PortfoliosLab logoPortfoliosLab logo
VLTCX vs. QLTA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VLTCX vs. QLTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX) and iShares Aaa - A Rated Corporate Bond ETF (QLTA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VLTCX achieves a 1.22% return, which is significantly higher than QLTA's 0.31% return. Over the past 10 years, VLTCX has outperformed QLTA with an annualized return of 2.42%, while QLTA has yielded a comparatively lower 2.00% annualized return.


VLTCX

1D
0.10%
1M
1.99%
YTD
1.22%
6M
0.35%
1Y
8.16%
3Y*
4.67%
5Y*
-1.46%
10Y*
2.42%

QLTA

1D
-0.19%
1M
0.50%
YTD
0.31%
6M
0.04%
1Y
5.42%
3Y*
4.51%
5Y*
0.10%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VLTCX vs. QLTA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VLTCX
Vanguard Long-Term Corporate Bond Index Fund Admiral Shares
1.22%7.27%-1.47%11.05%-25.77%-1.16%13.68%23.19%-6.85%12.40%
QLTA
iShares Aaa - A Rated Corporate Bond ETF
0.31%7.36%1.23%7.60%-15.14%-2.32%9.62%12.54%-2.27%5.69%

Correlation

The correlation between VLTCX and QLTA is 0.95, 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

0.95

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

0.96

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

0.94

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

0.88

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2012

0.85

The correlation between VLTCX and QLTA shifts across timeframes, from 0.85 (all time) to 0.96 (3 years), reflecting how their relationship changes across market environments.

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

VLTCX vs. QLTA — Risk / Return Rank

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

VLTCX
VLTCX Risk / Return Rank: 1616
Overall Rank
VLTCX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VLTCX Sortino Ratio Rank: 1515
Sortino Ratio Rank
VLTCX Omega Ratio Rank: 1414
Omega Ratio Rank
VLTCX Calmar Ratio Rank: 1919
Calmar Ratio Rank
VLTCX Martin Ratio Rank: 1414
Martin Ratio Rank

QLTA
QLTA Risk / Return Rank: 3535
Overall Rank
QLTA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
QLTA Sortino Ratio Rank: 3434
Sortino Ratio Rank
QLTA Omega Ratio Rank: 3232
Omega Ratio Rank
QLTA Calmar Ratio Rank: 3939
Calmar Ratio Rank
QLTA Martin Ratio Rank: 3636
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.

VLTCX vs. QLTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX) and iShares Aaa - A Rated Corporate Bond ETF (QLTA). 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.


VLTCXQLTADifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.19

1.22

-0.02

Calmar ratioReturn relative to maximum drawdown

1.60

1.94

-0.33

Martin ratioReturn relative to average drawdown

3.93

5.80

-1.86

VLTCX vs. QLTA - Sharpe Ratio Comparison

The current VLTCX Sharpe Ratio is 1.11, which is comparable to the QLTA Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of VLTCX and QLTA, 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


VLTCXQLTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.25

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.01

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.29

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.40

+0.05

Drawdowns

VLTCX vs. QLTA - Drawdown Comparison

The maximum VLTCX drawdown since its inception was -34.56%, which is greater than QLTA's maximum drawdown of -22.27%. Use the drawdown chart below to compare losses from any high point for VLTCX and QLTA.


Loading charts...

Drawdown Indicators


VLTCXQLTADifference

Max Drawdown

Largest peak-to-trough decline

-34.56%

-22.27%

-12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-2.81%

-2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-12.87%

-6.66%

-6.21%

Max Drawdown (5Y)

Largest decline over 5 years

-34.56%

-21.36%

-13.20%

Max Drawdown (10Y)

Largest decline over 10 years

-34.56%

-22.27%

-12.29%

Current Drawdown

Current decline from peak

-13.80%

-3.41%

-10.39%

Average Drawdown

Average peak-to-trough decline

-8.04%

-4.68%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

0.94%

+1.21%

Volatility

VLTCX vs. QLTA - Volatility Comparison

Vanguard Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX) has a higher volatility of 2.46% compared to iShares Aaa - A Rated Corporate Bond ETF (QLTA) at 1.37%. This indicates that VLTCX's price experiences larger fluctuations and is considered to be riskier than QLTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VLTCXQLTADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

1.37%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

5.52%

3.19%

+2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

7.68%

4.37%

+3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.87%

7.22%

+4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.60%

7.02%

+3.58%

VLTCX vs. QLTA - Expense Ratio Comparison

VLTCX has a 0.07% expense ratio, which is lower than QLTA'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

VLTCX vs. QLTA - Dividend Comparison

VLTCX's dividend yield for the trailing twelve months is around 5.50%, more than QLTA's 4.47% yield.


PositionTTM20252024202320222021202020192018201720162015
QLTA
iShares Aaa - A Rated Corporate Bond ETF
4.47%4.33%4.11%3.39%2.79%1.96%2.31%2.99%3.09%2.67%2.59%2.99%
VLTCX
Vanguard Long-Term Corporate Bond Index Fund Admiral Shares
5.50%5.48%5.58%4.65%4.41%3.03%3.15%3.82%4.56%4.01%4.37%4.71%

Frequently Asked Questions


With a correlation of 0.95, VLTCX and QLTA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VLTCX has higher volatility (2.46%) compared to QLTA (1.37%). In terms of maximum drawdown, VLTCX dropped -34.56% vs QLTA's -22.27%.

QLTA currently has the higher Sharpe Ratio (1.25 vs 1.11), 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 VLTCX and QLTA

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