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VCIT vs. IGIB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCIT and IGIB is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

VCIT vs. IGIB - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VCIT:

1.11

IGIB:

1.15

Sortino Ratio

VCIT:

1.86

IGIB:

1.92

Omega Ratio

VCIT:

1.23

IGIB:

1.23

Calmar Ratio

VCIT:

0.75

IGIB:

0.80

Martin Ratio

VCIT:

4.23

IGIB:

4.40

Ulcer Index

VCIT:

1.69%

IGIB:

1.67%

Daily Std Dev

VCIT:

5.56%

IGIB:

5.52%

Max Drawdown

VCIT:

-20.56%

IGIB:

-20.77%

Current Drawdown

VCIT:

-2.74%

IGIB:

-2.34%

Returns By Period

The year-to-date returns for both investments are quite close, with VCIT having a 2.58% return and IGIB slightly higher at 2.66%. Over the past 10 years, VCIT has outperformed IGIB with an annualized return of 2.83%, while IGIB has yielded a comparatively lower 2.64% annualized return.


VCIT

YTD

2.58%

1M

1.25%

6M

2.65%

1Y

6.11%

5Y*

1.11%

10Y*

2.83%

IGIB

YTD

2.66%

1M

1.20%

6M

2.74%

1Y

6.26%

5Y*

1.24%

10Y*

2.64%

*Annualized

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VCIT vs. IGIB - Expense Ratio Comparison

VCIT has a 0.04% expense ratio, which is lower than IGIB's 0.06% 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%.


Risk-Adjusted Performance

VCIT vs. IGIB — Risk-Adjusted Performance Rank

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

VCIT
The Risk-Adjusted Performance Rank of VCIT is 8282
Overall Rank
The Sharpe Ratio Rank of VCIT is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VCIT is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VCIT is 8585
Omega Ratio Rank
The Calmar Ratio Rank of VCIT is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VCIT is 8282
Martin Ratio Rank

IGIB
The Risk-Adjusted Performance Rank of IGIB is 8484
Overall Rank
The Sharpe Ratio Rank of IGIB is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of IGIB is 8989
Sortino Ratio Rank
The Omega Ratio Rank of IGIB is 8585
Omega Ratio Rank
The Calmar Ratio Rank of IGIB is 7474
Calmar Ratio Rank
The Martin Ratio Rank of IGIB is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VCIT vs. IGIB - Risk-Adjusted Performance Comparison

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


The current VCIT Sharpe Ratio is 1.11, which is comparable to the IGIB Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of VCIT and IGIB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VCIT vs. IGIB - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.50%, which matches IGIB's 4.50% yield.


TTM20242023202220212020201920182017201620152014
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.50%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%3.34%
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.50%4.41%3.78%3.04%2.33%2.74%3.44%3.41%2.51%2.45%2.51%2.46%

Drawdowns

VCIT vs. IGIB - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, roughly equal to the maximum IGIB drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for VCIT and IGIB. For additional features, visit the drawdowns tool.


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Volatility

VCIT vs. IGIB - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and iShares Intermediate-Term Corporate Bond ETF (IGIB) have volatilities of 1.61% and 1.58%, 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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