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VGCIX vs. VFICX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGCIX vs. VFICX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VGCIX achieves a 1.29% return, which is significantly higher than VFICX's 0.15% return.


VGCIX

1D
0.21%
1M
0.94%
YTD
1.29%
6M
1.50%
1Y
5.40%
3Y*
6.24%
5Y*
1.24%
10Y*

VFICX

1D
0.23%
1M
0.77%
YTD
0.15%
6M
0.67%
1Y
5.67%
3Y*
6.11%
5Y*
1.13%
10Y*
2.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGCIX vs. VFICX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VGCIX
Vanguard Global Credit Bond Fund Investor Shares
1.29%7.26%3.82%9.17%-13.61%-0.70%10.70%12.93%0.95%
VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
0.15%9.55%3.21%8.53%-13.86%-1.59%10.33%10.39%1.68%

Correlation

The correlation between VGCIX and VFICX is 0.87, 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

0.87

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

0.91

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

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2018

0.91

The correlation between VGCIX and VFICX has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

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Return for Risk

VGCIX vs. VFICX — Risk / Return Rank

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

VGCIX
VGCIX Risk / Return Rank: 3232
Overall Rank
VGCIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VGCIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
VGCIX Omega Ratio Rank: 3434
Omega Ratio Rank
VGCIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
VGCIX Martin Ratio Rank: 2828
Martin Ratio Rank

VFICX
VFICX Risk / Return Rank: 2626
Overall Rank
VFICX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VFICX Sortino Ratio Rank: 2828
Sortino Ratio Rank
VFICX Omega Ratio Rank: 2626
Omega Ratio Rank
VFICX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VFICX Martin Ratio Rank: 2525
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. VFICX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Credit Bond Fund Investor Shares (VGCIX) and Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGCIXVFICXDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

1.84

1.74

+0.09

Martin ratioReturn relative to average drawdown

6.08

5.69

+0.39

VGCIX vs. VFICX - Sharpe Ratio Comparison

The current VGCIX Sharpe Ratio is 1.58, which is comparable to the VFICX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of VGCIX and VFICX, 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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Drawdowns

VGCIX vs. VFICX - Drawdown Comparison

The maximum VGCIX drawdown since its inception was -18.69%, smaller than the maximum VFICX drawdown of -20.24%. Use the drawdown chart below to compare losses from any high point for VGCIX and VFICX.


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Drawdown Indicators


VGCIXVFICXDifference

Max Drawdown

Largest peak-to-trough decline

-18.69%

-20.24%

+1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-3.34%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-4.13%

-6.10%

+1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-18.69%

-20.24%

+1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-20.24%

Current Drawdown

Current decline from peak

-0.47%

-1.32%

+0.85%

Average Drawdown

Average peak-to-trough decline

-4.42%

-2.49%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

1.02%

-0.13%

Volatility

VGCIX vs. VFICX - Volatility Comparison

The current volatility for Vanguard Global Credit Bond Fund Investor Shares (VGCIX) is 1.08%, while Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) has a volatility of 1.38%. This indicates that VGCIX experiences smaller price fluctuations and is considered to be less risky than VFICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGCIXVFICXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.38%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

3.22%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.42%

4.24%

-0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.14%

6.39%

-1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

5.19%

-0.29%

VGCIX vs. VFICX - Expense Ratio Comparison

VGCIX has a 0.35% expense ratio, which is higher than VFICX's 0.20% expense ratio.


Dividends

VGCIX vs. VFICX - Dividend Comparison

VGCIX's dividend yield for the trailing twelve months is around 4.84%, less than VFICX's 4.99% yield.


PositionTTM20252024202320222021202020192018201720162015
VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
4.99%4.81%4.57%3.81%3.09%3.53%5.70%3.03%3.20%2.96%3.84%3.54%
VGCIX
Vanguard Global Credit Bond Fund Investor Shares
4.84%4.82%4.54%4.38%2.61%3.05%4.55%6.77%0.35%0.00%0.00%0.00%

Frequently Asked Questions


VGCIX and VFICX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFICX has higher volatility (1.38%) compared to VGCIX (1.08%). In terms of maximum drawdown, VGCIX dropped -18.69% vs VFICX's -20.24%.

VGCIX currently has the higher Sharpe Ratio (1.58 vs 1.37), 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.

Portfolio Optimizer

Find the right allocation for VGCIX and VFICX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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