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BRACX vs. VSTBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRACX vs. VSTBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Allocation Target Shares Series C Portfolio (BRACX) and Vanguard Short-Term Corporate Bond Index Fund Institutional Shares (VSTBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with BRACX at 0.73% and VSTBX at 0.73%. Over the past 10 years, BRACX has underperformed VSTBX with an annualized return of 2.25%, while VSTBX has yielded a comparatively higher 3.01% annualized return.


BRACX

1D
0.00%
1M
0.78%
YTD
0.73%
6M
0.63%
1Y
6.55%
3Y*
4.76%
5Y*
0.27%
10Y*
2.25%

VSTBX

1D
0.00%
1M
0.30%
YTD
0.73%
6M
1.00%
1Y
4.66%
3Y*
5.68%
5Y*
2.43%
10Y*
3.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRACX vs. VSTBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRACX
BlackRock Allocation Target Shares Series C Portfolio
0.73%7.97%1.02%8.05%-15.97%-1.94%11.21%14.28%-2.44%5.11%
VSTBX
Vanguard Short-Term Corporate Bond Index Fund Institutional Shares
0.73%6.75%5.37%6.17%-5.73%-0.41%5.07%9.68%0.92%2.48%

Correlation

The correlation between BRACX and VSTBX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2009

0.79

The correlation between BRACX and VSTBX has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.

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Return for Risk

BRACX vs. VSTBX — Risk / Return Rank

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

BRACX
BRACX Risk / Return Rank: 3030
Overall Rank
BRACX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
BRACX Sortino Ratio Rank: 3232
Sortino Ratio Rank
BRACX Omega Ratio Rank: 2929
Omega Ratio Rank
BRACX Calmar Ratio Rank: 3030
Calmar Ratio Rank
BRACX Martin Ratio Rank: 2929
Martin Ratio Rank

VSTBX
VSTBX Risk / Return Rank: 8181
Overall Rank
VSTBX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VSTBX Sortino Ratio Rank: 8787
Sortino Ratio Rank
VSTBX Omega Ratio Rank: 8181
Omega Ratio Rank
VSTBX Calmar Ratio Rank: 7878
Calmar Ratio Rank
VSTBX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRACX vs. VSTBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Allocation Target Shares Series C Portfolio (BRACX) and Vanguard Short-Term Corporate Bond Index Fund Institutional Shares (VSTBX). 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.


BRACXVSTBXDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

1.28

1.54

-0.25

Calmar ratioReturn relative to maximum drawdown

2.05

3.57

-1.51

Martin ratioReturn relative to average drawdown

6.84

14.23

-7.39

BRACX vs. VSTBX - Sharpe Ratio Comparison

The current BRACX Sharpe Ratio is 1.57, which is lower than the VSTBX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of BRACX and VSTBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BRACXVSTBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

2.67

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.90

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

1.27

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.47

-1.20

Drawdowns

BRACX vs. VSTBX - Drawdown Comparison

The maximum BRACX drawdown since its inception was -22.49%, which is greater than VSTBX's maximum drawdown of -9.34%. Use the drawdown chart below to compare losses from any high point for BRACX and VSTBX.


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Drawdown Indicators


BRACXVSTBXDifference

Max Drawdown

Largest peak-to-trough decline

-22.49%

-9.34%

-13.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-1.31%

-1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-6.79%

-1.31%

-5.48%

Max Drawdown (5Y)

Largest decline over 5 years

-22.41%

-9.34%

-13.07%

Max Drawdown (10Y)

Largest decline over 10 years

-22.49%

-9.34%

-13.15%

Current Drawdown

Current decline from peak

-2.18%

-0.24%

-1.94%

Average Drawdown

Average peak-to-trough decline

-4.72%

-0.96%

-3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.33%

+0.65%

Volatility

BRACX vs. VSTBX - Volatility Comparison

BlackRock Allocation Target Shares Series C Portfolio (BRACX) has a higher volatility of 1.47% compared to Vanguard Short-Term Corporate Bond Index Fund Institutional Shares (VSTBX) at 0.57%. This indicates that BRACX's price experiences larger fluctuations and is considered to be riskier than VSTBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRACXVSTBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

0.57%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

1.27%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

4.29%

1.76%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.64%

2.71%

+3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.94%

2.38%

+3.56%

BRACX vs. VSTBX - Expense Ratio Comparison

BRACX has a 0.00% expense ratio, which is lower than VSTBX's 0.05% 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%.


Dividends

BRACX vs. VSTBX - Dividend Comparison

BRACX's dividend yield for the trailing twelve months is around 5.27%, more than VSTBX's 4.44% yield.


PositionTTM20252024202320222021202020192018201720162015
BRACX
BlackRock Allocation Target Shares Series C Portfolio
5.27%5.29%3.95%3.09%2.63%3.46%6.38%4.15%3.67%2.85%0.20%0.86%
VSTBX
Vanguard Short-Term Corporate Bond Index Fund Institutional Shares
4.44%4.34%4.29%3.09%2.00%1.80%2.27%5.40%2.67%2.27%1.96%2.25%

Frequently Asked Questions


BRACX and VSTBX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRACX has higher volatility (1.47%) compared to VSTBX (0.57%). In terms of maximum drawdown, BRACX dropped -22.49% vs VSTBX's -9.34%.

VSTBX currently has the higher Sharpe Ratio (2.67 vs 1.57), 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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