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VPLS vs. VCIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPLS vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core-Plus Bond ETF (VPLS) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VPLS achieves a 0.80% return, which is significantly higher than VCIT's 0.22% return.


VPLS

1D
-0.20%
1M
0.62%
YTD
0.80%
6M
0.89%
1Y
5.30%
3Y*
5Y*
10Y*

VCIT

1D
-0.23%
1M
0.50%
YTD
0.22%
6M
0.37%
1Y
5.37%
3Y*
6.06%
5Y*
1.14%
10Y*
2.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VPLS vs. VCIT - Yearly Performance Comparison


2026 (YTD)202520242023
VPLS
Vanguard Core-Plus Bond ETF
0.80%7.86%2.72%2.83%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.22%9.34%3.20%2.91%

Correlation

The correlation between VPLS and VCIT is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2023

0.95

The correlation between VPLS and VCIT has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

VPLS vs. VCIT — Risk / Return Rank

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

VPLS
VPLS Risk / Return Rank: 4242
Overall Rank
VPLS Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VPLS Sortino Ratio Rank: 4545
Sortino Ratio Rank
VPLS Omega Ratio Rank: 4141
Omega Ratio Rank
VPLS Calmar Ratio Rank: 4040
Calmar Ratio Rank
VPLS Martin Ratio Rank: 3939
Martin Ratio Rank

VCIT
VCIT Risk / Return Rank: 3737
Overall Rank
VCIT Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 3939
Sortino Ratio Rank
VCIT Omega Ratio Rank: 3636
Omega Ratio Rank
VCIT Calmar Ratio Rank: 3737
Calmar Ratio Rank
VCIT Martin Ratio Rank: 3838
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.

VPLS vs. VCIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core-Plus Bond ETF (VPLS) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VPLSVCITDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratioReturn relative to maximum drawdown

1.96

1.82

+0.14

Martin ratioReturn relative to average drawdown

6.12

5.78

+0.33

VPLS vs. VCIT - Sharpe Ratio Comparison

The current VPLS Sharpe Ratio is 1.48, which is comparable to the VCIT Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of VPLS and VCIT, 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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Drawdowns

VPLS vs. VCIT - Drawdown Comparison

The maximum VPLS drawdown since its inception was -4.17%, smaller than the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for VPLS and VCIT.


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Drawdown Indicators


VPLSVCITDifference

Max Drawdown

Largest peak-to-trough decline

-4.17%

-20.56%

+16.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-2.96%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-1.06%

-1.32%

+0.26%

Average Drawdown

Average peak-to-trough decline

-1.01%

-3.15%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

0.93%

-0.06%

Volatility

VPLS vs. VCIT - Volatility Comparison

The current volatility for Vanguard Core-Plus Bond ETF (VPLS) is 0.96%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 1.23%. This indicates that VPLS experiences smaller price fluctuations and is considered to be less risky than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPLSVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

1.23%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

3.18%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

3.61%

4.11%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.59%

6.62%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.59%

6.29%

-1.70%

VPLS vs. VCIT - Expense Ratio Comparison

VPLS has a 0.20% expense ratio, which is higher than VCIT's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VPLS vs. VCIT - Dividend Comparison

VPLS's dividend yield for the trailing twelve months is around 4.75%, less than VCIT's 4.80% yield.


PositionTTM20252024202320222021202020192018201720162015
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.80%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%
VPLS
Vanguard Core-Plus Bond ETF
4.75%4.78%4.52%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, VPLS and VCIT 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.

VCIT has higher volatility (1.23%) compared to VPLS (0.96%). In terms of maximum drawdown, VPLS dropped -4.17% vs VCIT's -20.56%.

On 1-year performance, VCIT leads with 5.37% vs 5.30% for VPLS. On fees, VCIT is cheaper at 0.03% per year. On volatility, VPLS has been the lower-risk option at 0.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VCIT has performed better with a 5.37% return vs 5.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCIT is cheaper with a 0.03% expense ratio, compared with 0.20% for VPLS.

VCIT has the higher dividend yield at 4.80%, compared with 4.75% for VPLS.

VPLS is categorized as Intermediate Core-Plus Bond, while VCIT is Corporate Bonds. Their fees differ too: 0.20% for VPLS and 0.03% for VCIT.

VPLS currently has the higher Sharpe Ratio (1.48 vs 1.31), 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 VPLS and VCIT

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