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

Performance

VCIT vs. PFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and iShares Preferred and Income Securities ETF (PFF). 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 0.41% return, which is significantly lower than PFF's 2.40% return. Over the past 10 years, VCIT has underperformed PFF with an annualized return of 2.93%, while PFF has yielded a comparatively higher 3.35% annualized 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%

PFF

1D
0.16%
1M
-1.24%
YTD
2.40%
6M
2.42%
1Y
8.83%
3Y*
6.77%
5Y*
1.32%
10Y*
3.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. PFF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.41%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%5.31%
PFF
iShares Preferred and Income Securities ETF
2.40%4.87%7.24%9.22%-18.19%7.15%7.89%15.93%-4.64%8.10%

Correlation

The correlation between VCIT and PFF is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.61

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

0.54

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

0.44

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.31

Over the past year, VCIT and PFF have become more correlated (0.55) than their long-term average of 0.31, meaning their price movements have been converging.

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. PFF — 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

PFF
PFF Risk / Return Rank: 3636
Overall Rank
PFF Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PFF Sortino Ratio Rank: 3737
Sortino Ratio Rank
PFF Omega Ratio Rank: 3535
Omega Ratio Rank
PFF Calmar Ratio Rank: 3636
Calmar Ratio Rank
PFF Martin Ratio Rank: 3535
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. PFF - Risk-Adjusted Trends Comparison

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


VCITPFFDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.24

1.21

+0.04

Calmar ratioReturn relative to maximum drawdown

1.88

1.56

+0.33

Martin ratioReturn relative to average drawdown

6.07

4.75

+1.33

VCIT vs. PFF - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.36, which is comparable to the PFF Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of VCIT and PFF, 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...

Drawdowns

VCIT vs. PFF - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, smaller than the maximum PFF drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for VCIT and PFF.


Loading charts...

Drawdown Indicators


VCITPFFDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-65.55%

+44.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-5.28%

+2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-10.63%

+4.52%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-21.05%

+0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-34.10%

+13.54%

Current Drawdown

Current decline from peak

-1.13%

-1.62%

+0.49%

Average Drawdown

Average peak-to-trough decline

-3.16%

-5.76%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.73%

-0.81%

Volatility

VCIT vs. PFF - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) is 1.48%, while iShares Preferred and Income Securities ETF (PFF) has a volatility of 2.29%. This indicates that VCIT experiences smaller price fluctuations and is considered to be less risky than PFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VCITPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

2.29%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

5.21%

-2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

6.88%

-2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

10.32%

-3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

12.67%

-6.39%

VCIT vs. PFF - Expense Ratio Comparison

VCIT has a 0.03% expense ratio, which is lower than PFF's 0.46% expense ratio.


Dividends

VCIT vs. PFF - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.79%, less than PFF's 5.50% yield.


PositionTTM20252024202320222021202020192018201720162015
PFF
iShares Preferred and Income Securities ETF
5.50%6.30%6.32%6.63%6.01%4.45%4.79%5.31%6.32%5.59%5.85%5.76%
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 PFF have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFF has higher volatility (2.29%) compared to VCIT (1.48%). In terms of maximum drawdown, VCIT dropped -20.56% vs PFF's -65.55%.

On 10-year performance, PFF leads with 3.35% vs 2.93% 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 10-year period, PFF has performed better with a 3.35% 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 0.03% expense ratio, compared with 0.46% for PFF.

PFF has the higher dividend yield at 5.50%, compared with 4.79% for VCIT.

VCIT is categorized as Corporate Bonds, while PFF is Preferred Stock/Convertible Bonds. VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index, while PFF tracks ICE Exchange-Listed Preferred & Hybrid Securities Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VCIT and 0.46% for PFF.

VCIT currently has the higher Sharpe Ratio (1.36 vs 1.19), 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 PFF

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