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AVSF vs. VCSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVSF and VCSH is 0.19, 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.


Performance

AVSF vs. VCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Short-Term Fixed Income ETF (AVSF) and Vanguard Short-Term Corporate Bond ETF (VCSH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AVSF:

2.56

VCSH:

2.69

Sortino Ratio

AVSF:

3.95

VCSH:

4.05

Omega Ratio

AVSF:

1.52

VCSH:

1.56

Calmar Ratio

AVSF:

4.20

VCSH:

5.02

Martin Ratio

AVSF:

11.40

VCSH:

14.09

Ulcer Index

AVSF:

0.50%

VCSH:

0.46%

Daily Std Dev

AVSF:

2.25%

VCSH:

2.42%

Max Drawdown

AVSF:

-8.85%

VCSH:

-12.86%

Current Drawdown

AVSF:

-0.42%

VCSH:

-0.37%

Returns By Period

In the year-to-date period, AVSF achieves a 2.38% return, which is significantly higher than VCSH's 2.20% return.


AVSF

YTD

2.38%

1M

0.54%

6M

2.48%

1Y

5.73%

5Y*

N/A

10Y*

N/A

VCSH

YTD

2.20%

1M

0.45%

6M

2.45%

1Y

6.48%

5Y*

2.21%

10Y*

2.46%

*Annualized

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AVSF vs. VCSH - Expense Ratio Comparison

AVSF has a 0.15% expense ratio, which is higher than VCSH's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

AVSF vs. VCSH — Risk-Adjusted Performance Rank

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

AVSF
The Risk-Adjusted Performance Rank of AVSF is 9696
Overall Rank
The Sharpe Ratio Rank of AVSF is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of AVSF is 9797
Sortino Ratio Rank
The Omega Ratio Rank of AVSF is 9797
Omega Ratio Rank
The Calmar Ratio Rank of AVSF is 9797
Calmar Ratio Rank
The Martin Ratio Rank of AVSF is 9595
Martin Ratio Rank

VCSH
The Risk-Adjusted Performance Rank of VCSH is 9797
Overall Rank
The Sharpe Ratio Rank of VCSH is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of VCSH is 9797
Sortino Ratio Rank
The Omega Ratio Rank of VCSH is 9797
Omega Ratio Rank
The Calmar Ratio Rank of VCSH is 9797
Calmar Ratio Rank
The Martin Ratio Rank of VCSH is 9696
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.

AVSF vs. VCSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Short-Term Fixed Income ETF (AVSF) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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.


The current AVSF Sharpe Ratio is 2.56, which is comparable to the VCSH Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of AVSF and VCSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AVSF vs. VCSH - Dividend Comparison

AVSF's dividend yield for the trailing twelve months is around 4.36%, more than VCSH's 4.12% yield.


TTM20242023202220212020201920182017201620152014
AVSF
Avantis Short-Term Fixed Income ETF
4.36%4.34%3.93%1.78%0.48%0.10%0.00%0.00%0.00%0.00%0.00%0.00%
VCSH
Vanguard Short-Term Corporate Bond ETF
4.12%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.26%2.10%2.08%2.01%

Drawdowns

AVSF vs. VCSH - Drawdown Comparison

The maximum AVSF drawdown since its inception was -8.85%, smaller than the maximum VCSH drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for AVSF and VCSH. For additional features, visit the drawdowns tool.


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Volatility

AVSF vs. VCSH - Volatility Comparison


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