CSTIX vs. VSCSX
CSTIX (Calamos Short-Term Bond Fund) and VSCSX (Vanguard Short-Term Corporate Bond Index Fund Admiral Shares) are both Short-Term Bond funds. Over the past 5 years, CSTIX returned 2.48%/yr vs 2.35%/yr for VSCSX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. CSTIX charges 0.40%/yr vs 0.06%/yr for VSCSX.
Performance
CSTIX vs. VSCSX - Performance Comparison
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Returns By Period
In the year-to-date period, CSTIX achieves a 0.41% return, which is significantly lower than VSCSX's 0.79% return.
CSTIX
- 1D
- 0.00%
- 1M
- -0.32%
- 6M
- 0.13%
- YTD
- 0.41%
- 1Y
- 2.55%
- 3Y*
- 4.74%
- 5Y*
- 2.48%
- 10Y*
- —
- ALL TIME*
- 2.86%
VSCSX
- 1D
- -0.05%
- 1M
- -0.14%
- 6M
- 0.46%
- YTD
- 0.79%
- 1Y
- 3.08%
- 3Y*
- 5.55%
- 5Y*
- 2.35%
- 10Y*
- 2.64%
- ALL TIME*
- 2.88%
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 |
CSTIX vs. VSCSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CSTIX Calamos Short-Term Bond Fund | 0.41% | 6.11% | 4.91% | 4.76% | -3.04% | 0.13% | 4.06% | 4.84% | 0.62% |
VSCSX Vanguard Short-Term Corporate Bond Index Fund Admiral Shares | 0.79% | 6.75% | 5.36% | 6.11% | -5.72% | -0.43% | 5.06% | 6.85% | 0.87% |
Correlation
The correlation between CSTIX 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. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2018 | 0.80 |
The correlation between CSTIX and VSCSX has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.
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Return for Risk
CSTIX vs. VSCSX — Risk / Return Rank
CSTIX
VSCSX
CSTIX vs. VSCSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Short-Term Bond Fund (CSTIX) 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.
| CSTIX | VSCSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.62 | -0.40 |
| Martin ratioReturn relative to average drawdown | 8.67 | 10.01 | -1.34 |
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Drawdowns
CSTIX vs. VSCSX - Drawdown Comparison
The maximum CSTIX drawdown since its inception was -6.03%, smaller than the maximum VSCSX drawdown of -9.36%. Use the drawdown chart below to compare losses from any high point for CSTIX and VSCSX.
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Drawdown Indicators
| CSTIX | VSCSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.03% | -9.36% | +3.33% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -1.36% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -1.35% | -1.36% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -6.03% | -9.27% | +3.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.36% | — |
Current DrawdownCurrent decline from peak | -0.32% | -0.28% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -0.97% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.36% | -0.02% |
Volatility
CSTIX vs. VSCSX - Volatility Comparison
The current volatility for Calamos Short-Term Bond Fund (CSTIX) is 0.41%, while Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) has a volatility of 0.50%. This indicates that CSTIX 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
| CSTIX | VSCSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.41% | 0.50% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 1.45% | 1.43% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.96% | 1.78% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.28% | 2.73% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.12% | 2.37% | -0.25% |
CSTIX vs. VSCSX - Expense Ratio Comparison
CSTIX has a 0.40% expense ratio, which is higher than VSCSX's 0.06% expense ratio.
Dividends
CSTIX vs. VSCSX - Dividend Comparison
CSTIX's dividend yield for the trailing twelve months is around 3.80%, less than VSCSX's 4.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSTIX Calamos Short-Term Bond Fund | 3.80% | 4.55% | 4.46% | 3.02% | 2.56% | 3.37% | 3.38% | 3.43% | 0.72% | 0.00% | 0.00% | 0.00% |
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
CSTIX 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 (0.50%) compared to CSTIX (0.41%). In terms of maximum drawdown, CSTIX dropped -6.03% vs VSCSX's -9.36%.
VSCSX currently has the higher Sharpe Ratio (2.00 vs 1.55), 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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