PortfoliosLab logoPortfoliosLab logo
VCLT vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCLT vs. DGRO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VCLT achieves a 1.37% return, which is significantly lower than DGRO's 9.00% return. Over the past 10 years, VCLT has underperformed DGRO with an annualized return of 2.26%, while DGRO has yielded a comparatively higher 13.42% annualized return.


VCLT

1D
-0.16%
1M
2.66%
YTD
1.37%
6M
1.50%
1Y
6.63%
3Y*
4.12%
5Y*
-2.36%
10Y*
2.26%

DGRO

1D
-1.07%
1M
2.07%
YTD
9.00%
6M
9.32%
1Y
23.07%
3Y*
16.05%
5Y*
11.42%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCLT vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCLT
Vanguard Long-Term Corporate Bond ETF
1.37%7.18%-1.90%11.17%-25.50%-1.73%13.27%23.89%-7.04%11.70%
DGRO
iShares Core Dividend Growth ETF
9.00%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%23.00%

Correlation

The correlation between VCLT and DGRO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.35

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

0.31

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.12

Over the past year, VCLT and DGRO have become more correlated (0.42) than their long-term average of 0.12, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VCLT vs. DGRO — Risk / Return Rank

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

VCLT
VCLT Risk / Return Rank: 2424
Overall Rank
VCLT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2323
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2323
Omega Ratio Rank
VCLT Calmar Ratio Rank: 2727
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2424
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 8080
Overall Rank
DGRO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8686
Sortino Ratio Rank
DGRO Omega Ratio Rank: 8080
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7575
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7878
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. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Corporate Bond ETF (VCLT) and iShares Core Dividend Growth ETF (DGRO). 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.


VCLTDGRODifference
Sharpe ratioReturn per unit of total volatility

-1.58

Sortino ratioReturn per unit of downside risk

-2.28

Omega ratioGain probability vs. loss probability

1.15

1.44

-0.29

Calmar ratioReturn relative to maximum drawdown

1.27

3.58

-2.31

Martin ratioReturn relative to average drawdown

3.07

13.86

-10.79

VCLT vs. DGRO - Sharpe Ratio Comparison

The current VCLT Sharpe Ratio is 0.85, which is lower than the DGRO Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of VCLT and DGRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VCLT vs. DGRO - Drawdown Comparison

The maximum VCLT drawdown since its inception was -34.31%, roughly equal to the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for VCLT and DGRO.


Loading charts...

Drawdown Indicators


VCLTDGRODifference

Max Drawdown

Largest peak-to-trough decline

-34.31%

-35.10%

+0.79%

Max Drawdown (1Y)

Largest decline over 1 year

-5.25%

-6.47%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-13.03%

-14.03%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-34.31%

-19.31%

-15.00%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

-35.10%

+0.79%

Current Drawdown

Current decline from peak

-14.04%

-1.07%

-12.97%

Average Drawdown

Average peak-to-trough decline

-8.17%

-3.43%

-4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.67%

+0.49%

Volatility

VCLT vs. DGRO - Volatility Comparison

The current volatility for Vanguard Long-Term Corporate Bond ETF (VCLT) is 2.21%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 2.68%. This indicates that VCLT experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VCLTDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

2.68%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

5.83%

7.00%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

7.83%

9.57%

-1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.77%

13.84%

-1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.85%

16.63%

-3.78%

VCLT vs. DGRO - Expense Ratio Comparison

VCLT has a 0.03% expense ratio, which is lower than DGRO's 0.08% 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

VCLT vs. DGRO - Dividend Comparison

VCLT's dividend yield for the trailing twelve months is around 5.52%, more than DGRO's 1.97% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.97%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.52%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%

Frequently Asked Questions


VCLT and DGRO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGRO has higher volatility (2.68%) compared to VCLT (2.21%). In terms of maximum drawdown, VCLT dropped -34.31% vs DGRO's -35.10%.

On 10-year performance, DGRO leads with 13.42% vs 2.26% for VCLT. On fees, VCLT is cheaper at 0.03% per year. On volatility, VCLT has been the lower-risk option at 2.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DGRO has performed better with a 13.42% return vs 2.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCLT is cheaper with a 0.03% expense ratio, compared with 0.08% for DGRO.

VCLT has the higher dividend yield at 5.52%, compared with 1.97% for DGRO.

VCLT is categorized as Corporate Bonds, while DGRO is Large Cap Growth Equities. VCLT tracks Bloomberg U.S. 10+ Year Corporate Bond Index, while DGRO tracks Morningstar US Dividend Growth Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VCLT and 0.08% for DGRO.

DGRO currently has the higher Sharpe Ratio (2.43 vs 0.85), 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 VCLT and DGRO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer