FSIG vs. VGSH
Compare and contrast key facts about First Trust Limited Duration Investment Grade Corporate ETF (FSIG) and Vanguard Short-Term Treasury ETF (VGSH).
FSIG and VGSH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FSIG is an actively managed fund by First Trust. It was launched on Nov 17, 2021. VGSH is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Treasury 1-3 Year Index. It was launched on Nov 19, 2009.
Performance
FSIG vs. VGSH - Performance Comparison
Loading graphics...
FSIG vs. VGSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FSIG First Trust Limited Duration Investment Grade Corporate ETF | -0.17% | 6.66% | 4.22% | 6.22% | -4.37% | 0.02% |
VGSH Vanguard Short-Term Treasury ETF | 0.25% | 5.07% | 4.00% | 4.31% | -3.86% | -0.18% |
Returns By Period
In the year-to-date period, FSIG achieves a -0.17% return, which is significantly lower than VGSH's 0.25% return.
FSIG
- 1D
- 0.58%
- 1M
- -0.87%
- YTD
- -0.17%
- 6M
- 1.06%
- 1Y
- 4.87%
- 3Y*
- 4.98%
- 5Y*
- —
- 10Y*
- —
VGSH
- 1D
- -0.02%
- 1M
- -0.33%
- YTD
- 0.25%
- 6M
- 1.24%
- 1Y
- 3.68%
- 3Y*
- 3.97%
- 5Y*
- 1.79%
- 10Y*
- 1.74%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FSIG vs. VGSH - Expense Ratio Comparison
FSIG has a 0.55% expense ratio, which is higher than VGSH's 0.03% expense ratio.
Return for Risk
FSIG vs. VGSH — Risk / Return Rank
FSIG
VGSH
FSIG vs. VGSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Limited Duration Investment Grade Corporate ETF (FSIG) and Vanguard Short-Term Treasury ETF (VGSH). 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.
| FSIG | VGSH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.91 | 2.57 | -0.66 |
Sortino ratioReturn per unit of downside risk | 2.64 | 4.13 | -1.49 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.55 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.17 | 4.21 | -1.04 |
Martin ratioReturn relative to average drawdown | 13.70 | 15.93 | -2.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FSIG | VGSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 2.57 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.92 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 1.01 | -0.07 |
Correlation
The correlation between FSIG and VGSH is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FSIG vs. VGSH - Dividend Comparison
FSIG's dividend yield for the trailing twelve months is around 4.80%, more than VGSH's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSIG First Trust Limited Duration Investment Grade Corporate ETF | 4.80% | 4.73% | 4.61% | 4.42% | 2.48% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGSH Vanguard Short-Term Treasury ETF | 3.93% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
Drawdowns
FSIG vs. VGSH - Drawdown Comparison
The maximum FSIG drawdown since its inception was -6.88%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for FSIG and VGSH.
Loading graphics...
Drawdown Indicators
| FSIG | VGSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.88% | -5.70% | -1.18% |
Max Drawdown (1Y)Largest decline over 1 year | -1.55% | -0.88% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -5.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.70% | — |
Current DrawdownCurrent decline from peak | -0.87% | -0.52% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -1.72% | -0.60% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 0.23% | +0.13% |
Volatility
FSIG vs. VGSH - Volatility Comparison
First Trust Limited Duration Investment Grade Corporate ETF (FSIG) has a higher volatility of 1.21% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.52%. This indicates that FSIG's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FSIG | VGSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 0.52% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 1.52% | 0.84% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.56% | 1.44% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.97% | 1.96% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.97% | 1.57% | +1.40% |