VSGX vs. IBID
VSGX (Vanguard ESG International Stock ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - VSGX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Choice Index, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, VSGX returned 37.23% vs 4.04% for IBID. At a 0.06 correlation, their price movements are largely independent. Both charge a 0.10% expense ratio.
Performance
VSGX vs. IBID - Performance Comparison
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Returns By Period
In the year-to-date period, VSGX achieves a 18.50% return, which is significantly higher than IBID's 1.99% return.
VSGX
- 1D
- 0.24%
- 1M
- 5.19%
- YTD
- 18.50%
- 6M
- 18.94%
- 1Y
- 37.23%
- 3Y*
- 20.80%
- 5Y*
- 8.71%
- 10Y*
- —
IBID
- 1D
- -0.10%
- 1M
- -0.19%
- YTD
- 1.99%
- 6M
- 2.06%
- 1Y
- 4.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VSGX vs. IBID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VSGX Vanguard ESG International Stock ETF | 18.50% | 30.77% | 5.72% | 6.61% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 1.99% | 5.66% | 4.71% | 2.61% |
Correlation
The correlation between VSGX and IBID is -0.13, 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 | -0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.06 |
The correlation between VSGX and IBID shifts across timeframes, from -0.13 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VSGX vs. IBID — Risk / Return Rank
VSGX
IBID
VSGX vs. IBID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.
| VSGX | IBID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.77 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 8.54 | -5.63 |
| Martin ratioReturn relative to average drawdown | 11.20 | 33.17 | -21.96 |
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Drawdowns
VSGX vs. IBID - Drawdown Comparison
The maximum VSGX drawdown since its inception was -33.09%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for VSGX and IBID.
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Drawdown Indicators
| VSGX | IBID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.09% | -1.28% | -31.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -0.49% | -12.35% |
Max Drawdown (3Y)Largest decline over 3 years | -13.83% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.14% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.49% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -0.22% | -7.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 0.13% | +3.20% |
Volatility
VSGX vs. IBID - Volatility Comparison
Vanguard ESG International Stock ETF (VSGX) has a higher volatility of 6.99% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.36%. This indicates that VSGX's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSGX | IBID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 0.36% | +6.63% |
Volatility (6M)Calculated over the trailing 6-month period | 15.33% | 0.86% | +14.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.35% | 1.24% | +16.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.52% | 2.25% | +14.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 2.25% | +15.88% |
VSGX vs. IBID - Expense Ratio Comparison
Both VSGX and IBID 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
VSGX vs. IBID - Dividend Comparison
VSGX's dividend yield for the trailing twelve months is around 2.87%, less than IBID's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IBID iShares iBonds Oct 2027 Term TIPS ETF | 3.68% | 4.43% | 4.24% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VSGX Vanguard ESG International Stock ETF | 2.87% | 3.23% | 3.10% | 2.77% | 2.61% | 2.49% | 1.67% | 2.28% | 0.38% |
Frequently Asked Questions
VSGX and IBID have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSGX has higher volatility (6.99%) compared to IBID (0.36%). In terms of maximum drawdown, VSGX dropped -33.09% vs IBID's -1.28%.
On 1-year performance, VSGX leads with 37.23% vs 4.04% for IBID. Both ETFs have the same 0.10% expense ratio. On volatility, IBID has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VSGX has performed better with a 37.23% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VSGX and IBID have the same expense ratio: 0.10% per year.
IBID has the higher dividend yield at 3.68%, compared with 2.87% for VSGX.
VSGX is categorized as Foreign Large Cap Equities, while IBID is Inflation-Protected Bonds. VSGX tracks FTSE Global All Cap ex US Choice Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Vanguard and iShares.
IBID currently has the higher Sharpe Ratio (3.40 vs 2.16), 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.
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