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CCRP vs. VCSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCRP vs. VCSH - Performance Comparison

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

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Returns By Period

In the year-to-date period, CCRP achieves a 0.48% return, which is significantly lower than VCSH's 0.64% return.


CCRP

1D
-0.24%
1M
0.67%
YTD
0.48%
6M
1Y
3Y*
5Y*
10Y*

VCSH

1D
-0.08%
1M
0.20%
YTD
0.64%
6M
0.95%
1Y
4.59%
3Y*
5.52%
5Y*
2.32%
10Y*
2.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCRP vs. VCSH - Yearly Performance Comparison


Correlation

The correlation between CCRP and VCSH is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 12, 2025

0.84

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Return for Risk

CCRP vs. VCSH — Risk / Return Rank

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

CCRP

VCSH
VCSH Risk / Return Rank: 7474
Overall Rank
VCSH Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 8484
Sortino Ratio Rank
VCSH Omega Ratio Rank: 7979
Omega Ratio Rank
VCSH Calmar Ratio Rank: 6565
Calmar Ratio Rank
VCSH Martin Ratio Rank: 7171
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.

CCRP vs. VCSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Corporate Bond ETF (CCRP) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CCRP vs. VCSH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CCRPVCSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

1.02

-0.86

Drawdowns

CCRP vs. VCSH - Drawdown Comparison

The maximum CCRP drawdown since its inception was -2.72%, smaller than the maximum VCSH drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for CCRP and VCSH.


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Drawdown Indicators


CCRPVCSHDifference

Max Drawdown

Largest peak-to-trough decline

-2.72%

-12.86%

+10.14%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-9.48%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

Current Drawdown

Current decline from peak

-1.07%

-0.32%

-0.75%

Average Drawdown

Average peak-to-trough decline

-0.83%

-0.97%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

Volatility

CCRP vs. VCSH - Volatility Comparison


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Volatility by Period


CCRPVCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

Volatility (6M)

Calculated over the trailing 6-month period

1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

4.78%

1.88%

+2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

2.88%

+1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

3.35%

+1.43%

CCRP vs. VCSH - Expense Ratio Comparison

CCRP has a 0.18% 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%.


Dividends

CCRP vs. VCSH - Dividend Comparison

CCRP's dividend yield for the trailing twelve months is around 2.03%, less than VCSH's 4.45% yield.


PositionTTM20252024202320222021202020192018201720162015
CCRP
Columbia Corporate Bond ETF
2.03%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCSH
Vanguard Short-Term Corporate Bond ETF
4.45%4.35%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.26%2.10%2.08%

Frequently Asked Questions


CCRP and VCSH have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VCSH is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VCSH is cheaper with a 0.04% expense ratio, compared with 0.18% for CCRP.

VCSH has the higher dividend yield at 4.45%, compared with 2.03% for CCRP.

They also come from different issuers: Columbia Threadneedle and Vanguard. Their fees differ too: 0.18% for CCRP and 0.04% for VCSH.

Portfolio Optimizer

Find the right allocation for CCRP and VCSH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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