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VCEB vs. GIGB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCEB vs. GIGB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Corporate Bond ETF (VCEB) and Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCEB achieves a 0.56% return, which is significantly lower than GIGB's 0.99% return.


VCEB

1D
-0.07%
1M
0.67%
YTD
0.56%
6M
1.06%
1Y
5.13%
3Y*
5.34%
5Y*
0.38%
10Y*

GIGB

1D
-0.02%
1M
0.70%
YTD
0.99%
6M
1.39%
1Y
5.80%
3Y*
5.40%
5Y*
0.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCEB vs. GIGB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VCEB
Vanguard ESG U.S. Corporate Bond ETF
0.56%7.48%2.23%8.52%-15.15%-1.99%2.45%
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
0.99%7.58%1.68%8.80%-15.80%-1.64%2.80%

Correlation

The correlation between VCEB and GIGB 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

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.98

The correlation between VCEB and GIGB has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

VCEB vs. GIGB — Risk / Return Rank

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

VCEB
VCEB Risk / Return Rank: 3535
Overall Rank
VCEB Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VCEB Sortino Ratio Rank: 3434
Sortino Ratio Rank
VCEB Omega Ratio Rank: 3232
Omega Ratio Rank
VCEB Calmar Ratio Rank: 3838
Calmar Ratio Rank
VCEB Martin Ratio Rank: 3636
Martin Ratio Rank

GIGB
GIGB Risk / Return Rank: 3939
Overall Rank
GIGB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GIGB Sortino Ratio Rank: 3838
Sortino Ratio Rank
GIGB Omega Ratio Rank: 3737
Omega Ratio Rank
GIGB Calmar Ratio Rank: 4242
Calmar Ratio Rank
GIGB Martin Ratio Rank: 4040
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.

VCEB vs. GIGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Corporate Bond ETF (VCEB) and Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB). 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.


VCEBGIGBDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.19

1.22

-0.02

Calmar ratioReturn relative to maximum drawdown

1.65

1.84

-0.19

Martin ratioReturn relative to average drawdown

5.02

5.74

-0.72

VCEB vs. GIGB - Sharpe Ratio Comparison

The current VCEB Sharpe Ratio is 1.11, which is comparable to the GIGB Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of VCEB and GIGB, 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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Drawdowns

VCEB vs. GIGB - Drawdown Comparison

The maximum VCEB drawdown since its inception was -21.60%, roughly equal to the maximum GIGB drawdown of -22.25%. Use the drawdown chart below to compare losses from any high point for VCEB and GIGB.


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Drawdown Indicators


VCEBGIGBDifference

Max Drawdown

Largest peak-to-trough decline

-21.60%

-22.25%

+0.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-2.87%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

-6.69%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.39%

-22.25%

+0.86%

Current Drawdown

Current decline from peak

-0.81%

-0.64%

-0.17%

Average Drawdown

Average peak-to-trough decline

-7.60%

-5.60%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.92%

+0.01%

Volatility

VCEB vs. GIGB - Volatility Comparison

Vanguard ESG U.S. Corporate Bond ETF (VCEB) and Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) have volatilities of 1.43% and 1.43%, 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


VCEBGIGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.43%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

3.23%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

4.31%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.84%

7.25%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.65%

7.66%

-1.01%

VCEB vs. GIGB - Expense Ratio Comparison

VCEB has a 0.12% expense ratio, which is lower than GIGB's 0.14% 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

VCEB vs. GIGB - Dividend Comparison

VCEB's dividend yield for the trailing twelve months is around 4.64%, which matches GIGB's 4.60% yield.


PositionTTM202520242023202220212020201920182017
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
4.60%4.69%4.45%3.67%3.12%2.25%2.62%3.22%3.31%1.55%
VCEB
Vanguard ESG U.S. Corporate Bond ETF
4.64%4.57%4.47%3.70%2.84%1.69%0.43%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, VCEB and GIGB 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.

GIGB has higher volatility (1.43%) compared to VCEB (1.43%). In terms of maximum drawdown, VCEB dropped -21.60% vs GIGB's -22.25%.

On 5-year performance, VCEB leads with 0.38% vs 0.31% for GIGB. On fees, VCEB is cheaper at 0.12% 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, VCEB has performed better with a 0.38% return vs 0.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCEB is cheaper with a 0.12% expense ratio, compared with 0.14% for GIGB.

VCEB has the higher dividend yield at 4.64%, compared with 4.60% for GIGB.

VCEB tracks Bloomberg Barclays MSCI US Corp SRI Select Index, while GIGB tracks FTSE Goldman Sachs Investment Grade Corporate Bond Index. They also come from different issuers: Vanguard and Goldman Sachs. Their fees differ too: 0.12% for VCEB and 0.14% for GIGB.

GIGB currently has the higher Sharpe Ratio (1.23 vs 1.11), 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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