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SFIG vs. VCLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SFIG vs. VCLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) and Vanguard Long-Term Corporate Bond ETF (VCLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SFIG achieves a 0.53% return, which is significantly lower than VCLT's 0.99% return. Over the past 10 years, SFIG has outperformed VCLT with an annualized return of 2.45%, while VCLT has yielded a comparatively lower 2.31% annualized return.


SFIG

1D
-0.06%
1M
0.26%
YTD
0.53%
6M
0.78%
1Y
4.41%
3Y*
5.31%
5Y*
2.18%
10Y*
2.45%

VCLT

1D
-0.35%
1M
1.49%
YTD
0.99%
6M
-0.04%
1Y
7.69%
3Y*
4.34%
5Y*
-1.78%
10Y*
2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SFIG vs. VCLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFIG
WisdomTree U.S. Short Term Corporate Bond Fund
0.53%6.61%4.65%6.09%-5.65%-0.77%4.41%6.25%1.80%1.63%
VCLT
Vanguard Long-Term Corporate Bond ETF
0.99%7.18%-1.90%11.17%-25.50%-1.73%13.27%23.89%-7.04%11.70%

Correlation

The correlation between SFIG and VCLT is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2016

0.59

The correlation between SFIG and VCLT shifts across timeframes, from 0.59 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SFIG vs. VCLT — Risk / Return Rank

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

SFIG
SFIG Risk / Return Rank: 7272
Overall Rank
SFIG Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SFIG Sortino Ratio Rank: 7979
Sortino Ratio Rank
SFIG Omega Ratio Rank: 7575
Omega Ratio Rank
SFIG Calmar Ratio Rank: 6565
Calmar Ratio Rank
SFIG Martin Ratio Rank: 6969
Martin Ratio Rank

VCLT
VCLT Risk / Return Rank: 2727
Overall Rank
VCLT Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2626
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2525
Omega Ratio Rank
VCLT Calmar Ratio Rank: 3030
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2626
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.

SFIG vs. VCLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) and Vanguard Long-Term Corporate Bond ETF (VCLT). 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.


SFIGVCLTDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+2.11

Omega ratioGain probability vs. loss probability

1.44

1.17

+0.27

Calmar ratioReturn relative to maximum drawdown

3.18

1.47

+1.70

Martin ratioReturn relative to average drawdown

12.48

3.62

+8.86

SFIG vs. VCLT - Sharpe Ratio Comparison

The current SFIG Sharpe Ratio is 2.28, which is higher than the VCLT Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SFIG and VCLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SFIGVCLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

0.97

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

-0.14

+0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.18

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.39

+0.32

Drawdowns

SFIG vs. VCLT - Drawdown Comparison

The maximum SFIG drawdown since its inception was -12.35%, smaller than the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for SFIG and VCLT.


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Drawdown Indicators


SFIGVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-12.35%

-34.31%

+21.96%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-5.25%

+3.85%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-13.03%

+11.63%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-34.31%

+24.85%

Max Drawdown (10Y)

Largest decline over 10 years

-12.35%

-34.31%

+21.96%

Current Drawdown

Current decline from peak

-0.32%

-14.36%

+14.04%

Average Drawdown

Average peak-to-trough decline

-1.37%

-8.16%

+6.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

2.13%

-1.78%

Volatility

SFIG vs. VCLT - Volatility Comparison

The current volatility for WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) is 0.61%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 2.31%. This indicates that SFIG experiences smaller price fluctuations and is considered to be less risky than VCLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFIGVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

2.31%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

5.75%

-4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

7.92%

-5.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.00%

12.78%

-9.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.42%

12.84%

-9.42%

SFIG vs. VCLT - Expense Ratio Comparison

SFIG has a 0.18% expense ratio, which is higher than VCLT'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%.


Dividends

SFIG vs. VCLT - Dividend Comparison

SFIG's dividend yield for the trailing twelve months is around 4.44%, less than VCLT's 5.55% yield.


PositionTTM20252024202320222021202020192018201720162015
SFIG
WisdomTree U.S. Short Term Corporate Bond Fund
4.44%4.46%4.37%3.26%2.13%1.66%2.29%2.41%2.27%1.81%0.98%0.00%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.55%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%

Frequently Asked Questions


SFIG and VCLT have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCLT has higher volatility (2.31%) compared to SFIG (0.61%). In terms of maximum drawdown, SFIG dropped -12.35% vs VCLT's -34.31%.

On 10-year performance, SFIG leads with 2.45% vs 2.31% for VCLT. On fees, VCLT is cheaper at 0.04% per year. On volatility, SFIG has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SFIG has performed better with a 2.45% return vs 2.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCLT is cheaper with a 0.04% expense ratio, compared with 0.18% for SFIG.

VCLT has the higher dividend yield at 5.55%, compared with 4.44% for SFIG.

SFIG tracks WisdomTree Fundamental U.S. Short-term Corporate Bond Index, while VCLT tracks Barclays U.S. 10+ Year Corporate Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.18% for SFIG and 0.04% for VCLT.

SFIG currently has the higher Sharpe Ratio (2.28 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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