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VCIT vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

VCIT vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Ethereum (ETH-USD). 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 ETH-USD's -43.98% return. Over the past 10 years, VCIT has underperformed ETH-USD with an annualized return of 2.85%, while ETH-USD has yielded a comparatively higher 61.34% 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%

ETH-USD

1D
-1.64%
1M
-28.55%
YTD
-43.98%
6M
-46.81%
1Y
-33.81%
3Y*
-3.34%
5Y*
-8.64%
10Y*
61.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. ETH-USD - 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%
ETH-USD
Ethereum
-43.98%-10.91%46.00%90.84%-67.48%398.30%473.88%-1.52%-82.39%8,984.19%

Correlation

The correlation between VCIT and ETH-USD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

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

0.11

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

0.11

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

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2015

0.05

The correlation between VCIT and ETH-USD shifts across timeframes, from 0.05 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VCIT vs. ETH-USD — 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

ETH-USD
ETH-USD Risk / Return Rank: 6868
Overall Rank
ETH-USD Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6565
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6565
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7474
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7373
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. ETH-USD - Risk-Adjusted Trends Comparison

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


VCITETH-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+2.56

Omega ratioGain probability vs. loss probability

1.26

0.96

+0.30

Calmar ratioReturn relative to maximum drawdown

2.03

-0.50

+2.53

Martin ratioReturn relative to average drawdown

6.67

-0.88

+7.54

VCIT vs. ETH-USD - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.48, which is higher than the ETH-USD Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of VCIT and ETH-USD, 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


VCITETH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

-0.50

+1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.12

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.65

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.75

0.00

Drawdowns

VCIT vs. ETH-USD - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for VCIT and ETH-USD.


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Drawdown Indicators


VCITETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-94.01%

+73.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-67.53%

+64.57%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-67.53%

+61.42%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-79.35%

+58.79%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-94.01%

+73.45%

Current Drawdown

Current decline from peak

-1.79%

-65.60%

+63.81%

Average Drawdown

Average peak-to-trough decline

-3.16%

-50.89%

+47.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

44.58%

-43.68%

Volatility

VCIT vs. ETH-USD - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) is 1.39%, while Ethereum (ETH-USD) has a volatility of 16.88%. This indicates that VCIT experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCITETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

16.88%

-15.49%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

46.80%

-43.70%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

56.55%

-52.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

59.65%

-53.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

78.04%

-71.76%

Frequently Asked Questions


VCIT and ETH-USD have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETH-USD has higher volatility (16.88%) compared to VCIT (1.39%). In terms of maximum drawdown, VCIT dropped -20.56% vs ETH-USD's -94.01%.

VCIT currently has the higher Sharpe Ratio (1.48 vs -0.50), 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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