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VICSX vs. IDMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VICSX vs. IDMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) and iMGP Dolan McEniry Corporate Bond Fund (IDMIX). The values are adjusted to include any dividend payments, if applicable.

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VICSX vs. IDMIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
-0.94%9.36%3.66%8.88%-14.09%-1.56%9.52%13.99%1.01%
IDMIX
iMGP Dolan McEniry Corporate Bond Fund
-1.63%7.58%2.41%5.96%-9.71%-1.54%5.52%11.26%-0.17%

Returns By Period

In the year-to-date period, VICSX achieves a -0.94% return, which is significantly higher than IDMIX's -1.63% return.


VICSX

1D
0.54%
1M
-2.45%
YTD
-0.94%
6M
0.27%
1Y
5.56%
3Y*
5.58%
5Y*
1.50%
10Y*
3.05%

IDMIX

1D
0.30%
1M
-1.98%
YTD
-1.63%
6M
-0.10%
1Y
4.13%
3Y*
4.19%
5Y*
0.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VICSX vs. IDMIX - Expense Ratio Comparison

VICSX has a 0.07% expense ratio, which is lower than IDMIX's 0.70% expense ratio.


Return for Risk

VICSX vs. IDMIX — Risk / Return Rank

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

VICSX
VICSX Risk / Return Rank: 7575
Overall Rank
VICSX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VICSX Sortino Ratio Rank: 7676
Sortino Ratio Rank
VICSX Omega Ratio Rank: 6565
Omega Ratio Rank
VICSX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VICSX Martin Ratio Rank: 7777
Martin Ratio Rank

IDMIX
IDMIX Risk / Return Rank: 8080
Overall Rank
IDMIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IDMIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
IDMIX Omega Ratio Rank: 7474
Omega Ratio Rank
IDMIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDMIX Martin Ratio Rank: 8282
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.

VICSX vs. IDMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) and iMGP Dolan McEniry Corporate Bond Fund (IDMIX). 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.


VICSXIDMIXDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.47

-0.15

Sortino ratio

Return per unit of downside risk

1.86

2.14

-0.29

Omega ratio

Gain probability vs. loss probability

1.24

1.28

-0.04

Calmar ratio

Return relative to maximum drawdown

2.04

2.03

+0.01

Martin ratio

Return relative to average drawdown

7.46

8.22

-0.76

VICSX vs. IDMIX - Sharpe Ratio Comparison

The current VICSX Sharpe Ratio is 1.32, which is comparable to the IDMIX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of VICSX and IDMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VICSXIDMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.47

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.20

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.60

+0.24

Correlation

The correlation between VICSX and IDMIX is 0.84, 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

VICSX vs. IDMIX - Dividend Comparison

VICSX's dividend yield for the trailing twelve months is around 4.32%, more than IDMIX's 3.89% yield.


TTM20252024202320222021202020192018201720162015
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
4.32%4.59%4.77%3.70%3.00%2.76%2.77%3.35%3.62%3.22%3.03%3.36%
IDMIX
iMGP Dolan McEniry Corporate Bond Fund
3.89%4.53%2.90%2.42%0.51%1.25%2.43%2.96%0.94%0.00%0.00%0.00%

Drawdowns

VICSX vs. IDMIX - Drawdown Comparison

The maximum VICSX drawdown since its inception was -20.53%, which is greater than IDMIX's maximum drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for VICSX and IDMIX.


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Drawdown Indicators


VICSXIDMIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.53%

-14.19%

-6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-2.38%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-20.53%

-14.19%

-6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-20.53%

Current Drawdown

Current decline from peak

-2.45%

-2.08%

-0.37%

Average Drawdown

Average peak-to-trough decline

-3.18%

-3.83%

+0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.59%

+0.25%

Volatility

VICSX vs. IDMIX - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) has a higher volatility of 1.81% compared to iMGP Dolan McEniry Corporate Bond Fund (IDMIX) at 1.13%. This indicates that VICSX's price experiences larger fluctuations and is considered to be riskier than IDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VICSXIDMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

1.13%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

1.81%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

4.38%

3.09%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.14%

3.81%

+2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.33%

4.09%

+1.24%