BFMSX vs. VSCSX
BFMSX (BlackRock Low Duration Bond Portfolio) and VSCSX (Vanguard Short-Term Corporate Bond Index Fund Admiral Shares) are both Short-Term Bond funds. Over the past 10 years, BFMSX returned 2.23%/yr vs 2.64%/yr for VSCSX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. BFMSX charges 0.41%/yr vs 0.06%/yr for VSCSX.
Performance
BFMSX vs. VSCSX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BFMSX having a 0.86% return and VSCSX slightly lower at 0.84%. Over the past 10 years, BFMSX has underperformed VSCSX with an annualized return of 2.23%, while VSCSX has yielded a comparatively higher 2.64% annualized return.
BFMSX
- 1D
- 0.11%
- 1M
- -0.22%
- 6M
- 0.37%
- YTD
- 0.86%
- 1Y
- 3.19%
- 3Y*
- 5.02%
- 5Y*
- 2.10%
- 10Y*
- 2.23%
- ALL TIME*
- 3.35%
VSCSX
- 1D
- 0.05%
- 1M
- -0.09%
- 6M
- 0.47%
- YTD
- 0.84%
- 1Y
- 3.13%
- 3Y*
- 5.51%
- 5Y*
- 2.36%
- 10Y*
- 2.64%
- ALL TIME*
- 2.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BFMSX vs. VSCSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BFMSX BlackRock Low Duration Bond Portfolio | 0.86% | 6.20% | 4.94% | 4.96% | -5.34% | -0.33% | 3.47% | 4.75% | 1.15% | 1.98% |
VSCSX Vanguard Short-Term Corporate Bond Index Fund Admiral Shares | 0.84% | 6.75% | 5.36% | 6.11% | -5.72% | -0.43% | 5.06% | 6.85% | 0.88% | 2.46% |
Correlation
The correlation between BFMSX and VSCSX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2009 | 0.67 |
The correlation between BFMSX and VSCSX shifts across timeframes, from 0.67 (all time) to 0.81 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BFMSX vs. VSCSX — Risk / Return Rank
BFMSX
VSCSX
BFMSX vs. VSCSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Low Duration Bond Portfolio (BFMSX) and Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BFMSX | VSCSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.40 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.69 | -0.09 |
| Martin ratioReturn relative to average drawdown | 11.61 | 10.30 | +1.31 |
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Drawdowns
BFMSX vs. VSCSX - Drawdown Comparison
The maximum BFMSX drawdown since its inception was -12.70%, which is greater than VSCSX's maximum drawdown of -9.36%. Use the drawdown chart below to compare losses from any high point for BFMSX and VSCSX.
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Drawdown Indicators
| BFMSX | VSCSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.70% | -9.36% | -3.34% |
Max Drawdown (1Y)Largest decline over 1 year | -1.52% | -1.36% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -1.52% | -1.36% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -7.96% | -9.32% | +1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -7.96% | -9.36% | +1.40% |
Current DrawdownCurrent decline from peak | -0.33% | -0.23% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -0.97% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.36% | -0.02% |
Volatility
BFMSX vs. VSCSX - Volatility Comparison
The current volatility for BlackRock Low Duration Bond Portfolio (BFMSX) is 0.45%, while Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) has a volatility of 0.51%. This indicates that BFMSX experiences smaller price fluctuations and is considered to be less risky than VSCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BFMSX | VSCSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.45% | 0.51% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 1.75% | 1.43% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.15% | 1.79% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.37% | 2.73% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.12% | 2.37% | -0.25% |
BFMSX vs. VSCSX - Expense Ratio Comparison
BFMSX has a 0.41% expense ratio, which is higher than VSCSX's 0.06% expense ratio.
Dividends
BFMSX vs. VSCSX - Dividend Comparison
BFMSX's dividend yield for the trailing twelve months is around 4.27%, more than VSCSX's 4.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BFMSX BlackRock Low Duration Bond Portfolio | 4.27% | 4.56% | 4.14% | 3.34% | 2.67% | 1.23% | 2.04% | 2.63% | 2.51% | 2.17% | 1.76% | 1.87% |
VSCSX Vanguard Short-Term Corporate Bond Index Fund Admiral Shares | 4.05% | 4.32% | 4.27% | 3.07% | 1.98% | 1.78% | 2.25% | 2.85% | 2.66% | 2.26% | 1.93% | 2.21% |
Frequently Asked Questions
BFMSX and VSCSX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSCSX has higher volatility (0.51%) compared to BFMSX (0.45%). In terms of maximum drawdown, BFMSX dropped -12.70% vs VSCSX's -9.36%.
VSCSX currently has the higher Sharpe Ratio (2.06 vs 1.85), 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.
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