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 | 4.97% | 4.57% |
| 1Y Return | 10.71% | 9.20% |
| 3Y Return (Ann) | -1.54% | -1.25% |
| 5Y Return (Ann) | 1.00% | 0.43% |
| Sharpe Ratio | 1.68 | 1.65 |
| Daily Std Dev | 6.21% | 5.40% |
| Max Drawdown | -18.18% | -16.05% |
| Current Drawdown | -5.02% | -5.78% |
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 4.97% return, which is significantly higher than VGIT's 4.57% 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 4.22%, more than VGIT's 3.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCORX Vanguard Core Bond Fund Investor Shares | 4.22% | 3.99% | 2.90% | 1.20% | 2.95% | 2.93% | 2.97% | 2.62% | 2.21% | 0.00% | 0.00% | 0.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.31% | 2.73% | 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 -18.18%, 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 1.22% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.07%. 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.