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VCIT vs. VTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Vanguard Value ETF (VTV). 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 VTV's 12.30% return. Over the past 10 years, VCIT has underperformed VTV with an annualized return of 2.93%, while VTV has yielded a comparatively higher 12.48% 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%

VTV

1D
0.01%
1M
4.23%
YTD
12.30%
6M
13.12%
1Y
26.25%
3Y*
18.28%
5Y*
11.24%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. VTV - 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%
VTV
Vanguard Value ETF
12.30%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%

Correlation

The correlation between VCIT and VTV is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.32

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

0.26

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

0.13

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

-0.01

The correlation between VCIT and VTV shifts across timeframes, from -0.01 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VCIT vs. VTV — 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

VTV
VTV Risk / Return Rank: 7979
Overall Rank
VTV Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 8282
Sortino Ratio Rank
VTV Omega Ratio Rank: 7777
Omega Ratio Rank
VTV Calmar Ratio Rank: 7979
Calmar Ratio Rank
VTV Martin Ratio Rank: 7979
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. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Vanguard Value ETF (VTV). 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.


VCITVTVDifference

Sharpe ratio

Return per unit of total volatility

1.50

2.61

-1.11

Sortino ratio

Return per unit of downside risk

2.22

3.74

-1.52

Omega ratio

Gain probability vs. loss probability

1.27

1.47

-0.20

Calmar ratio

Return relative to maximum drawdown

2.08

4.15

-2.07

Martin ratio

Return relative to average drawdown

6.95

15.69

-8.74

VCIT vs. VTV - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.50, which is lower than the VTV Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of VCIT and VTV, 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


VCITVTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.61

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.81

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.75

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.51

+0.24

Drawdowns

VCIT vs. VTV - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for VCIT and VTV.


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Drawdown Indicators


VCITVTVDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-59.27%

+38.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-6.35%

+3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-14.52%

+8.41%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-17.04%

-3.52%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-36.78%

+16.22%

Current Drawdown

Current decline from peak

-1.36%

0.00%

-1.36%

Average Drawdown

Average peak-to-trough decline

-3.16%

-7.87%

+4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.68%

-0.80%

Volatility

VCIT vs. VTV - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) is 1.38%, while Vanguard Value ETF (VTV) has a volatility of 2.52%. This indicates that VCIT experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCITVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

2.52%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

7.55%

-4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

10.11%

-6.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

13.88%

-7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

16.67%

-10.39%

VCIT vs. VTV - Expense Ratio Comparison

Both VCIT and VTV 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. VTV - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.80%, more than VTV's 1.86% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VTV
Vanguard Value ETF
1.86%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%

Frequently Asked Questions


VCIT and VTV have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTV has higher volatility (2.52%) compared to VCIT (1.38%). In terms of maximum drawdown, VCIT dropped -20.56% vs VTV's -59.27%.

On 10-year performance, VTV leads with 12.48% vs 2.93% for VCIT. Both ETFs have the same 0.04% expense ratio. On volatility, VCIT has been the lower-risk option at 1.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTV has performed better with a 12.48% return vs 2.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

VCIT has the higher dividend yield at 4.80%, compared with 1.86% for VTV.

VCIT is categorized as Corporate Bonds, while VTV is Large Cap Value Equities. VCIT tracks Barclays U.S. 5-10 Year Corp Index, while VTV tracks CRSP US Large Cap Value Index.

VTV currently has the higher Sharpe Ratio (2.61 vs 1.50), 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 VTV

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