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VCLT vs. BNDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCLT vs. BNDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Corporate Bond ETF (VCLT) and FlexShares Core Select Bond Fund (BNDC). The values are adjusted to include any dividend payments, if applicable.

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VCLT vs. BNDC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCLT
Vanguard Long-Term Corporate Bond ETF
-0.48%7.18%-1.90%11.17%-25.50%-1.73%13.27%23.89%-7.04%11.70%
BNDC
FlexShares Core Select Bond Fund
0.06%7.29%0.86%5.36%-13.54%-2.01%8.66%9.57%-1.49%3.97%

Returns By Period

In the year-to-date period, VCLT achieves a -0.48% return, which is significantly lower than BNDC's 0.06% return.


VCLT

1D
0.16%
1M
-2.31%
YTD
-0.48%
6M
-1.46%
1Y
3.64%
3Y*
3.12%
5Y*
-1.70%
10Y*
2.47%

BNDC

1D
-0.04%
1M
-1.27%
YTD
0.06%
6M
0.66%
1Y
4.03%
3Y*
3.39%
5Y*
-0.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCLT vs. BNDC - Expense Ratio Comparison

VCLT has a 0.04% expense ratio, which is lower than BNDC's 0.35% expense ratio.


Return for Risk

VCLT vs. BNDC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VCLT
VCLT Risk / Return Rank: 2323
Overall Rank
VCLT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 1919
Sortino Ratio Rank
VCLT Omega Ratio Rank: 1919
Omega Ratio Rank
VCLT Calmar Ratio Rank: 3131
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2424
Martin Ratio Rank

BNDC
BNDC Risk / Return Rank: 4747
Overall Rank
BNDC Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BNDC Sortino Ratio Rank: 4343
Sortino Ratio Rank
BNDC Omega Ratio Rank: 3636
Omega Ratio Rank
BNDC Calmar Ratio Rank: 6262
Calmar Ratio Rank
BNDC Martin Ratio Rank: 4747
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.

VCLT vs. BNDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Corporate Bond ETF (VCLT) and FlexShares Core Select Bond Fund (BNDC). 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.


VCLTBNDCDifference

Sharpe ratio

Return per unit of total volatility

0.36

0.88

-0.52

Sortino ratio

Return per unit of downside risk

0.54

1.26

-0.72

Omega ratio

Gain probability vs. loss probability

1.07

1.16

-0.08

Calmar ratio

Return relative to maximum drawdown

0.78

1.70

-0.92

Martin ratio

Return relative to average drawdown

1.80

4.79

-2.98

VCLT vs. BNDC - Sharpe Ratio Comparison

The current VCLT Sharpe Ratio is 0.36, which is lower than the BNDC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VCLT and BNDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VCLTBNDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

0.88

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

-0.00

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.21

+0.18

Correlation

The correlation between VCLT and BNDC is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VCLT vs. BNDC - Dividend Comparison

VCLT's dividend yield for the trailing twelve months is around 5.64%, more than BNDC's 4.27% yield.


TTM20252024202320222021202020192018201720162015
VCLT
Vanguard Long-Term Corporate Bond ETF
5.64%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%
BNDC
FlexShares Core Select Bond Fund
4.27%4.16%3.81%3.19%2.64%1.72%2.61%2.89%2.86%2.50%0.64%0.00%

Drawdowns

VCLT vs. BNDC - Drawdown Comparison

The maximum VCLT drawdown since its inception was -34.31%, which is greater than BNDC's maximum drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for VCLT and BNDC.


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Drawdown Indicators


VCLTBNDCDifference

Max Drawdown

Largest peak-to-trough decline

-34.31%

-18.80%

-15.51%

Max Drawdown (1Y)

Largest decline over 1 year

-5.39%

-2.61%

-2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-34.31%

-18.60%

-15.71%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

-15.60%

-3.35%

-12.25%

Average Drawdown

Average peak-to-trough decline

-8.09%

-7.43%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

0.93%

+1.40%

Volatility

VCLT vs. BNDC - Volatility Comparison

Vanguard Long-Term Corporate Bond ETF (VCLT) has a higher volatility of 3.99% compared to FlexShares Core Select Bond Fund (BNDC) at 1.53%. This indicates that VCLT's price experiences larger fluctuations and is considered to be riskier than BNDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCLTBNDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

1.53%

+2.46%

Volatility (6M)

Calculated over the trailing 6-month period

5.62%

2.69%

+2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

10.21%

4.61%

+5.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.80%

6.06%

+6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.84%

8.11%

+4.73%