sortino ratio for IJK, currently valued at -0.15, compared to the broader market-2.000.002.004.006.008.00
IJK: -0.15
VCIT: 2.17
The chart of Omega ratio for IJK, currently valued at 0.98, compared to the broader market0.501.001.502.002.50
IJK: 0.98
VCIT: 1.27
The chart of Calmar ratio for IJK, currently valued at -0.19, compared to the broader market0.002.004.006.008.0010.0012.00
IJK: -0.19
VCIT: 0.79
The chart of Martin ratio for IJK, currently valued at -0.62, compared to the broader market0.0020.0040.0060.00
IJK: -0.62
VCIT: 5.01

The current IJK Sharpe Ratio is -0.21, which is lower than the VCIT Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of IJK and VCIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.21
1.50
IJK
VCIT

Dividends

IJK vs. VCIT - Dividend Comparison

IJK's dividend yield for the trailing twelve months is around 0.84%, less than VCIT's 4.45% yield.


TTM20242023202220212020201920182017201620152014
IJK
iShares S&P MidCap 400 Growth ETF
0.84%0.79%1.13%1.08%0.50%0.70%1.09%1.13%0.93%1.15%1.12%0.91%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.45%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%3.34%

Drawdowns

IJK vs. VCIT - Drawdown Comparison

The maximum IJK drawdown since its inception was -54.47%, which is greater than VCIT's maximum drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for IJK and VCIT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.22%
-2.65%
IJK
VCIT

Volatility

IJK vs. VCIT - Volatility Comparison

iShares S&P MidCap 400 Growth ETF (IJK) has a higher volatility of 15.32% compared to Vanguard Intermediate-Term Corporate Bond ETF (VCIT) at 2.83%. This indicates that IJK's price experiences larger fluctuations and is considered to be riskier than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.32%
2.83%
IJK
VCIT