VCIFX vs. VTILX
VCIFX (Vertical Capital Income Fund) and VTILX (Vanguard Total International Bond II Index Fund) are both Global Bonds funds. Over the past 5 years, VCIFX returned -1.76%/yr vs -0.06%/yr for VTILX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. VCIFX charges 0.69%/yr vs 0.07%/yr for VTILX.
Performance
VCIFX vs. VTILX - Performance Comparison
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Returns By Period
In the year-to-date period, VCIFX achieves a -1.30% return, which is significantly lower than VTILX's 0.10% return.
VCIFX
- 1D
- -0.09%
- 1M
- -1.03%
- 6M
- -1.84%
- YTD
- -1.30%
- 1Y
- 1.22%
- 3Y*
- 3.53%
- 5Y*
- -1.76%
- 10Y*
- 0.52%
- ALL TIME*
- 0.08%
VTILX
- 1D
- -0.16%
- 1M
- -0.92%
- 6M
- -0.25%
- YTD
- 0.10%
- 1Y
- 1.12%
- 3Y*
- 4.09%
- 5Y*
- -0.06%
- 10Y*
- —
- ALL TIME*
- 0.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VCIFX vs. VTILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VCIFX Vertical Capital Income Fund | -1.30% | 9.15% | -1.00% | 5.96% | -16.21% | -3.17% |
VTILX Vanguard Total International Bond II Index Fund | 0.10% | 2.96% | 3.91% | 8.85% | -13.01% | 0.38% |
Correlation
The correlation between VCIFX and VTILX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2021 | 0.73 |
The correlation between VCIFX and VTILX has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.
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Return for Risk
VCIFX vs. VTILX — Risk / Return Rank
VCIFX
VTILX
VCIFX vs. VTILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vertical Capital Income Fund (VCIFX) and Vanguard Total International Bond II Index Fund (VTILX). 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.
| VCIFX | VTILX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.07 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 0.41 | +0.09 |
| Martin ratioReturn relative to average drawdown | 1.21 | 1.05 | +0.16 |
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Drawdowns
VCIFX vs. VTILX - Drawdown Comparison
The maximum VCIFX drawdown since its inception was -29.13%, which is greater than VTILX's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for VCIFX and VTILX.
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Drawdown Indicators
| VCIFX | VTILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.13% | -15.85% | -13.28% |
Max Drawdown (1Y)Largest decline over 1 year | -4.19% | -2.90% | -1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -6.12% | -2.90% | -3.22% |
Max Drawdown (5Y)Largest decline over 5 years | -25.52% | -15.85% | -9.67% |
Max Drawdown (10Y)Largest decline over 10 years | -27.38% | — | — |
Current DrawdownCurrent decline from peak | -13.20% | -1.75% | -11.45% |
Average DrawdownAverage peak-to-trough decline | -14.01% | -5.76% | -8.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 1.14% | +0.59% |
Volatility
VCIFX vs. VTILX - Volatility Comparison
Vertical Capital Income Fund (VCIFX) has a higher volatility of 1.12% compared to Vanguard Total International Bond II Index Fund (VTILX) at 0.86%. This indicates that VCIFX's price experiences larger fluctuations and is considered to be riskier than VTILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCIFX | VTILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 0.86% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 3.73% | 2.70% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.59% | 3.12% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.04% | 4.47% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.73% | 4.33% | +1.40% |
VCIFX vs. VTILX - Expense Ratio Comparison
VCIFX has a 0.69% expense ratio, which is higher than VTILX's 0.07% expense ratio.
Dividends
VCIFX vs. VTILX - Dividend Comparison
VCIFX's dividend yield for the trailing twelve months is around 1.83%, less than VTILX's 4.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
VCIFX Vertical Capital Income Fund | 1.83% | 0.00% | 0.00% | 3.53% | 3.64% | 4.00% | 1.76% | 2.32% | 0.93% |
VTILX Vanguard Total International Bond II Index Fund | 4.19% | 4.27% | 4.52% | 4.22% | 0.94% | 0.62% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VCIFX and VTILX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCIFX has higher volatility (1.12%) compared to VTILX (0.86%). In terms of maximum drawdown, VCIFX dropped -29.13% vs VTILX's -15.85%.
VCIFX currently has the higher Sharpe Ratio (0.46 vs 0.39), 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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