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SUSC vs. VCIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSC vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware USD Corporate Bond ETF (SUSC) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SUSC achieves a 0.47% return, which is significantly higher than VCIT's 0.18% return.


SUSC

1D
-0.13%
1M
0.62%
YTD
0.47%
6M
0.32%
1Y
5.87%
3Y*
5.09%
5Y*
0.34%
10Y*

VCIT

1D
-0.22%
1M
0.28%
YTD
0.18%
6M
0.07%
1Y
6.13%
3Y*
6.00%
5Y*
1.22%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSC vs. VCIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUSC
iShares ESG Aware USD Corporate Bond ETF
0.47%7.57%1.91%8.58%-15.95%-1.57%9.57%14.43%-3.13%1.74%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.18%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%0.92%

Correlation

The correlation between SUSC and VCIT is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2017

0.90

The correlation between SUSC and VCIT has been stable across timeframes, ranging from 0.90 to 0.98 - a consistent structural relationship.

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Return for Risk

SUSC vs. VCIT — Risk / Return Rank

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

SUSC
SUSC Risk / Return Rank: 3939
Overall Rank
SUSC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SUSC Sortino Ratio Rank: 3838
Sortino Ratio Rank
SUSC Omega Ratio Rank: 3535
Omega Ratio Rank
SUSC Calmar Ratio Rank: 4141
Calmar Ratio Rank
SUSC Martin Ratio Rank: 4040
Martin Ratio Rank

VCIT
VCIT Risk / Return Rank: 4242
Overall Rank
VCIT Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4343
Sortino Ratio Rank
VCIT Omega Ratio Rank: 4040
Omega Ratio Rank
VCIT Calmar Ratio Rank: 4141
Calmar Ratio Rank
VCIT Martin Ratio Rank: 4242
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.

SUSC vs. VCIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) 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.


SUSCVCITDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.23

1.27

-0.03

Calmar ratioReturn relative to maximum drawdown

2.05

2.08

-0.03

Martin ratioReturn relative to average drawdown

6.37

6.95

-0.57

SUSC vs. VCIT - Sharpe Ratio Comparison

The current SUSC Sharpe Ratio is 1.34, which is comparable to the VCIT Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of SUSC and VCIT, 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


SUSCVCITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.50

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.19

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.75

-0.45

Drawdowns

SUSC vs. VCIT - Drawdown Comparison

The maximum SUSC drawdown since its inception was -22.42%, which is greater than VCIT's maximum drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for SUSC and VCIT.


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Drawdown Indicators


SUSCVCITDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-20.56%

-1.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-2.96%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-6.57%

-6.11%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-20.56%

-1.86%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-1.36%

-1.36%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.89%

-3.16%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.88%

+0.04%

Volatility

SUSC vs. VCIT - Volatility Comparison

iShares ESG Aware USD Corporate Bond ETF (SUSC) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT) have volatilities of 1.40% and 1.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSCVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

1.38%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

3.06%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

4.10%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

6.61%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.63%

6.28%

+1.35%

SUSC vs. VCIT - Expense Ratio Comparison

SUSC has a 0.18% 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%.


Dividends

SUSC vs. VCIT - Dividend Comparison

SUSC's dividend yield for the trailing twelve months is around 4.49%, less than VCIT's 4.80% yield.


PositionTTM20252024202320222021202020192018201720162015
SUSC
iShares ESG Aware USD Corporate Bond ETF
4.49%4.37%4.34%3.83%2.97%2.21%2.19%3.07%3.33%1.33%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.80%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Frequently Asked Questions


With a correlation of 0.97, SUSC and VCIT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SUSC has higher volatility (1.40%) compared to VCIT (1.38%). In terms of maximum drawdown, SUSC dropped -22.42% vs VCIT's -20.56%.

On 5-year performance, VCIT leads with 1.22% vs 0.34% for SUSC. On fees, VCIT is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VCIT has performed better with a 1.22% return vs 0.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCIT is cheaper with a 0.04% expense ratio, compared with 0.18% for SUSC.

VCIT has the higher dividend yield at 4.80%, compared with 4.49% for SUSC.

SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index, while VCIT tracks Barclays U.S. 5-10 Year Corp Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for SUSC and 0.04% for VCIT.

VCIT currently has the higher Sharpe Ratio (1.50 vs 1.34), 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.

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