PortfoliosLab logoPortfoliosLab logo
VCIT vs. LQDH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. LQDH - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VCIT achieves a 0.18% return, which is significantly lower than LQDH's 2.31% return. Over the past 10 years, VCIT has underperformed LQDH with an annualized return of 2.93%, while LQDH has yielded a comparatively higher 4.64% annualized 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%

LQDH

1D
-0.09%
1M
1.29%
YTD
2.31%
6M
3.11%
1Y
7.62%
3Y*
8.08%
5Y*
5.28%
10Y*
4.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. LQDH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.18%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%5.31%
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
2.31%7.00%7.43%11.14%-1.88%1.84%1.68%9.50%-2.20%6.00%

Correlation

The correlation between VCIT and LQDH is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.34

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

0.35

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2014

0.26

The correlation between VCIT and LQDH shifts across timeframes, from 0.26 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VCIT vs. LQDH — 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

LQDH
LQDH Risk / Return Rank: 8080
Overall Rank
LQDH Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LQDH Sortino Ratio Rank: 9090
Sortino Ratio Rank
LQDH Omega Ratio Rank: 8888
Omega Ratio Rank
LQDH Calmar Ratio Rank: 6565
Calmar Ratio Rank
LQDH 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. LQDH - Risk-Adjusted Trends Comparison

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


VCITLQDHDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-2.08

Omega ratioGain probability vs. loss probability

1.27

1.57

-0.30

Calmar ratioReturn relative to maximum drawdown

2.08

3.26

-1.18

Martin ratioReturn relative to average drawdown

6.95

13.85

-6.91

VCIT vs. LQDH - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.50, which is lower than the LQDH Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of VCIT and LQDH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VCITLQDHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.83

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

1.20

-1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.72

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.58

+0.17

Drawdowns

VCIT vs. LQDH - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, smaller than the maximum LQDH drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for VCIT and LQDH.


Loading charts...

Drawdown Indicators


VCITLQDHDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-24.63%

+4.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-2.34%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-4.86%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-7.08%

-13.48%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-24.63%

+4.07%

Current Drawdown

Current decline from peak

-1.36%

-0.09%

-1.27%

Average Drawdown

Average peak-to-trough decline

-3.16%

-1.68%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.55%

+0.33%

Volatility

VCIT vs. LQDH - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a higher volatility of 1.38% compared to iShares Interest Rate Hedged Corporate Bond ETF (LQDH) at 0.50%. This indicates that VCIT's price experiences larger fluctuations and is considered to be riskier than LQDH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VCITLQDHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

0.50%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

2.03%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

2.70%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

4.41%

+2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

6.44%

-0.16%

VCIT vs. LQDH - Expense Ratio Comparison

VCIT has a 0.04% expense ratio, which is lower than LQDH's 0.25% 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. LQDH - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.80%, less than LQDH's 5.95% yield.


PositionTTM20252024202320222021202020192018201720162015
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
5.95%6.06%7.57%7.69%3.73%1.65%2.22%3.09%5.08%2.37%2.33%2.98%
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


VCIT and LQDH have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCIT has higher volatility (1.38%) compared to LQDH (0.50%). In terms of maximum drawdown, VCIT dropped -20.56% vs LQDH's -24.63%.

On 10-year performance, LQDH leads with 4.64% vs 2.93% for VCIT. On fees, VCIT is cheaper at 0.04% per year. On volatility, LQDH has been the lower-risk option at 0.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, LQDH has performed better with a 4.64% return vs 2.93%. 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 0.25% for LQDH.

LQDH has the higher dividend yield at 5.95%, compared with 4.80% for VCIT.

They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VCIT and 0.25% for LQDH.

LQDH currently has the higher Sharpe Ratio (2.83 vs 1.50), 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.

Portfolio Optimizer

Find the right allocation for VCIT and LQDH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer