VFIDX vs. IGSB
Compare and contrast key facts about Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) and iShares Short-Term Corporate Bond ETF (IGSB).
VFIDX is managed by Vanguard. It was launched on Feb 12, 2001. IGSB is a passively managed fund by iShares that tracks the performance of the ICE BofAML 1-5 Year US Corporate Index. It was launched on Jan 11, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFIDX or IGSB.
Performance
VFIDX vs. IGSB - Performance Comparison
Returns By Period
In the year-to-date period, VFIDX achieves a 3.06% return, which is significantly lower than IGSB's 4.49% return. Over the past 10 years, VFIDX has underperformed IGSB with an annualized return of 1.81%, while IGSB has yielded a comparatively higher 2.16% annualized return.
VFIDX
3.06%
-1.99%
3.68%
9.21%
0.22%
1.81%
IGSB
4.49%
-0.50%
3.51%
7.33%
2.00%
2.16%
Key characteristics
| VFIDX | IGSB | |
|---|---|---|
| Sharpe Ratio | 1.72 | 2.90 |
| Sortino Ratio | 2.55 | 4.59 |
| Omega Ratio | 1.31 | 1.59 |
| Calmar Ratio | 0.62 | 2.24 |
| Martin Ratio | 6.69 | 16.75 |
| Ulcer Index | 1.48% | 0.44% |
| Daily Std Dev | 5.74% | 2.54% |
| Max Drawdown | -22.52% | -13.38% |
| Current Drawdown | -8.08% | -1.03% |
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VFIDX vs. IGSB - Expense Ratio Comparison
VFIDX has a 0.10% expense ratio, which is higher than IGSB's 0.06% 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%.
Correlation
The correlation between VFIDX and IGSB is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VFIDX vs. IGSB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) and iShares Short-Term Corporate Bond ETF (IGSB). 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
VFIDX vs. IGSB - Dividend Comparison
VFIDX's dividend yield for the trailing twelve months is around 4.53%, more than IGSB's 3.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIDX Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares | 4.53% | 3.89% | 3.21% | 2.36% | 2.59% | 3.12% | 3.32% | 2.91% | 2.98% | 3.21% | 3.26% | 3.38% |
IGSB iShares Short-Term Corporate Bond ETF | 3.91% | 3.26% | 2.07% | 1.82% | 2.37% | 3.07% | 2.46% | 1.65% | 1.45% | 1.18% | 0.94% | 1.17% |
Drawdowns
VFIDX vs. IGSB - Drawdown Comparison
The maximum VFIDX drawdown since its inception was -22.52%, which is greater than IGSB's maximum drawdown of -13.38%. Use the drawdown chart below to compare losses from any high point for VFIDX and IGSB. For additional features, visit the drawdowns tool.
Volatility
VFIDX vs. IGSB - Volatility Comparison
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) has a higher volatility of 1.61% compared to iShares Short-Term Corporate Bond ETF (IGSB) at 0.68%. This indicates that VFIDX's price experiences larger fluctuations and is considered to be riskier than IGSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.