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VCIT vs. USIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. USIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG). 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 0.18% return, which is significantly lower than USIG's 0.56% return. Over the past 10 years, VCIT has outperformed USIG with an annualized return of 2.93%, while USIG has yielded a comparatively lower 2.63% 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%

USIG

1D
-0.23%
1M
0.56%
YTD
0.56%
6M
0.37%
1Y
6.04%
3Y*
5.46%
5Y*
0.72%
10Y*
2.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. USIG - 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%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
0.56%7.86%2.56%8.71%-15.30%-1.34%9.44%13.99%-2.21%5.75%

Correlation

The correlation between VCIT and USIG is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

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

0.97

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

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.90

The correlation between VCIT and USIG has been stable across timeframes, ranging from 0.90 to 0.98 - a consistent structural relationship.

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Return for Risk

VCIT vs. USIG — 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

USIG
USIG Risk / Return Rank: 4242
Overall Rank
USIG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
USIG Sortino Ratio Rank: 4242
Sortino Ratio Rank
USIG Omega Ratio Rank: 3939
Omega Ratio Rank
USIG Calmar Ratio Rank: 4444
Calmar Ratio Rank
USIG Martin Ratio Rank: 4343
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. USIG - Risk-Adjusted Trends Comparison

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


VCITUSIGDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

2.08

2.17

-0.09

Martin ratioReturn relative to average drawdown

6.95

7.07

-0.12

VCIT vs. USIG - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.50, which is comparable to the USIG Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of VCIT and USIG, 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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Sharpe Ratios by Period


VCITUSIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.47

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.11

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.39

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.54

+0.22

Drawdowns

VCIT vs. USIG - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, smaller than the maximum USIG drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for VCIT and USIG.


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Drawdown Indicators


VCITUSIGDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-22.21%

+1.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-2.79%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-6.10%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-21.45%

+0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-21.45%

+0.89%

Current Drawdown

Current decline from peak

-1.36%

-0.97%

-0.39%

Average Drawdown

Average peak-to-trough decline

-3.16%

-3.42%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.86%

+0.02%

Volatility

VCIT vs. USIG - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a higher volatility of 1.38% compared to iShares Broad USD Investment Grade Corporate Bond ETF (USIG) at 1.27%. This indicates that VCIT's price experiences larger fluctuations and is considered to be riskier than USIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCITUSIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

1.27%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

3.04%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

4.13%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

6.82%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

6.82%

-0.54%

VCIT vs. USIG - Expense Ratio Comparison

Both VCIT and USIG have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VCIT vs. USIG - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.80%, more than USIG's 4.74% yield.


PositionTTM20252024202320222021202020192018201720162015
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
4.74%4.62%4.51%3.94%3.14%2.33%2.82%3.37%3.44%3.03%2.87%3.24%
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


With a correlation of 0.98, VCIT and USIG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VCIT has higher volatility (1.38%) compared to USIG (1.27%). In terms of maximum drawdown, VCIT dropped -20.56% vs USIG's -22.21%.

On 10-year performance, VCIT leads with 2.93% vs 2.63% for USIG. Both ETFs have the same 0.04% expense ratio. On volatility, USIG has been the lower-risk option at 1.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VCIT has performed better with a 2.93% return vs 2.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCIT and USIG have the same expense ratio: 0.04% per year.

VCIT has the higher dividend yield at 4.80%, compared with 4.74% for USIG.

VCIT tracks Barclays U.S. 5-10 Year Corp Index, while USIG tracks ICE BofA US Corporate. They also come from different issuers: Vanguard and iShares.

VCIT currently has the higher Sharpe Ratio (1.50 vs 1.47), 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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