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VCIT vs. EUAD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. EUAD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Select STOXX Europe Aerospace & Defense ETF (EUAD). 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 EUAD's -4.49% 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%

EUAD

1D
0.00%
1M
-1.88%
YTD
-4.49%
6M
-3.71%
1Y
-1.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. EUAD - Yearly Performance Comparison


2026 (YTD)20252024
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.26%9.34%-0.89%
EUAD
Select STOXX Europe Aerospace & Defense ETF
-4.49%74.51%-3.62%

Correlation

The correlation between VCIT and EUAD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2024

0.22

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Return for Risk

VCIT vs. EUAD — 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

EUAD
EUAD Risk / Return Rank: 99
Overall Rank
EUAD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EUAD Sortino Ratio Rank: 99
Sortino Ratio Rank
EUAD Omega Ratio Rank: 99
Omega Ratio Rank
EUAD Calmar Ratio Rank: 99
Calmar Ratio Rank
EUAD Martin Ratio Rank: 99
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. EUAD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Select STOXX Europe Aerospace & Defense ETF (EUAD). 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.


VCITEUADDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+2.03

Omega ratioGain probability vs. loss probability

1.26

1.02

+0.25

Calmar ratioReturn relative to maximum drawdown

2.03

-0.06

+2.09

Martin ratioReturn relative to average drawdown

6.67

-0.14

+6.81

VCIT vs. EUAD - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.48, which is higher than the EUAD Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of VCIT and EUAD, 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


VCITEUADDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

-0.04

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.15

-0.40

Drawdowns

VCIT vs. EUAD - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, smaller than the maximum EUAD drawdown of -22.04%. Use the drawdown chart below to compare losses from any high point for VCIT and EUAD.


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Drawdown Indicators


VCITEUADDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-22.04%

+1.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-22.04%

+19.08%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-1.79%

-16.65%

+14.86%

Average Drawdown

Average peak-to-trough decline

-3.16%

-5.70%

+2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

9.14%

-8.24%

Volatility

VCIT vs. EUAD - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) is 1.39%, while Select STOXX Europe Aerospace & Defense ETF (EUAD) has a volatility of 9.32%. This indicates that VCIT experiences smaller price fluctuations and is considered to be less risky than EUAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCITEUADDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

9.32%

-7.93%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

24.23%

-21.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

29.23%

-25.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

29.79%

-23.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

29.79%

-23.51%

VCIT vs. EUAD - Expense Ratio Comparison

VCIT has a 0.03% expense ratio, which is lower than EUAD's 0.50% expense ratio.


Dividends

VCIT vs. EUAD - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.82%, more than EUAD's 0.42% yield.


PositionTTM20252024202320222021202020192018201720162015
EUAD
Select STOXX Europe Aerospace & Defense ETF
0.42%0.40%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


VCIT and EUAD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EUAD has higher volatility (9.32%) compared to VCIT (1.39%). In terms of maximum drawdown, VCIT dropped -20.56% vs EUAD's -22.04%.

On 1-year performance, VCIT leads with 5.98% vs -1.29% for EUAD. On fees, VCIT is cheaper at 0.03% per year. On volatility, VCIT has been the lower-risk option at 1.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VCIT has performed better with a 5.98% return vs -1.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCIT is cheaper with a 0.03% expense ratio, compared with 0.50% for EUAD.

VCIT has the higher dividend yield at 4.82%, compared with 0.42% for EUAD.

VCIT is categorized as Corporate Bonds, while EUAD is Aerospace & Defense. VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index, while EUAD tracks STOXX Europe Total Market Aerospace & Defense Index. They also come from different issuers: Vanguard and Select Funds. Their fees differ too: 0.03% for VCIT and 0.50% for EUAD.

VCIT currently has the higher Sharpe Ratio (1.48 vs -0.04), 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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