PortfoliosLab logoPortfoliosLab logo
VIG vs. LQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIG vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Appreciation ETF (VIG) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VIG achieves a 6.58% return, which is significantly higher than LQD's -0.06% return. Over the past 10 years, VIG has outperformed LQD with an annualized return of 13.05%, while LQD has yielded a comparatively lower 2.41% annualized return.


VIG

1D
0.03%
1M
2.32%
YTD
6.58%
6M
6.47%
1Y
18.31%
3Y*
16.04%
5Y*
10.62%
10Y*
13.05%

LQD

1D
-0.10%
1M
-0.67%
YTD
-0.06%
6M
-0.06%
1Y
5.73%
3Y*
4.95%
5Y*
-0.28%
10Y*
2.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIG vs. LQD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIG
Vanguard Dividend Appreciation ETF
6.58%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
-0.06%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%

Correlation

The correlation between VIG and LQD is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.36

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

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2006

0.08

Over the past year, VIG and LQD have become more correlated (0.46) than their long-term average of 0.08, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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


Return for Risk

VIG vs. LQD — Risk / Return Rank

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

VIG
VIG Risk / Return Rank: 5858
Overall Rank
VIG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 6464
Sortino Ratio Rank
VIG Omega Ratio Rank: 5858
Omega Ratio Rank
VIG Calmar Ratio Rank: 5252
Calmar Ratio Rank
VIG Martin Ratio Rank: 5858
Martin Ratio Rank

LQD
LQD Risk / Return Rank: 3434
Overall Rank
LQD Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3232
Sortino Ratio Rank
LQD Omega Ratio Rank: 3030
Omega Ratio Rank
LQD Calmar Ratio Rank: 3838
Calmar Ratio Rank
LQD Martin Ratio Rank: 3535
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.

VIG vs. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.


VIGLQDDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.33

1.19

+0.14

Calmar ratioReturn relative to maximum drawdown

2.33

1.72

+0.60

Martin ratioReturn relative to average drawdown

9.37

4.88

+4.49

VIG vs. LQD - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 1.82, which is higher than the LQD Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of VIG and LQD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VIGLQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.08

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

-0.03

+0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.28

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.54

+0.06

Drawdowns

VIG vs. LQD - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, which is greater than LQD's maximum drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for VIG and LQD.


Loading charts...

Drawdown Indicators


VIGLQDDifference

Max Drawdown

Largest peak-to-trough decline

-46.81%

-24.95%

-21.86%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-3.34%

-4.57%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-8.43%

-6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-24.95%

+4.56%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

-24.95%

-6.77%

Current Drawdown

Current decline from peak

-1.34%

-4.21%

+2.87%

Average Drawdown

Average peak-to-trough decline

-5.51%

-3.99%

-1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.18%

+0.78%

Volatility

VIG vs. LQD - Volatility Comparison

Vanguard Dividend Appreciation ETF (VIG) has a higher volatility of 2.42% compared to iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) at 1.62%. This indicates that VIG's price experiences larger fluctuations and is considered to be riskier than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VIGLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

1.62%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

3.94%

+3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

10.10%

5.32%

+4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.24%

8.65%

+5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

8.68%

+7.38%

VIG vs. LQD - Expense Ratio Comparison

VIG has a 0.04% expense ratio, which is lower than LQD's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VIG vs. LQD - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.48%, less than LQD's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.59%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%
VIG
Vanguard Dividend Appreciation ETF
1.48%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Frequently Asked Questions


VIG and LQD have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIG has higher volatility (2.42%) compared to LQD (1.62%). In terms of maximum drawdown, VIG dropped -46.81% vs LQD's -24.95%.

On 10-year performance, VIG leads with 13.05% vs 2.41% for LQD. On fees, VIG is cheaper at 0.04% per year. On volatility, LQD has been the lower-risk option at 1.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VIG has performed better with a 13.05% return vs 2.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIG is cheaper with a 0.04% expense ratio, compared with 0.15% for LQD.

LQD has the higher dividend yield at 4.59%, compared with 1.48% for VIG.

VIG is categorized as Dividend, while LQD is Corporate Bonds. VIG tracks S&P U.S. Dividend Growers Index, while LQD tracks iBoxx $ Liquid Investment Grade Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VIG and 0.15% for LQD.

VIG currently has the higher Sharpe Ratio (1.82 vs 1.08), 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 VIG and LQD

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

Open Portfolio Optimizer