PortfoliosLab logoPortfoliosLab logo
VGCIX vs. MAWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGCIX vs. MAWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Credit Bond Fund Investor Shares (VGCIX) and BlackRock Strategic Global Bond Fund (MAWIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VGCIX vs. MAWIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VGCIX
Vanguard Global Credit Bond Fund Investor Shares
-0.83%7.26%3.82%9.17%-13.61%-0.70%10.70%12.93%0.95%
MAWIX
BlackRock Strategic Global Bond Fund
-2.25%8.49%0.43%6.58%-15.37%-1.07%9.05%8.35%1.63%

Returns By Period

In the year-to-date period, VGCIX achieves a -0.83% return, which is significantly higher than MAWIX's -2.25% return.


VGCIX

1D
0.42%
1M
-2.54%
YTD
-0.83%
6M
0.16%
1Y
4.50%
3Y*
5.34%
5Y*
1.29%
10Y*

MAWIX

1D
0.00%
1M
-4.39%
YTD
-2.25%
6M
-1.69%
1Y
4.18%
3Y*
3.66%
5Y*
-0.71%
10Y*
1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VGCIX vs. MAWIX - Expense Ratio Comparison

VGCIX has a 0.35% expense ratio, which is lower than MAWIX's 0.57% expense ratio.


Return for Risk

VGCIX vs. MAWIX — Risk / Return Rank

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

VGCIX
VGCIX Risk / Return Rank: 7171
Overall Rank
VGCIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VGCIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
VGCIX Omega Ratio Rank: 6262
Omega Ratio Rank
VGCIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VGCIX Martin Ratio Rank: 7272
Martin Ratio Rank

MAWIX
MAWIX Risk / Return Rank: 4545
Overall Rank
MAWIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MAWIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
MAWIX Omega Ratio Rank: 3838
Omega Ratio Rank
MAWIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
MAWIX Martin Ratio Rank: 4545
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.

VGCIX vs. MAWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Credit Bond Fund Investor Shares (VGCIX) and BlackRock Strategic Global Bond Fund (MAWIX). 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.


VGCIXMAWIXDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.97

+0.31

Sortino ratio

Return per unit of downside risk

1.81

1.38

+0.43

Omega ratio

Gain probability vs. loss probability

1.23

1.17

+0.06

Calmar ratio

Return relative to maximum drawdown

1.71

1.08

+0.62

Martin ratio

Return relative to average drawdown

6.85

4.52

+2.32

VGCIX vs. MAWIX - Sharpe Ratio Comparison

The current VGCIX Sharpe Ratio is 1.29, which is higher than the MAWIX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of VGCIX and MAWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VGCIXMAWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.97

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

-0.13

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.62

+0.13

Correlation

The correlation between VGCIX and MAWIX is 0.71, 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.


Dividends

VGCIX vs. MAWIX - Dividend Comparison

VGCIX's dividend yield for the trailing twelve months is around 3.82%, less than MAWIX's 4.21% yield.


TTM20252024202320222021202020192018201720162015
VGCIX
Vanguard Global Credit Bond Fund Investor Shares
3.82%4.82%4.54%4.38%2.61%3.05%4.55%6.77%0.35%0.00%0.00%0.00%
MAWIX
BlackRock Strategic Global Bond Fund
4.21%4.32%2.93%2.65%2.38%1.81%4.68%2.62%2.61%3.13%2.73%5.77%

Drawdowns

VGCIX vs. MAWIX - Drawdown Comparison

The maximum VGCIX drawdown since its inception was -18.69%, smaller than the maximum MAWIX drawdown of -32.07%. Use the drawdown chart below to compare losses from any high point for VGCIX and MAWIX.


Loading graphics...

Drawdown Indicators


VGCIXMAWIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.69%

-32.07%

+13.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-4.39%

+1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-18.69%

-20.79%

+2.10%

Max Drawdown (10Y)

Largest decline over 10 years

-20.79%

Current Drawdown

Current decline from peak

-2.54%

-5.34%

+2.80%

Average Drawdown

Average peak-to-trough decline

-4.52%

-5.92%

+1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

1.05%

-0.31%

Volatility

VGCIX vs. MAWIX - Volatility Comparison

The current volatility for Vanguard Global Credit Bond Fund Investor Shares (VGCIX) is 1.61%, while BlackRock Strategic Global Bond Fund (MAWIX) has a volatility of 1.85%. This indicates that VGCIX experiences smaller price fluctuations and is considered to be less risky than MAWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VGCIXMAWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

1.85%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

2.90%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

4.49%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.11%

5.29%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

4.81%

+0.11%