VCIT
Vanguard Intermediate-term Corporate Bond Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-09
Executive Summary
The quantitative backtest for VCIT (Vanguard Intermediate-term Corporate Bond Index Fund ETF) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -15.9% (compared to the benchmark's drawdown of -20.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.3%, compared to a Buy-and-Hold benchmark return of 3.5%. The strategy executed 12 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for VCIT:
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active Model
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for VCIT:
🛡️ Long-Term Investing Active Horizon
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
Switch to MMA to enable
🛡️ VCIT Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-15.9% (vs -20.6% B&H)
+4.6% shallower drawdown
Drawdown Shield
4.6% Cut
Protected capital vs -20.6% B&H
Capital Sheltered from Risk
26.3% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 VCIT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -2.96% | -2.96% | -4.80% | -20.35% | -15.92% | -20.56% | -15.92% | -20.56% |
| Sharpe Ratio | 0.38 | 0.06 | 0.58 | 0.09 | 0.27 | 0.42 | 0.53 | 0.60 |
| Sortino Ratio | 0.55 | 0.09 | 0.75 | 0.14 | 0.25 | 0.53 | 0.53 | 0.78 |
| CAGR | 1.49% | 0.24% | 2.67% | 0.60% | 1.26% | 2.64% | 2.33% | 3.48% |
| % Time Invested | 92.5% | 100.0% | 70.3% | 100.0% | 70.3% | 100.0% | 73.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.8 | 0.0 | 0.8 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Loading...
Loading Top Diversifiers for VCIT... Top Diversifiers for VCIT
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
| Loading top diversifier assets... | |||
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Subscribe to Unlock | ||||||||
| 2023-09-14 | 2023-12-26 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.53% | Interest Income | |
| 2023-01-25 | 2023-09-14 | Completed | 100% | $68.65 | $67.63 | -1.54% | Signal | |
| 2021-12-08 | 2023-01-25 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.36% | Interest Income | |
| 2021-07-15 | 2021-12-08 | Completed | 100% | $77.58 | $76.57 | -1.35% | Signal | |
| 2021-03-26 | 2021-07-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-05-21 | 2021-03-26 | Completed | 100% | $72.98 | $74.96 | 2.66% | Signal | |
| 2020-04-17 | 2020-05-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-14 | 2020-04-17 | Completed | 100% | $71.89 | $71.94 | 0.02% | Signal | |
| 2020-03-20 | 2020-04-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-01-09 | 2020-03-20 | Completed | 100% | $62.62 | $63.14 | 0.79% | Stop | |
| 2018-11-20 | 2019-01-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2018-08-20 | 2018-11-20 | Completed | 100% | $62.65 | $61.52 | -1.86% | Signal | |
| 2018-02-20 | 2018-08-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.93% | Interest Income | |
| 2017-05-15 | 2018-02-20 | Completed | 100% | $61.97 | $61.91 | -0.15% | Signal | |
| 2016-12-20 | 2017-05-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2016-02-04 | 2016-12-20 | Completed | 100% | $57.73 | $59.67 | 3.31% | Signal | |
| 2016-01-05 | 2016-02-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-11-12 | 2016-01-05 | Completed | 100% | $57.37 | $57.43 | 0.06% | Signal | |
| 2015-07-10 | 2015-11-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-12-27 | 2015-07-10 | Completed | 100% | $52.96 | $57.02 | 7.62% | Signal | |
| 2013-07-02 | 2013-12-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-11-16 | 2013-07-02 | Completed | 100% | $48.37 | $52.07 | 7.61% | Signal | |
| 2011-11-14 | 2011-11-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |