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DTRIX vs. VSCSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTRIX vs. VSCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Limited-Term Diversified Income Fund (DTRIX) and Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DTRIX achieves a 0.68% return, which is significantly lower than VSCSX's 0.79% return. Over the past 10 years, DTRIX has underperformed VSCSX with an annualized return of 2.06%, while VSCSX has yielded a comparatively higher 2.64% annualized return.


DTRIX

1D
0.00%
1M
-0.25%
6M
0.50%
YTD
0.68%
1Y
2.52%
3Y*
4.37%
5Y*
1.93%
10Y*
2.06%
ALL TIME*
3.46%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

DTRIX vs. VSCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTRIX
Delaware Limited-Term Diversified Income Fund
0.68%5.13%4.38%4.79%-4.25%-0.45%4.43%5.51%-1.10%2.47%
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%0.88%2.46%

Correlation

The correlation between DTRIX and VSCSX is 0.71, 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.

0.71

Correlation (3Y)
Balances recent behavior with more history.

0.77

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.80

Correlation (10Y)
Provides a long-term view across more market conditions.

0.73

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2009

0.70

The correlation between DTRIX and VSCSX shifts across timeframes, from 0.70 (all time) to 0.80 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DTRIX vs. VSCSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DTRIX
DTRIX Risk / Return Rank: 7676
Overall Rank
DTRIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
DTRIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
DTRIX Omega Ratio Rank: 7878
Omega Ratio Rank
DTRIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DTRIX Martin Ratio Rank: 8585
Martin Ratio Rank

VSCSX
VSCSX Risk / Return Rank: 8080
Overall Rank
VSCSX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VSCSX Sortino Ratio Rank: 8383
Sortino Ratio Rank
VSCSX Omega Ratio Rank: 8181
Omega Ratio Rank
VSCSX Calmar Ratio Rank: 7777
Calmar Ratio Rank
VSCSX Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DTRIX vs. VSCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Limited-Term Diversified Income Fund (DTRIX) 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.


DTRIXVSCSXDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.37

1.39

-0.02

Calmar ratioReturn relative to maximum drawdown

2.91

2.62

+0.29

Martin ratioReturn relative to average drawdown

11.19

10.01

+1.18

DTRIX vs. VSCSX - Sharpe Ratio Comparison

The current DTRIX Sharpe Ratio is 1.53, which is comparable to the VSCSX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of DTRIX and VSCSX, 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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Drawdowns

DTRIX vs. VSCSX - Drawdown Comparison

The maximum DTRIX drawdown since its inception was -7.03%, smaller than the maximum VSCSX drawdown of -9.36%. Use the drawdown chart below to compare losses from any high point for DTRIX and VSCSX.


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Drawdown Indicators


DTRIXVSCSXDifference

Max Drawdown

Largest peak-to-trough decline

-7.03%

-9.36%

+2.33%

Max Drawdown (1Y)

Largest decline over 1 year

-1.01%

-1.36%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-1.01%

-1.36%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-7.03%

-9.27%

+2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-7.03%

-9.36%

+2.33%

Current Drawdown

Current decline from peak

-0.25%

-0.28%

+0.03%

Average Drawdown

Average peak-to-trough decline

-0.99%

-0.97%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.26%

0.36%

-0.10%

Volatility

DTRIX vs. VSCSX - Volatility Comparison

The current volatility for Delaware Limited-Term Diversified Income Fund (DTRIX) is 0.43%, while Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) has a volatility of 0.50%. This indicates that DTRIX 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


DTRIXVSCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

0.50%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.45%

1.43%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

1.78%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.33%

2.73%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.10%

2.37%

-0.27%

DTRIX vs. VSCSX - Expense Ratio Comparison

DTRIX has a 0.64% expense ratio, which is higher than VSCSX's 0.06% expense ratio.


Dividends

DTRIX vs. VSCSX - Dividend Comparison

DTRIX's dividend yield for the trailing twelve months is around 3.66%, less than VSCSX's 4.05% yield.


PositionTTM20252024202320222021202020192018201720162015
DTRIX
Delaware Limited-Term Diversified Income Fund
3.66%3.97%3.88%3.09%2.46%1.84%2.27%3.76%2.79%2.68%1.65%1.70%
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


DTRIX and VSCSX have a correlation of 0.71, 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 DTRIX (0.43%). In terms of maximum drawdown, DTRIX dropped -7.03% vs VSCSX's -9.36%.

VSCSX currently has the higher Sharpe Ratio (2.00 vs 1.53), 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.

Portfolio Optimizer

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