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VCIT vs. FRDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. FRDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Freedom 100 Emerging Markets ETF (FRDM). 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 0.41% return, which is significantly lower than FRDM's 40.13% return.


VCIT

1D
-0.07%
1M
0.40%
YTD
0.41%
6M
0.89%
1Y
6.00%
3Y*
6.37%
5Y*
1.11%
10Y*
2.93%

FRDM

1D
0.49%
1M
4.97%
YTD
40.13%
6M
46.37%
1Y
87.32%
3Y*
34.29%
5Y*
18.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. FRDM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.41%9.34%3.20%8.98%-13.98%-1.77%9.46%7.37%
FRDM
Freedom 100 Emerging Markets ETF
40.13%61.27%1.70%22.77%-14.45%6.13%16.90%12.23%

Correlation

The correlation between VCIT and FRDM is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.33

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

0.29

Correlation (All Time)
Calculated using the full available price history since May 23, 2019

0.24

The correlation between VCIT and FRDM shifts across timeframes, from 0.24 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VCIT vs. FRDM — Risk / Return Rank

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

VCIT
VCIT Risk / Return Rank: 4343
Overall Rank
VCIT Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4545
Sortino Ratio Rank
VCIT Omega Ratio Rank: 4242
Omega Ratio Rank
VCIT Calmar Ratio Rank: 4343
Calmar Ratio Rank
VCIT Martin Ratio Rank: 4343
Martin Ratio Rank

FRDM
FRDM Risk / Return Rank: 9292
Overall Rank
FRDM Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FRDM Sortino Ratio Rank: 9090
Sortino Ratio Rank
FRDM Omega Ratio Rank: 9292
Omega Ratio Rank
FRDM Calmar Ratio Rank: 9191
Calmar Ratio Rank
FRDM Martin Ratio Rank: 9191
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. FRDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Freedom 100 Emerging Markets ETF (FRDM). 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.


VCITFRDMDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-1.65

Omega ratioGain probability vs. loss probability

1.24

1.54

-0.30

Calmar ratioReturn relative to maximum drawdown

1.88

5.02

-3.14

Martin ratioReturn relative to average drawdown

6.07

19.36

-13.29

VCIT vs. FRDM - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.36, which is lower than the FRDM Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of VCIT and FRDM, 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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Drawdowns

VCIT vs. FRDM - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, smaller than the maximum FRDM drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for VCIT and FRDM.


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Drawdown Indicators


VCITFRDMDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-40.49%

+19.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-16.87%

+13.91%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-16.87%

+10.76%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-29.25%

+8.69%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-1.13%

-4.36%

+3.23%

Average Drawdown

Average peak-to-trough decline

-3.16%

-7.09%

+3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

4.37%

-3.45%

Volatility

VCIT vs. FRDM - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) is 1.48%, while Freedom 100 Emerging Markets ETF (FRDM) has a volatility of 14.27%. This indicates that VCIT experiences smaller price fluctuations and is considered to be less risky than FRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCITFRDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

14.27%

-12.79%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

24.39%

-21.24%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

26.86%

-22.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

21.35%

-14.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

23.09%

-16.81%

VCIT vs. FRDM - Expense Ratio Comparison

VCIT has a 0.03% expense ratio, which is lower than FRDM's 0.49% expense ratio.


Dividends

VCIT vs. FRDM - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.79%, more than FRDM's 1.56% yield.


PositionTTM20252024202320222021202020192018201720162015
FRDM
Freedom 100 Emerging Markets ETF
1.56%2.26%2.53%2.66%2.72%2.17%1.11%1.07%0.00%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.79%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 FRDM have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FRDM has higher volatility (14.27%) compared to VCIT (1.48%). In terms of maximum drawdown, VCIT dropped -20.56% vs FRDM's -40.49%.

On 5-year performance, FRDM leads with 18.68% vs 1.11% for VCIT. On fees, VCIT is cheaper at 0.03% per year. On volatility, VCIT has been the lower-risk option at 1.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FRDM has performed better with a 18.68% return vs 1.11%. 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 0.49% for FRDM.

VCIT has the higher dividend yield at 4.79%, compared with 1.56% for FRDM.

VCIT is categorized as Corporate Bonds, while FRDM is Emerging Markets Diversified. VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index, while FRDM tracks Life + Liberty Freedom 100 Emerging Markets Index. They also come from different issuers: Vanguard and Freedom Funds. Their fees differ too: 0.03% for VCIT and 0.49% for FRDM.

FRDM currently has the higher Sharpe Ratio (3.15 vs 1.36), 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 FRDM

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