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VCIT vs. BIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCIT achieves a -0.26% return, which is significantly higher than BIV's -0.67% return. Over the past 10 years, VCIT has outperformed BIV with an annualized return of 2.85%, while BIV has yielded a comparatively lower 1.83% annualized return.


VCIT

1D
-0.01%
1M
-0.79%
YTD
-0.26%
6M
0.06%
1Y
5.98%
3Y*
6.04%
5Y*
1.04%
10Y*
2.85%

BIV

1D
-0.05%
1M
-0.94%
YTD
-0.67%
6M
-0.33%
1Y
4.70%
3Y*
4.27%
5Y*
0.08%
10Y*
1.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.26%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%5.31%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.67%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%-0.19%3.65%

Correlation

The correlation between VCIT and BIV 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

0.96

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

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.89

The correlation between VCIT and BIV has been stable across timeframes, ranging from 0.89 to 0.97 - a consistent structural relationship.

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Return for Risk

VCIT vs. BIV — Risk / Return Rank

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

VCIT
VCIT Risk / Return Rank: 4646
Overall Rank
VCIT Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4949
Sortino Ratio Rank
VCIT Omega Ratio Rank: 4646
Omega Ratio Rank
VCIT Calmar Ratio Rank: 4545
Calmar Ratio Rank
VCIT Martin Ratio Rank: 4444
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 3434
Overall Rank
BIV Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3737
Sortino Ratio Rank
BIV Omega Ratio Rank: 3333
Omega Ratio Rank
BIV Calmar Ratio Rank: 3333
Calmar Ratio Rank
BIV Martin Ratio Rank: 3232
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.

VCIT vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.


VCITBIVDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.26

1.21

+0.06

Calmar ratioReturn relative to maximum drawdown

2.03

1.49

+0.54

Martin ratioReturn relative to average drawdown

6.67

4.40

+2.27

VCIT vs. BIV - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.48, which is comparable to the BIV Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of VCIT and BIV, 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


VCITBIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.18

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.01

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.33

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.64

+0.11

Drawdowns

VCIT vs. BIV - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, which is greater than BIV's maximum drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for VCIT and BIV.


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Drawdown Indicators


VCITBIVDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-18.95%

-1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-3.18%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-6.07%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-18.74%

-1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-18.95%

-1.61%

Current Drawdown

Current decline from peak

-1.79%

-2.46%

+0.67%

Average Drawdown

Average peak-to-trough decline

-3.16%

-3.39%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.07%

-0.17%

Volatility

VCIT vs. BIV - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Vanguard Intermediate-Term Bond Index ETF (BIV) have volatilities of 1.39% and 1.35%, 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


VCITBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.35%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

2.93%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

4.00%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

6.40%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

5.51%

+0.77%

VCIT vs. BIV - Expense Ratio Comparison

Both VCIT and BIV have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VCIT vs. BIV - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.82%, more than BIV's 4.24% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.24%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.82%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Frequently Asked Questions


With a correlation of 0.97, VCIT and BIV 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.

VCIT has higher volatility (1.39%) compared to BIV (1.35%). In terms of maximum drawdown, VCIT dropped -20.56% vs BIV's -18.95%.

On 10-year performance, VCIT leads with 2.85% vs 1.83% for BIV. Both ETFs have the same 0.03% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VCIT has performed better with a 2.85% return vs 1.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCIT and BIV have the same expense ratio: 0.03% per year.

VCIT has the higher dividend yield at 4.82%, compared with 4.24% for BIV.

VCIT is categorized as Corporate Bonds, while BIV is Intermediate Core Bond. VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index, while BIV tracks Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index.

VCIT currently has the higher Sharpe Ratio (1.48 vs 1.18), 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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