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VCIT vs. EAGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. EAGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and iShares ESG Aware US Aggregate Bond ETF (EAGG). 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 0.18% return, which is significantly lower than EAGG's 0.26% return.


VCIT

1D
-0.22%
1M
0.28%
YTD
0.18%
6M
0.07%
1Y
6.13%
3Y*
6.00%
5Y*
1.22%
10Y*
2.93%

EAGG

1D
-0.19%
1M
0.27%
YTD
0.26%
6M
0.09%
1Y
5.11%
3Y*
3.84%
5Y*
0.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. EAGG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.18%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%1.30%
EAGG
iShares ESG Aware US Aggregate Bond ETF
0.26%7.18%1.12%5.58%-13.63%-1.30%7.40%8.68%2.35%

Correlation

The correlation between VCIT and EAGG is 0.95 - 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

0.95

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

0.96

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

0.95

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2018

0.90

The correlation between VCIT and EAGG has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

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Return for Risk

VCIT vs. EAGG — Risk / Return Rank

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

VCIT
VCIT Risk / Return Rank: 4242
Overall Rank
VCIT Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4343
Sortino Ratio Rank
VCIT Omega Ratio Rank: 4040
Omega Ratio Rank
VCIT Calmar Ratio Rank: 4141
Calmar Ratio Rank
VCIT Martin Ratio Rank: 4242
Martin Ratio Rank

EAGG
EAGG Risk / Return Rank: 3737
Overall Rank
EAGG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
EAGG Sortino Ratio Rank: 3939
Sortino Ratio Rank
EAGG Omega Ratio Rank: 3535
Omega Ratio Rank
EAGG Calmar Ratio Rank: 3737
Calmar Ratio Rank
EAGG Martin Ratio Rank: 3737
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. EAGG - Risk-Adjusted Trends Comparison

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


VCITEAGGDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.27

1.24

+0.03

Calmar ratioReturn relative to maximum drawdown

2.08

1.86

+0.22

Martin ratioReturn relative to average drawdown

6.95

5.75

+1.19

VCIT vs. EAGG - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.50, which is comparable to the EAGG Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of VCIT and EAGG, 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


VCITEAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.35

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.00

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.38

+0.38

Drawdowns

VCIT vs. EAGG - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, which is greater than EAGG's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for VCIT and EAGG.


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Drawdown Indicators


VCITEAGGDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-18.74%

-1.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-2.75%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-6.20%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-17.98%

-2.58%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-1.36%

-2.79%

+1.43%

Average Drawdown

Average peak-to-trough decline

-3.16%

-6.05%

+2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.89%

-0.01%

Volatility

VCIT vs. EAGG - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a higher volatility of 1.38% compared to iShares ESG Aware US Aggregate Bond ETF (EAGG) at 1.26%. This indicates that VCIT'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.


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Volatility by Period


VCITEAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

1.26%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

2.67%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

3.79%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

6.03%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

5.50%

+0.78%

VCIT vs. EAGG - Expense Ratio Comparison

VCIT has a 0.04% expense ratio, which is lower than EAGG's 0.10% 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

VCIT vs. EAGG - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.80%, more than EAGG's 4.01% yield.


PositionTTM20252024202320222021202020192018201720162015
EAGG
iShares ESG Aware US Aggregate Bond ETF
4.01%3.92%3.93%3.24%2.07%1.09%1.82%3.17%0.61%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.80%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 0.95, VCIT and EAGG 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 (1.38%) compared to EAGG (1.26%). In terms of maximum drawdown, VCIT dropped -20.56% vs EAGG's -18.74%.

On 5-year performance, VCIT leads with 1.22% vs 0.01% for EAGG. On fees, VCIT is cheaper at 0.04% per year. On volatility, EAGG has been the lower-risk option at 1.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VCIT has performed better with a 1.22% return vs 0.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCIT is cheaper with a 0.04% expense ratio, compared with 0.10% for EAGG.

VCIT has the higher dividend yield at 4.80%, compared with 4.01% for EAGG.

VCIT is categorized as Corporate Bonds, while EAGG is Intermediate Core Bond. VCIT tracks Barclays U.S. 5-10 Year Corp Index, while EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VCIT and 0.10% for EAGG.

VCIT currently has the higher Sharpe Ratio (1.50 vs 1.35), 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

Find the right allocation for VCIT and EAGG

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