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VCLT vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCLT and SPY is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

VCLT vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Corporate Bond ETF (VCLT) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
96.51%
560.08%
VCLT
SPY

Key characteristics

Sharpe Ratio

VCLT:

0.47

SPY:

0.51

Sortino Ratio

VCLT:

0.72

SPY:

0.86

Omega Ratio

VCLT:

1.09

SPY:

1.13

Calmar Ratio

VCLT:

0.22

SPY:

0.55

Martin Ratio

VCLT:

1.22

SPY:

2.26

Ulcer Index

VCLT:

4.49%

SPY:

4.55%

Daily Std Dev

VCLT:

11.62%

SPY:

20.08%

Max Drawdown

VCLT:

-34.31%

SPY:

-55.19%

Current Drawdown

VCLT:

-19.83%

SPY:

-9.89%

Returns By Period

In the year-to-date period, VCLT achieves a 1.32% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, VCLT has underperformed SPY with an annualized return of 2.08%, while SPY has yielded a comparatively higher 11.99% annualized return.


VCLT

YTD

1.32%

1M

-0.13%

6M

-0.90%

1Y

6.63%

5Y*

-2.32%

10Y*

2.08%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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VCLT vs. SPY - Expense Ratio Comparison

VCLT has a 0.04% expense ratio, which is lower than SPY's 0.09% 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%.


Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%
Expense ratio chart for VCLT: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCLT: 0.04%

Risk-Adjusted Performance

VCLT vs. SPY — Risk-Adjusted Performance Rank

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

VCLT
The Risk-Adjusted Performance Rank of VCLT is 4747
Overall Rank
The Sharpe Ratio Rank of VCLT is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VCLT is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VCLT is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VCLT is 3939
Calmar Ratio Rank
The Martin Ratio Rank of VCLT is 4545
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VCLT vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Corporate Bond ETF (VCLT) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for VCLT, currently valued at 0.47, compared to the broader market-1.000.001.002.003.004.00
VCLT: 0.47
SPY: 0.51
The chart of Sortino ratio for VCLT, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.00
VCLT: 0.72
SPY: 0.86
The chart of Omega ratio for VCLT, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
VCLT: 1.09
SPY: 1.13
The chart of Calmar ratio for VCLT, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.0012.00
VCLT: 0.22
SPY: 0.55
The chart of Martin ratio for VCLT, currently valued at 1.22, compared to the broader market0.0020.0040.0060.00
VCLT: 1.22
SPY: 2.26

The current VCLT Sharpe Ratio is 0.47, which is comparable to the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of VCLT and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.47
0.51
VCLT
SPY

Dividends

VCLT vs. SPY - Dividend Comparison

VCLT's dividend yield for the trailing twelve months is around 5.27%, more than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
VCLT
Vanguard Long-Term Corporate Bond ETF
5.27%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%4.29%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

VCLT vs. SPY - Drawdown Comparison

The maximum VCLT drawdown since its inception was -34.31%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VCLT and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.83%
-9.89%
VCLT
SPY

Volatility

VCLT vs. SPY - Volatility Comparison

The current volatility for Vanguard Long-Term Corporate Bond ETF (VCLT) is 6.58%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that VCLT experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
6.58%
15.12%
VCLT
SPY