PTIAX vs. VCIT
Compare and contrast key facts about Performance Trust Strategic Bond Fund (PTIAX) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT).
PTIAX is managed by Performance Trust Asset Management. It was launched on Aug 31, 2010. VCIT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 5-10 Year Corp Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTIAX or VCIT.
Key characteristics
| PTIAX | VCIT | |
|---|---|---|
| YTD Return | 4.28% | 3.99% |
| 1Y Return | 10.79% | 11.92% |
| 3Y Return (Ann) | -0.68% | -0.81% |
| 5Y Return (Ann) | 1.05% | 1.21% |
| 10Y Return (Ann) | 3.02% | 2.84% |
| Sharpe Ratio | 2.06 | 2.12 |
| Sortino Ratio | 2.98 | 3.22 |
| Omega Ratio | 1.37 | 1.38 |
| Calmar Ratio | 0.87 | 0.84 |
| Martin Ratio | 9.05 | 9.12 |
| Ulcer Index | 1.21% | 1.35% |
| Daily Std Dev | 5.31% | 5.81% |
| Max Drawdown | -16.42% | -20.56% |
| Current Drawdown | -3.18% | -4.46% |
Correlation
The correlation between PTIAX and VCIT is 0.70, 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
PTIAX vs. VCIT - Performance Comparison
In the year-to-date period, PTIAX achieves a 4.28% return, which is significantly higher than VCIT's 3.99% return. Over the past 10 years, PTIAX has outperformed VCIT with an annualized return of 3.02%, while VCIT has yielded a comparatively lower 2.84% 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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PTIAX vs. VCIT - Expense Ratio Comparison
PTIAX has a 0.76% expense ratio, which is higher than VCIT's 0.04% expense ratio.
Risk-Adjusted Performance
PTIAX vs. VCIT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Performance Trust Strategic Bond Fund (PTIAX) 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.
Dividends
PTIAX vs. VCIT - Dividend Comparison
PTIAX's dividend yield for the trailing twelve months is around 4.34%, more than VCIT's 4.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTIAX Performance Trust Strategic Bond Fund | 4.34% | 4.03% | 3.96% | 3.26% | 3.86% | 4.12% | 4.47% | 5.51% | 5.49% | 4.87% | 4.54% | 4.20% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.27% | 3.72% | 3.04% | 2.88% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% | 3.34% | 4.00% |
Drawdowns
PTIAX vs. VCIT - Drawdown Comparison
The maximum PTIAX drawdown since its inception was -16.42%, smaller than the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for PTIAX and VCIT. For additional features, visit the drawdowns tool.
Volatility
PTIAX vs. VCIT - Volatility Comparison
The current volatility for Performance Trust Strategic Bond Fund (PTIAX) is 1.66%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 1.76%. This indicates that PTIAX experiences smaller price fluctuations and is considered to be less risky than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.