VBCC vs. IGBH
VBCC (Vanguard Target Maturity 2029 Corporate Bond ETF) and IGBH (iShares Interest Rate Hedged Long-Term Corporate Bond ETF) are both Corporate Bonds funds - VBCC tracks the ICE 2029 Maturity US Corporate Constrained Index while IGBH tracks the BlackRock Interest Rate Hedged Long-Term Corporate Bond Index. Both are passively managed. Their 0.47 correlation means their historical movements had little consistent relationship. VBCC charges 0.08%/yr vs 0.16%/yr for IGBH.
Performance
VBCC vs. IGBH - Performance Comparison
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Returns By Period
VBCC
- 1D
- -0.09%
- 1M
- -0.18%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IGBH
- 1D
- 0.20%
- 1M
- -0.78%
- 6M
- 0.55%
- YTD
- 1.53%
- 1Y
- 6.18%
- 3Y*
- 7.36%
- 5Y*
- 5.15%
- 10Y*
- 4.73%
- ALL TIME*
- 4.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.00M | $3.48M | $2.46M | |
| $576.39K | $637.25K | $642.30K |
VBCC vs. IGBH - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
VBCC Vanguard Target Maturity 2029 Corporate Bond ETF | 1.01% |
IGBH iShares Interest Rate Hedged Long-Term Corporate Bond ETF | 2.90% |
Correlation
The correlation between VBCC and IGBH is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 26, 2026 | 0.47 |
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Return for Risk
VBCC vs. IGBH — Risk / Return Rank
VBCC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IGBH
VBCC vs. IGBH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Maturity 2029 Corporate Bond ETF (VBCC) and iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VBCC | IGBH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.41 | — |
| Martin ratioReturn relative to average drawdown | — | 5.00 | — |
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Drawdowns
VBCC vs. IGBH - Drawdown Comparison
The maximum VBCC drawdown since its inception was -0.79%, smaller than the maximum IGBH drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for VBCC and IGBH.
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Drawdown Indicators
| VBCC | IGBH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.79% | -33.67% | +32.88% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.24% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -6.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.67% | — |
Current DrawdownCurrent decline from peak | -0.21% | -1.13% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -0.23% | -2.64% | +2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.19% | — |
Volatility
VBCC vs. IGBH - Volatility Comparison
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Volatility by Period
| VBCC | IGBH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.81% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.07% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.19% | 3.95% | -1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.19% | 6.03% | -3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.19% | 9.19% | -7.00% |
VBCC vs. IGBH - Expense Ratio Comparison
VBCC has a 0.08% expense ratio, which is lower than IGBH's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VBCC vs. IGBH - Dividend Comparison
VBCC's dividend yield for the trailing twelve months is around 0.79%, less than IGBH's 5.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGBH iShares Interest Rate Hedged Long-Term Corporate Bond ETF | 5.61% | 6.23% | 6.88% | 7.32% | 3.84% | 2.71% | 2.39% | 3.40% | 5.56% | 2.87% | 2.62% | 1.12% |
VBCC Vanguard Target Maturity 2029 Corporate Bond ETF | 0.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VBCC and IGBH have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VBCC is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VBCC is cheaper with a 0.08% expense ratio, compared with 0.16% for IGBH.
IGBH has the higher dividend yield at 5.61%, compared with 0.79% for VBCC.
VBCC tracks ICE 2029 Maturity US Corporate Constrained Index, while IGBH tracks BlackRock Interest Rate Hedged Long-Term Corporate Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.08% for VBCC and 0.16% for IGBH.
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