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VTC vs. BBCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTC vs. BBCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Corporate Bond ETF (VTC) and JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (BBCB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTC achieves a 0.60% return, which is significantly lower than BBCB's 2.82% return.


VTC

1D
-0.22%
1M
0.63%
YTD
0.60%
6M
0.33%
1Y
5.99%
3Y*
5.22%
5Y*
0.51%
10Y*

BBCB

1D
-0.11%
1M
0.66%
YTD
2.82%
6M
2.66%
1Y
8.37%
3Y*
5.98%
5Y*
0.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTC vs. BBCB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VTC
Vanguard Total Corporate Bond ETF
0.60%7.58%2.15%8.58%-15.68%-1.41%9.30%14.60%0.42%
BBCB
JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF
2.82%7.69%1.97%8.42%-15.72%-2.23%10.39%14.86%0.43%

Correlation

The correlation between VTC and BBCB is 0.97 - 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

0.97

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2018

0.94

The correlation between VTC and BBCB has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

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Return for Risk

VTC vs. BBCB — Risk / Return Rank

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

VTC
VTC Risk / Return Rank: 3939
Overall Rank
VTC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VTC Sortino Ratio Rank: 3838
Sortino Ratio Rank
VTC Omega Ratio Rank: 3535
Omega Ratio Rank
VTC Calmar Ratio Rank: 4141
Calmar Ratio Rank
VTC Martin Ratio Rank: 4141
Martin Ratio Rank

BBCB
BBCB Risk / Return Rank: 5656
Overall Rank
BBCB Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BBCB Sortino Ratio Rank: 6060
Sortino Ratio Rank
BBCB Omega Ratio Rank: 5555
Omega Ratio Rank
BBCB Calmar Ratio Rank: 5858
Calmar Ratio Rank
BBCB Martin Ratio Rank: 5858
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.

VTC vs. BBCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Corporate Bond ETF (VTC) and JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (BBCB). 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.


VTCBBCBDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.24

1.34

-0.10

Calmar ratioReturn relative to maximum drawdown

2.09

2.85

-0.76

Martin ratioReturn relative to average drawdown

6.63

10.09

-3.46

VTC vs. BBCB - Sharpe Ratio Comparison

The current VTC Sharpe Ratio is 1.38, which is comparable to the BBCB Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of VTC and BBCB, 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


VTCBBCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.71

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.12

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.46

-0.14

Drawdowns

VTC vs. BBCB - Drawdown Comparison

The maximum VTC drawdown since its inception was -22.05%, roughly equal to the maximum BBCB drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for VTC and BBCB.


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Drawdown Indicators


VTCBBCBDifference

Max Drawdown

Largest peak-to-trough decline

-22.05%

-22.48%

+0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.95%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-6.46%

-6.46%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-22.05%

-22.32%

+0.27%

Current Drawdown

Current decline from peak

-0.99%

-0.34%

-0.65%

Average Drawdown

Average peak-to-trough decline

-5.84%

-6.66%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.83%

+0.07%

Volatility

VTC vs. BBCB - Volatility Comparison

Vanguard Total Corporate Bond ETF (VTC) and JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (BBCB) have volatilities of 1.43% and 1.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTCBBCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.41%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

3.98%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

4.93%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.08%

7.25%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.68%

7.50%

+0.18%

VTC vs. BBCB - Expense Ratio Comparison

VTC has a 0.04% expense ratio, which is lower than BBCB's 0.09% 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

VTC vs. BBCB - Dividend Comparison

VTC's dividend yield for the trailing twelve months is around 4.93%, less than BBCB's 7.15% yield.


PositionTTM202520242023202220212020201920182017
BBCB
JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF
7.15%5.02%5.22%4.22%3.39%3.47%4.59%5.25%0.20%0.00%
VTC
Vanguard Total Corporate Bond ETF
4.93%4.76%4.50%3.80%3.13%2.36%2.69%3.34%3.53%0.55%

Frequently Asked Questions


With a correlation of 0.97, VTC and BBCB 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.

VTC has higher volatility (1.43%) compared to BBCB (1.41%). In terms of maximum drawdown, VTC dropped -22.05% vs BBCB's -22.48%.

On 5-year performance, BBCB leads with 0.84% vs 0.51% for VTC. On fees, VTC is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BBCB has performed better with a 0.84% return vs 0.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTC is cheaper with a 0.04% expense ratio, compared with 0.09% for BBCB.

BBCB has the higher dividend yield at 7.15%, compared with 4.93% for VTC.

VTC tracks Bloomberg Barclays U.S. Corporate Bond Index, while BBCB tracks Bloomberg US Corporate Investment Grade. They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.04% for VTC and 0.09% for BBCB.

BBCB currently has the higher Sharpe Ratio (1.71 vs 1.38), 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

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