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VCADX vs. BCITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCADX vs. BCITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares (VCADX) and American Century California Intermediate-Term Tax-Free Bond Fund (BCITX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with VCADX having a 1.16% return and BCITX slightly higher at 1.19%. Over the past 10 years, VCADX has outperformed BCITX with an annualized return of 2.35%, while BCITX has yielded a comparatively lower 1.88% annualized return.


VCADX

1D
0.09%
1M
0.62%
YTD
1.16%
6M
1.51%
1Y
6.82%
3Y*
4.48%
5Y*
1.70%
10Y*
2.35%

BCITX

1D
0.18%
1M
0.61%
YTD
1.19%
6M
1.63%
1Y
6.31%
3Y*
3.85%
5Y*
1.07%
10Y*
1.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCADX vs. BCITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
1.16%5.90%2.24%5.91%-6.61%0.46%4.62%7.04%1.28%4.94%
BCITX
American Century California Intermediate-Term Tax-Free Bond Fund
1.19%4.74%2.17%4.75%-7.36%1.11%3.71%6.62%0.71%4.63%

Correlation

The correlation between VCADX and BCITX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.91

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

0.92

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

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2001

0.89

The correlation between VCADX and BCITX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

VCADX vs. BCITX — Risk / Return Rank

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

VCADX
VCADX Risk / Return Rank: 7070
Overall Rank
VCADX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VCADX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VCADX Omega Ratio Rank: 9696
Omega Ratio Rank
VCADX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VCADX Martin Ratio Rank: 3333
Martin Ratio Rank

BCITX
BCITX Risk / Return Rank: 7070
Overall Rank
BCITX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BCITX Sortino Ratio Rank: 9393
Sortino Ratio Rank
BCITX Omega Ratio Rank: 9595
Omega Ratio Rank
BCITX Calmar Ratio Rank: 3939
Calmar Ratio Rank
BCITX Martin Ratio Rank: 3535
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.

VCADX vs. BCITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares (VCADX) and American Century California Intermediate-Term Tax-Free Bond Fund (BCITX). 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.


VCADXBCITXDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.79

1.76

+0.03

Calmar ratioReturn relative to maximum drawdown

2.30

2.38

-0.08

Martin ratioReturn relative to average drawdown

7.53

7.78

-0.24

VCADX vs. BCITX - Sharpe Ratio Comparison

The current VCADX Sharpe Ratio is 3.02, which is comparable to the BCITX Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of VCADX and BCITX, 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


VCADXBCITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.02

2.85

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.36

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.56

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

1.16

-0.07

Drawdowns

VCADX vs. BCITX - Drawdown Comparison

The maximum VCADX drawdown since its inception was -11.13%, smaller than the maximum BCITX drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for VCADX and BCITX.


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Drawdown Indicators


VCADXBCITXDifference

Max Drawdown

Largest peak-to-trough decline

-11.13%

-12.17%

+1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-2.62%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-4.23%

-4.25%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-11.13%

-11.40%

+0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-11.13%

-11.40%

+0.27%

Current Drawdown

Current decline from peak

-0.99%

-0.73%

-0.26%

Average Drawdown

Average peak-to-trough decline

-1.50%

-1.92%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.80%

+0.11%

Volatility

VCADX vs. BCITX - Volatility Comparison

Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares (VCADX) and American Century California Intermediate-Term Tax-Free Bond Fund (BCITX) have volatilities of 0.87% and 0.85%, 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


VCADXBCITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

0.85%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.80%

1.71%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

2.28%

2.19%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.25%

3.00%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.43%

3.37%

+0.06%

VCADX vs. BCITX - Expense Ratio Comparison

VCADX has a 0.09% expense ratio, which is lower than BCITX's 0.46% expense ratio.


Dividends

VCADX vs. BCITX - Dividend Comparison

VCADX's dividend yield for the trailing twelve months is around 3.14%, more than BCITX's 3.03% yield.


PositionTTM20252024202320222021202020192018201720162015
BCITX
American Century California Intermediate-Term Tax-Free Bond Fund
3.03%3.49%3.40%2.70%1.67%1.93%2.22%2.77%2.65%2.48%2.42%2.39%
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
3.14%3.82%3.35%2.57%2.36%1.77%2.28%2.72%2.71%2.66%2.76%2.86%

Frequently Asked Questions


VCADX and BCITX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCADX has higher volatility (0.87%) compared to BCITX (0.85%). In terms of maximum drawdown, VCADX dropped -11.13% vs BCITX's -12.17%.

VCADX currently has the higher Sharpe Ratio (3.02 vs 2.85), 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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