VCORX vs. VGIT
Compare and contrast key facts about Vanguard Core Bond Fund Investor Shares (VCORX) and Vanguard Intermediate-Term Treasury ETF (VGIT).
VCORX is managed by Vanguard. It was launched on Mar 28, 2016. VGIT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 3-10 Year Government Float Adjusted Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCORX or VGIT.
Key characteristics
| VCORX | VGIT | |
|---|---|---|
| YTD Return | 2.76% | 1.77% |
| 1Y Return | 9.58% | 6.50% |
| 3Y Return (Ann) | -2.20% | -1.93% |
| 5Y Return (Ann) | 0.39% | 0.00% |
| Sharpe Ratio | 1.52 | 1.14 |
| Sortino Ratio | 2.26 | 1.69 |
| Omega Ratio | 1.27 | 1.20 |
| Calmar Ratio | 0.54 | 0.42 |
| Martin Ratio | 5.72 | 3.70 |
| Ulcer Index | 1.52% | 1.57% |
| Daily Std Dev | 5.72% | 5.11% |
| Max Drawdown | -19.06% | -16.05% |
| Current Drawdown | -8.01% | -8.30% |
Correlation
The correlation between VCORX and VGIT is 0.91, 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.
Performance
VCORX vs. VGIT - Performance Comparison
In the year-to-date period, VCORX achieves a 2.76% return, which is significantly higher than VGIT's 1.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VCORX vs. VGIT - Expense Ratio Comparison
VCORX has a 0.20% expense ratio, which is higher than VGIT's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VCORX vs. VGIT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond Fund Investor Shares (VCORX) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.
Dividends
VCORX vs. VGIT - Dividend Comparison
VCORX's dividend yield for the trailing twelve months is around 4.47%, more than VGIT's 3.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCORX Vanguard Core Bond Fund Investor Shares | 4.47% | 3.99% | 2.91% | 1.11% | 1.65% | 2.92% | 2.99% | 2.09% | 1.59% | 0.00% | 0.00% | 0.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.56% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
Drawdowns
VCORX vs. VGIT - Drawdown Comparison
The maximum VCORX drawdown since its inception was -19.06%, which is greater than VGIT's maximum drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for VCORX and VGIT. For additional features, visit the drawdowns tool.
Volatility
VCORX vs. VGIT - Volatility Comparison
Vanguard Core Bond Fund Investor Shares (VCORX) has a higher volatility of 1.63% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.25%. This indicates that VCORX's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.