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VIS vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIS vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Industrials ETF (VIS) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIS achieves a 14.99% return, which is significantly higher than IBIC's 2.35% return.


VIS

1D
1.16%
1M
1.40%
YTD
14.99%
6M
16.70%
1Y
28.58%
3Y*
22.65%
5Y*
12.78%
10Y*
14.09%

IBIC

1D
0.02%
1M
0.37%
YTD
2.35%
6M
2.51%
1Y
4.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIS vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
VIS
Vanguard Industrials ETF
14.99%18.57%16.85%10.32%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.35%4.96%5.25%2.17%

Correlation

The correlation between VIS and IBIC is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.23

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

-0.05

The correlation between VIS and IBIC shifts across timeframes, from -0.23 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VIS vs. IBIC — Risk / Return Rank

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

VIS
VIS Risk / Return Rank: 5050
Overall Rank
VIS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIS Sortino Ratio Rank: 5151
Sortino Ratio Rank
VIS Omega Ratio Rank: 4747
Omega Ratio Rank
VIS Calmar Ratio Rank: 4646
Calmar Ratio Rank
VIS Martin Ratio Rank: 5555
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
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.

VIS vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Industrials ETF (VIS) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.


VISIBICDifference

Sharpe ratio

Return per unit of total volatility

1.75

4.97

-3.22

Sortino ratio

Return per unit of downside risk

2.51

8.97

-6.47

Omega ratio

Gain probability vs. loss probability

1.30

2.21

-0.91

Calmar ratio

Return relative to maximum drawdown

2.31

17.05

-14.74

Martin ratio

Return relative to average drawdown

9.60

66.57

-56.98

VIS vs. IBIC - Sharpe Ratio Comparison

The current VIS Sharpe Ratio is 1.75, which is lower than the IBIC Sharpe Ratio of 4.97. The chart below compares the historical Sharpe Ratios of VIS and IBIC, 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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Sharpe Ratios by Period


VISIBICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

4.97

-3.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

3.49

-2.97

Drawdowns

VIS vs. IBIC - Drawdown Comparison

The maximum VIS drawdown since its inception was -63.51%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for VIS and IBIC.


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Drawdown Indicators


VISIBICDifference

Max Drawdown

Largest peak-to-trough decline

-63.51%

-0.90%

-62.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-0.26%

-12.03%

Max Drawdown (3Y)

Largest decline over 3 years

-20.80%

Max Drawdown (5Y)

Largest decline over 5 years

-22.96%

Max Drawdown (10Y)

Largest decline over 10 years

-42.42%

Current Drawdown

Current decline from peak

-0.91%

-0.15%

-0.76%

Average Drawdown

Average peak-to-trough decline

-8.38%

-0.10%

-8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

0.07%

+2.88%

Volatility

VIS vs. IBIC - Volatility Comparison

Vanguard Industrials ETF (VIS) has a higher volatility of 5.29% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.34%. This indicates that VIS's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VISIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

0.34%

+4.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

0.67%

+12.88%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

0.90%

+15.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.35%

1.58%

+16.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.43%

1.58%

+18.85%

VIS vs. IBIC - Expense Ratio Comparison

Both VIS and IBIC have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VIS vs. IBIC - Dividend Comparison

VIS's dividend yield for the trailing twelve months is around 0.89%, less than IBIC's 3.59% yield.


PositionTTM20252024202320222021202020192018201720162015
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIS
Vanguard Industrials ETF
0.89%1.01%1.23%1.36%1.52%1.11%1.38%1.68%1.90%1.60%1.81%1.94%

Frequently Asked Questions


VIS and IBIC have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIS has higher volatility (5.29%) compared to IBIC (0.34%). In terms of maximum drawdown, VIS dropped -63.51% vs IBIC's -0.90%.

On 1-year performance, VIS leads with 28.58% vs 4.48% for IBIC. Both ETFs have the same 0.10% expense ratio. On volatility, IBIC has been the lower-risk option at 0.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VIS has performed better with a 28.58% return vs 4.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIS and IBIC have the same expense ratio: 0.10% per year.

IBIC has the higher dividend yield at 3.59%, compared with 0.89% for VIS.

VIS is categorized as Industrials Equities, while IBIC is Inflation-Protected Bonds. VIS tracks MSCI US Investable Market Industrials 25/50 Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Vanguard and iShares.

IBIC currently has the higher Sharpe Ratio (4.97 vs 1.75), 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 VIS and IBIC

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