PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VTC vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTC and VIG is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

VTC vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Corporate Bond ETF (VTC) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
0.36%
4.75%
VTC
VIG

Key characteristics

Sharpe Ratio

VTC:

0.34

VIG:

1.71

Sortino Ratio

VTC:

0.51

VIG:

2.39

Omega Ratio

VTC:

1.06

VIG:

1.31

Calmar Ratio

VTC:

0.15

VIG:

3.34

Martin Ratio

VTC:

1.01

VIG:

9.57

Ulcer Index

VTC:

1.93%

VIG:

1.87%

Daily Std Dev

VTC:

5.76%

VIG:

10.49%

Max Drawdown

VTC:

-22.05%

VIG:

-46.81%

Current Drawdown

VTC:

-8.37%

VIG:

-3.10%

Returns By Period

In the year-to-date period, VTC achieves a -0.29% return, which is significantly lower than VIG's 0.83% return.


VTC

YTD

-0.29%

1M

-1.41%

6M

0.37%

1Y

2.79%

5Y*

-0.05%

10Y*

N/A

VIG

YTD

0.83%

1M

-2.04%

6M

4.75%

1Y

18.40%

5Y*

11.08%

10Y*

11.67%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTC vs. VIG - Expense Ratio Comparison

VTC has a 0.04% expense ratio, which is lower than VIG's 0.06% 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%.


VIG
Vanguard Dividend Appreciation ETF
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VTC: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VTC vs. VIG — Risk-Adjusted Performance Rank

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

VTC
The Risk-Adjusted Performance Rank of VTC is 1717
Overall Rank
The Sharpe Ratio Rank of VTC is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VTC is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VTC is 1616
Omega Ratio Rank
The Calmar Ratio Rank of VTC is 1515
Calmar Ratio Rank
The Martin Ratio Rank of VTC is 1818
Martin Ratio Rank

VIG
The Risk-Adjusted Performance Rank of VIG is 7575
Overall Rank
The Sharpe Ratio Rank of VIG is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VIG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VIG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VIG is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VIG is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTC vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Corporate Bond ETF (VTC) and Vanguard Dividend Appreciation ETF (VIG). 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.


Sharpe ratio
The chart of Sharpe ratio for VTC, currently valued at 0.34, compared to the broader market0.002.004.000.341.71
The chart of Sortino ratio for VTC, currently valued at 0.51, compared to the broader market-2.000.002.004.006.008.0010.0012.000.512.39
The chart of Omega ratio for VTC, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.31
The chart of Calmar ratio for VTC, currently valued at 0.15, compared to the broader market0.005.0010.0015.000.153.34
The chart of Martin ratio for VTC, currently valued at 1.01, compared to the broader market0.0020.0040.0060.0080.00100.001.019.57
VTC
VIG

The current VTC Sharpe Ratio is 0.34, which is lower than the VIG Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of VTC and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.34
1.71
VTC
VIG

Dividends

VTC vs. VIG - Dividend Comparison

VTC's dividend yield for the trailing twelve months is around 4.52%, more than VIG's 1.71% yield.


TTM20242023202220212020201920182017201620152014
VTC
Vanguard Total Corporate Bond ETF
4.52%4.50%3.81%3.13%2.36%2.69%3.34%3.54%0.55%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.71%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%

Drawdowns

VTC vs. VIG - Drawdown Comparison

The maximum VTC drawdown since its inception was -22.05%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for VTC and VIG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.37%
-3.10%
VTC
VIG

Volatility

VTC vs. VIG - Volatility Comparison

The current volatility for Vanguard Total Corporate Bond ETF (VTC) is 1.77%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 4.27%. This indicates that VTC experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
1.77%
4.27%
VTC
VIG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab