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VCIT vs. VEA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Vanguard FTSE Developed Markets ETF (VEA). 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 lower than VEA's 14.73% return. Over the past 10 years, VCIT has underperformed VEA with an annualized return of 2.93%, while VEA has yielded a comparatively higher 10.72% 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%

VEA

1D
0.34%
1M
3.58%
YTD
14.73%
6M
16.65%
1Y
31.41%
3Y*
19.03%
5Y*
9.51%
10Y*
10.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. VEA - 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%
VEA
Vanguard FTSE Developed Markets ETF
14.73%35.16%3.15%17.93%-15.34%11.66%9.71%22.62%-14.75%26.42%

Correlation

The correlation between VCIT and VEA is 0.51, 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

0.51

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

0.44

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

0.36

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

0.24

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

0.09

Over the past year, VCIT and VEA have become more correlated (0.51) than their long-term average of 0.09, meaning their price movements have been converging.

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Return for Risk

VCIT vs. VEA — 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

VEA
VEA Risk / Return Rank: 6262
Overall Rank
VEA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 6262
Sortino Ratio Rank
VEA Omega Ratio Rank: 6363
Omega Ratio Rank
VEA Calmar Ratio Rank: 5959
Calmar Ratio Rank
VEA Martin Ratio Rank: 6363
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. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Vanguard FTSE Developed Markets ETF (VEA). 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.


VCITVEADifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

1.88

2.58

-0.69

Martin ratioReturn relative to average drawdown

6.07

9.92

-3.84

VCIT vs. VEA - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.36, which is comparable to the VEA Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of VCIT and VEA, 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. VEA - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for VCIT and VEA.


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Drawdown Indicators


VCITVEADifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-60.68%

+40.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-11.63%

+8.67%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-13.45%

+7.34%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-29.71%

+9.15%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-35.73%

+15.17%

Current Drawdown

Current decline from peak

-1.13%

-1.06%

-0.07%

Average Drawdown

Average peak-to-trough decline

-3.16%

-13.28%

+10.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

3.02%

-2.10%

Volatility

VCIT vs. VEA - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) is 1.48%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 6.84%. This indicates that VCIT experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCITVEADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

6.84%

-5.36%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

14.38%

-11.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

16.58%

-12.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

16.72%

-10.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

17.40%

-11.12%

VCIT vs. VEA - Expense Ratio Comparison

Both VCIT and VEA have an expense ratio of 0.03%, 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. VEA - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.79%, more than VEA's 2.62% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VEA
Vanguard FTSE Developed Markets ETF
2.62%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Frequently Asked Questions


VCIT and VEA have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEA has higher volatility (6.84%) compared to VCIT (1.48%). In terms of maximum drawdown, VCIT dropped -20.56% vs VEA's -60.68%.

On 10-year performance, VEA leads with 10.72% vs 2.93% for VCIT. Both ETFs have the same 0.03% expense ratio. 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, VEA has performed better with a 10.72% return vs 2.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCIT and VEA have the same expense ratio: 0.03% per year.

VCIT has the higher dividend yield at 4.79%, compared with 2.62% for VEA.

VCIT is categorized as Corporate Bonds, while VEA is Foreign Large Cap Equities. VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index, while VEA tracks FTSE Developed All Cap ex US Index.

VEA currently has the higher Sharpe Ratio (1.81 vs 1.36), 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 VEA

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