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VCIT vs. USVN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. USVN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and US Treasury 7 Year Note ETF (USVN). 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 USVN's -0.54% 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%

USVN

1D
-0.17%
1M
0.15%
YTD
-0.54%
6M
-0.27%
1Y
3.35%
3Y*
3.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. USVN - Yearly Performance Comparison


2026 (YTD)202520242023
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.41%9.34%3.20%5.51%
USVN
US Treasury 7 Year Note ETF
-0.54%7.66%0.03%0.67%

Correlation

The correlation between VCIT and USVN is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.93

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2023

0.93

The correlation between VCIT and USVN has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

VCIT vs. USVN — 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

USVN
USVN Risk / Return Rank: 2222
Overall Rank
USVN Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
USVN Sortino Ratio Rank: 2222
Sortino Ratio Rank
USVN Omega Ratio Rank: 2020
Omega Ratio Rank
USVN Calmar Ratio Rank: 2121
Calmar Ratio Rank
USVN Martin Ratio Rank: 2121
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. USVN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and US Treasury 7 Year Note ETF (USVN). 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.


VCITUSVNDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.92

Omega ratioGain probability vs. loss probability

1.24

1.12

+0.12

Calmar ratioReturn relative to maximum drawdown

1.88

0.83

+1.06

Martin ratioReturn relative to average drawdown

6.07

2.31

+3.77

VCIT vs. USVN - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.36, which is higher than the USVN Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of VCIT and USVN, 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. USVN - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, which is greater than USVN's maximum drawdown of -8.27%. Use the drawdown chart below to compare losses from any high point for VCIT and USVN.


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Drawdown Indicators


VCITUSVNDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-8.27%

-12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-3.68%

+0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-5.85%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-1.13%

-2.51%

+1.38%

Average Drawdown

Average peak-to-trough decline

-3.16%

-2.34%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.32%

-0.40%

Volatility

VCIT vs. USVN - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and US Treasury 7 Year Note ETF (USVN) have volatilities of 1.48% and 1.42%, 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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Volatility by Period


VCITUSVNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.42%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

3.04%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

4.20%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

5.78%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

5.78%

+0.50%

VCIT vs. USVN - Expense Ratio Comparison

VCIT has a 0.03% expense ratio, which is lower than USVN's 0.15% 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. USVN - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.79%, more than USVN's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
USVN
US Treasury 7 Year Note ETF
3.74%3.81%4.07%2.91%0.00%0.00%0.00%0.00%0.00%0.00%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


With a correlation of 0.92, VCIT and USVN 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 (1.48%) compared to USVN (1.42%). In terms of maximum drawdown, VCIT dropped -20.56% vs USVN's -8.27%.

On 3-year performance, VCIT leads with 6.37% vs 3.04% for USVN. On fees, VCIT is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VCIT has performed better with a 6.37% return vs 3.04%. 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 0.15% for USVN.

VCIT has the higher dividend yield at 4.79%, compared with 3.74% for USVN.

VCIT is categorized as Corporate Bonds, while USVN is Government Bonds. VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index, while USVN tracks ICE BofA Current 7-Year US Treasury Index - Benchmark TR Gross. They also come from different issuers: Vanguard and US Benchmark Series. Their fees differ too: 0.03% for VCIT and 0.15% for USVN.

VCIT currently has the higher Sharpe Ratio (1.36 vs 0.73), 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

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