PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VICSX vs. VLTCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VICSX and VLTCX is 0.92, 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.


-0.50.00.51.00.9

Performance

VICSX vs. VLTCX - 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 Vanguard Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
1.59%
-0.49%
VICSX
VLTCX

Key characteristics

Sharpe Ratio

VICSX:

0.84

VLTCX:

0.02

Sortino Ratio

VICSX:

1.22

VLTCX:

0.09

Omega Ratio

VICSX:

1.15

VLTCX:

1.01

Calmar Ratio

VICSX:

0.38

VLTCX:

0.01

Martin Ratio

VICSX:

2.55

VLTCX:

0.04

Ulcer Index

VICSX:

1.72%

VLTCX:

4.08%

Daily Std Dev

VICSX:

5.23%

VLTCX:

10.03%

Max Drawdown

VICSX:

-21.03%

VLTCX:

-34.55%

Current Drawdown

VICSX:

-5.94%

VLTCX:

-21.08%

Returns By Period

In the year-to-date period, VICSX achieves a -0.05% return, which is significantly higher than VLTCX's -0.20% return. Over the past 10 years, VICSX has outperformed VLTCX with an annualized return of 2.44%, while VLTCX has yielded a comparatively lower 1.75% annualized return.


VICSX

YTD

-0.05%

1M

-0.26%

6M

1.59%

1Y

4.48%

5Y*

0.51%

10Y*

2.44%

VLTCX

YTD

-0.20%

1M

-1.59%

6M

-0.68%

1Y

0.55%

5Y*

-2.24%

10Y*

1.75%

*Annualized

Compare stocks, funds, or ETFs

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


VICSX vs. VLTCX - Expense Ratio Comparison

Both VICSX and VLTCX have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
Expense ratio chart for VICSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VLTCX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VICSX vs. VLTCX — Risk-Adjusted Performance Rank

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

VICSX
The Risk-Adjusted Performance Rank of VICSX is 3535
Overall Rank
The Sharpe Ratio Rank of VICSX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VICSX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of VICSX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VICSX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VICSX is 3333
Martin Ratio Rank

VLTCX
The Risk-Adjusted Performance Rank of VLTCX is 55
Overall Rank
The Sharpe Ratio Rank of VLTCX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VLTCX is 55
Sortino Ratio Rank
The Omega Ratio Rank of VLTCX is 55
Omega Ratio Rank
The Calmar Ratio Rank of VLTCX is 55
Calmar Ratio Rank
The Martin Ratio Rank of VLTCX is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VICSX vs. VLTCX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for VICSX, currently valued at 0.84, compared to the broader market-1.000.001.002.003.004.000.840.02
The chart of Sortino ratio for VICSX, currently valued at 1.22, compared to the broader market0.005.0010.001.220.09
The chart of Omega ratio for VICSX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.01
The chart of Calmar ratio for VICSX, currently valued at 0.38, compared to the broader market0.005.0010.0015.0020.000.380.01
The chart of Martin ratio for VICSX, currently valued at 2.55, compared to the broader market0.0020.0040.0060.0080.002.550.04
VICSX
VLTCX

The current VICSX Sharpe Ratio is 0.84, which is higher than the VLTCX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of VICSX and VLTCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.84
0.02
VICSX
VLTCX

Dividends

VICSX vs. VLTCX - Dividend Comparison

VICSX's dividend yield for the trailing twelve months is around 4.41%, less than VLTCX's 5.17% yield.


TTM20242023202220212020201920182017201620152014
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
4.41%4.40%3.70%3.00%2.20%2.56%3.36%3.62%3.22%3.30%3.36%3.20%
VLTCX
Vanguard Long-Term Corporate Bond Index Fund Admiral Shares
5.17%5.16%4.65%4.41%3.04%3.15%3.82%4.56%4.01%4.37%4.71%4.32%

Drawdowns

VICSX vs. VLTCX - Drawdown Comparison

The maximum VICSX drawdown since its inception was -21.03%, smaller than the maximum VLTCX drawdown of -34.55%. Use the drawdown chart below to compare losses from any high point for VICSX and VLTCX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-5.94%
-21.08%
VICSX
VLTCX

Volatility

VICSX vs. VLTCX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) is 1.70%, while Vanguard Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX) has a volatility of 2.99%. This indicates that VICSX experiences smaller price fluctuations and is considered to be less risky than VLTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%AugustSeptemberOctoberNovemberDecember2025
1.70%
2.99%
VICSX
VLTCX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab