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VCIT vs. TMRAF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. TMRAF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Tomra Systems ASA (TMRAF). 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 higher than TMRAF's -25.86% return. Over the past 10 years, VCIT has underperformed TMRAF with an annualized return of 2.93%, while TMRAF has yielded a comparatively higher 13.73% annualized return.


VCIT

1D
-0.07%
1M
0.96%
YTD
0.41%
6M
0.89%
1Y
6.00%
3Y*
6.37%
5Y*
1.11%
10Y*
2.93%

TMRAF

1D
0.00%
1M
10.49%
YTD
-25.86%
6M
-21.73%
1Y
-41.87%
3Y*
-12.60%
5Y*
-9.33%
10Y*
13.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. TMRAF - 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%
TMRAF
Tomra Systems ASA
-25.86%7.13%13.87%-32.05%-27.02%50.97%51.54%46.27%48.12%82.30%

Correlation

The correlation between VCIT and TMRAF is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

-0.01

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

0.04

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

0.03

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

0.02

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Return for Risk

VCIT vs. TMRAF — 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

TMRAF
TMRAF Risk / Return Rank: 88
Overall Rank
TMRAF Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TMRAF Sortino Ratio Rank: 1212
Sortino Ratio Rank
TMRAF Omega Ratio Rank: 66
Omega Ratio Rank
TMRAF Calmar Ratio Rank: 77
Calmar Ratio Rank
TMRAF Martin Ratio Rank: 44
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. TMRAF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Tomra Systems ASA (TMRAF). 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.


VCITTMRAFDifference
Sharpe ratioReturn per unit of total volatility

+2.17

Sortino ratioReturn per unit of downside risk

+3.04

Omega ratioGain probability vs. loss probability

1.24

0.81

+0.44

Calmar ratioReturn relative to maximum drawdown

1.88

-0.89

+2.77

Martin ratioReturn relative to average drawdown

6.07

-1.62

+7.70

VCIT vs. TMRAF - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.36, which is higher than the TMRAF Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of VCIT and TMRAF, 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. TMRAF - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, smaller than the maximum TMRAF drawdown of -71.64%. Use the drawdown chart below to compare losses from any high point for VCIT and TMRAF.


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Drawdown Indicators


VCITTMRAFDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-71.64%

+51.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-47.39%

+44.43%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-56.94%

+50.83%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-71.64%

+51.08%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-71.64%

+51.08%

Current Drawdown

Current decline from peak

-1.13%

-59.80%

+58.67%

Average Drawdown

Average peak-to-trough decline

-3.16%

-20.67%

+17.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

25.82%

-24.90%

Volatility

VCIT vs. TMRAF - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) is 1.48%, while Tomra Systems ASA (TMRAF) has a volatility of 19.08%. This indicates that VCIT experiences smaller price fluctuations and is considered to be less risky than TMRAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCITTMRAFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

19.08%

-17.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

40.28%

-37.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

52.03%

-47.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

58.61%

-51.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

49.87%

-43.59%

Dividends

VCIT vs. TMRAF - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.79%, more than TMRAF's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
TMRAF
Tomra Systems ASA
0.23%1.55%1.39%1.49%1.94%1.01%0.62%1.62%4.28%13.33%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 TMRAF have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMRAF has higher volatility (19.08%) compared to VCIT (1.48%). In terms of maximum drawdown, VCIT dropped -20.56% vs TMRAF's -71.64%.

VCIT currently has the higher Sharpe Ratio (1.36 vs -0.81), 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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