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VCEB vs. EAGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCEB and EAGG is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

VCEB vs. EAGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Corporate Bond ETF (VCEB) and iShares ESG Aware US Aggregate Bond ETF (EAGG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-3.88%
-6.34%
VCEB
EAGG

Key characteristics

Sharpe Ratio

VCEB:

1.14

EAGG:

1.26

Sortino Ratio

VCEB:

1.64

EAGG:

1.83

Omega Ratio

VCEB:

1.20

EAGG:

1.22

Calmar Ratio

VCEB:

0.54

EAGG:

0.50

Martin Ratio

VCEB:

3.58

EAGG:

3.23

Ulcer Index

VCEB:

1.86%

EAGG:

2.10%

Daily Std Dev

VCEB:

5.85%

EAGG:

5.40%

Max Drawdown

VCEB:

-21.60%

EAGG:

-18.74%

Current Drawdown

VCEB:

-6.19%

EAGG:

-7.40%

Returns By Period

In the year-to-date period, VCEB achieves a 1.68% return, which is significantly lower than EAGG's 2.37% return.


VCEB

YTD

1.68%

1M

-0.32%

6M

0.76%

1Y

6.86%

5Y*

N/A

10Y*

N/A

EAGG

YTD

2.37%

1M

0.08%

6M

1.32%

1Y

6.81%

5Y*

-1.02%

10Y*

N/A

*Annualized

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VCEB vs. EAGG - Expense Ratio Comparison

VCEB has a 0.12% expense ratio, which is higher than EAGG's 0.10% 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%.


Expense ratio chart for VCEB: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCEB: 0.12%
Expense ratio chart for EAGG: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EAGG: 0.10%

Risk-Adjusted Performance

VCEB vs. EAGG — Risk-Adjusted Performance Rank

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

VCEB
The Risk-Adjusted Performance Rank of VCEB is 7878
Overall Rank
The Sharpe Ratio Rank of VCEB is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VCEB is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VCEB is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VCEB is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VCEB is 7878
Martin Ratio Rank

EAGG
The Risk-Adjusted Performance Rank of EAGG is 7979
Overall Rank
The Sharpe Ratio Rank of EAGG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of EAGG is 8787
Sortino Ratio Rank
The Omega Ratio Rank of EAGG is 8383
Omega Ratio Rank
The Calmar Ratio Rank of EAGG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of EAGG is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VCEB vs. EAGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Corporate Bond ETF (VCEB) and iShares ESG Aware US Aggregate Bond ETF (EAGG). 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.


The chart of Sharpe ratio for VCEB, currently valued at 1.14, compared to the broader market-1.000.001.002.003.004.00
VCEB: 1.14
EAGG: 1.26
The chart of Sortino ratio for VCEB, currently valued at 1.64, compared to the broader market-2.000.002.004.006.008.00
VCEB: 1.64
EAGG: 1.83
The chart of Omega ratio for VCEB, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
VCEB: 1.20
EAGG: 1.22
The chart of Calmar ratio for VCEB, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.0012.00
VCEB: 0.54
EAGG: 0.52
The chart of Martin ratio for VCEB, currently valued at 3.58, compared to the broader market0.0020.0040.0060.00
VCEB: 3.58
EAGG: 3.23

The current VCEB Sharpe Ratio is 1.14, which is comparable to the EAGG Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of VCEB and EAGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.14
1.26
VCEB
EAGG

Dividends

VCEB vs. EAGG - Dividend Comparison

VCEB's dividend yield for the trailing twelve months is around 4.54%, more than EAGG's 3.90% yield.


TTM2024202320222021202020192018
VCEB
Vanguard ESG U.S. Corporate Bond ETF
4.54%4.47%3.70%2.84%1.69%0.43%0.00%0.00%
EAGG
iShares ESG Aware US Aggregate Bond ETF
3.90%3.93%3.24%2.07%1.09%1.82%3.17%0.61%

Drawdowns

VCEB vs. EAGG - Drawdown Comparison

The maximum VCEB drawdown since its inception was -21.60%, which is greater than EAGG's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for VCEB and EAGG. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%NovemberDecember2025FebruaryMarchApril
-6.19%
-6.83%
VCEB
EAGG

Volatility

VCEB vs. EAGG - Volatility Comparison

Vanguard ESG U.S. Corporate Bond ETF (VCEB) has a higher volatility of 3.06% compared to iShares ESG Aware US Aggregate Bond ETF (EAGG) at 2.25%. This indicates that VCEB's price experiences larger fluctuations and is considered to be riskier than EAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
3.06%
2.25%
VCEB
EAGG