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VGCAX vs. IAGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGCAX vs. IAGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) and iShares Core International Aggregate Bond ETF (IAGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGCAX achieves a 1.05% return, which is significantly higher than IAGG's 0.92% return.


VGCAX

1D
0.05%
1M
0.94%
YTD
1.05%
6M
0.99%
1Y
5.94%
3Y*
6.23%
5Y*
1.52%
10Y*

IAGG

1D
-0.20%
1M
0.66%
YTD
0.92%
6M
0.72%
1Y
2.30%
3Y*
4.59%
5Y*
1.11%
10Y*
2.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGCAX vs. IAGG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VGCAX
Vanguard Global Credit Bond Fund Admiral Shares
1.05%7.30%3.99%9.22%-13.43%-0.64%10.81%13.05%0.96%
IAGG
iShares Core International Aggregate Bond ETF
0.92%3.26%4.51%8.49%-10.86%-1.87%4.63%7.99%1.66%

Correlation

The correlation between VGCAX and IAGG is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.84

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

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2018

0.80

The correlation between VGCAX and IAGG has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

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Return for Risk

VGCAX vs. IAGG — Risk / Return Rank

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

VGCAX
VGCAX Risk / Return Rank: 3737
Overall Rank
VGCAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VGCAX Sortino Ratio Rank: 4242
Sortino Ratio Rank
VGCAX Omega Ratio Rank: 4040
Omega Ratio Rank
VGCAX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VGCAX Martin Ratio Rank: 3030
Martin Ratio Rank

IAGG
IAGG Risk / Return Rank: 2222
Overall Rank
IAGG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IAGG Sortino Ratio Rank: 2222
Sortino Ratio Rank
IAGG Omega Ratio Rank: 2222
Omega Ratio Rank
IAGG Calmar Ratio Rank: 2222
Calmar Ratio Rank
IAGG Martin Ratio Rank: 2323
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.

VGCAX vs. IAGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) and iShares Core International Aggregate Bond ETF (IAGG). 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.


VGCAXIAGGDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.51

Omega ratioGain probability vs. loss probability

1.34

1.15

+0.19

Calmar ratioReturn relative to maximum drawdown

2.10

1.00

+1.10

Martin ratioReturn relative to average drawdown

7.10

2.99

+4.11

VGCAX vs. IAGG - Sharpe Ratio Comparison

The current VGCAX Sharpe Ratio is 1.84, which is higher than the IAGG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of VGCAX and IAGG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VGCAXIAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

0.81

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.25

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.62

+0.20

Drawdowns

VGCAX vs. IAGG - Drawdown Comparison

The maximum VGCAX drawdown since its inception was -18.63%, which is greater than IAGG's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for VGCAX and IAGG.


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Drawdown Indicators


VGCAXIAGGDifference

Max Drawdown

Largest peak-to-trough decline

-18.63%

-13.88%

-4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-2.32%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-4.00%

-2.32%

-1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-13.57%

-5.06%

Max Drawdown (10Y)

Largest decline over 10 years

-13.88%

Current Drawdown

Current decline from peak

-0.70%

-0.98%

+0.28%

Average Drawdown

Average peak-to-trough decline

-4.35%

-2.85%

-1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.77%

+0.08%

Volatility

VGCAX vs. IAGG - Volatility Comparison

Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) has a higher volatility of 1.24% compared to iShares Core International Aggregate Bond ETF (IAGG) at 1.18%. This indicates that VGCAX's price experiences larger fluctuations and is considered to be riskier than IAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGCAXIAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.18%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.59%

2.40%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

3.31%

2.84%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.07%

4.51%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.84%

4.05%

+0.79%

VGCAX vs. IAGG - Expense Ratio Comparison

VGCAX has a 0.25% expense ratio, which is higher than IAGG's 0.07% 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%.


Dividends

VGCAX vs. IAGG - Dividend Comparison

VGCAX's dividend yield for the trailing twelve months is around 4.95%, more than IAGG's 3.66% yield.


PositionTTM20252024202320222021202020192018201720162015
IAGG
iShares Core International Aggregate Bond ETF
3.66%3.08%4.28%3.55%2.27%1.16%1.95%2.82%3.02%1.74%1.56%0.13%
VGCAX
Vanguard Global Credit Bond Fund Admiral Shares
4.95%4.91%4.65%4.48%2.72%3.16%4.65%6.88%0.36%0.00%0.00%0.00%

Frequently Asked Questions


VGCAX and IAGG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGCAX has higher volatility (1.24%) compared to IAGG (1.18%). In terms of maximum drawdown, VGCAX dropped -18.63% vs IAGG's -13.88%.

VGCAX currently has the higher Sharpe Ratio (1.84 vs 0.81), 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.

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