{"schemaVersion":1,"ticker":"VCIT","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/vcit/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, VCIT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/vcit/"},"benchmark":{"ticker":"SCHI","name":"Bloomberg U.S. 5-10 Year Corporate Bond Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"VCIT","b":"SCHI","window":{"from":"2019-10-18","to":"2026-10-23","firstReturn":"2019-10-25","weeklyReturns":366,"years":7.01,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0289984,"perWeek":0.0005576616,"days":1754,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.12678795,"b":0.13005197,"edge":"SCHI (slight)","lead":"SCHI"},"annualised":{"a":0.01710446,"b":0.01752254,"edge":"SCHI (slight)","lead":"SCHI"},"price":{"a":-0.13122122,"b":-0.12982456,"edge":"Tie"},"volatility":{"a":0.08512828,"b":0.08520678,"edge":"Tie"},"downsideDeviation":{"a":0.06434842,"b":0.06450233,"edge":"Tie"},"maxDrawdown":{"a":-0.19990648,"b":-0.20071195,"edge":"Tie","aPeak":"2021-07-30","aTrough":"2022-10-21","bPeak":"2020-12-31","bTrough":"2022-10-21"},"excess":{"a":-0.00837365,"b":-0.00795413,"edge":"SCHI (slight)","lead":"SCHI"},"sharpe":{"a":-0.09836502,"b":-0.09335093,"edge":"SCHI (slight)","lead":"SCHI"},"sortino":{"a":-0.13012978,"b":-0.12331542,"edge":"SCHI (slight)","lead":"SCHI"},"calmar":{"a":0.08556229,"b":0.08730192,"edge":"Tie"}},"relative":{"VCIT":{"on":"SCHI","beta":0.99715454,"r2":0.99615182,"alpha":-0.00044215,"alphaT":-0.22180509,"alphaLow":-0.00436218,"alphaHigh":0.00347788,"upsideCapture":0.99175846,"downsideCapture":0.99582034,"treynor":-0.00839754,"trackingError":0.00528638,"informationRatio":-0.07935735,"upWeeks":204,"downWeeks":158,"treynorReference":-0.00795413,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"SCHI (slight)","lead":"SCHI"},"informationRatio":{"edge":null,"lead":"SCHI","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"VCIT":{"kept":"2026-10-26","distributions":84,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":366,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.12678795}},"SCHI":{"kept":"2026-10-26","distributions":84,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":366,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.13005197}}}}