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IBDO vs. VSCSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBDO and VSCSX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

IBDO vs. VSCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2023 Term Corporate ETF (IBDO) and Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX). The values are adjusted to include any dividend payments, if applicable.

20.00%22.00%24.00%26.00%28.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
29.77%
24.02%
IBDO
VSCSX

Key characteristics

Returns By Period


IBDO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VSCSX

YTD

4.33%

1M

-0.23%

6M

2.65%

1Y

4.89%

5Y*

1.78%

10Y*

2.26%

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IBDO vs. VSCSX - Expense Ratio Comparison

IBDO has a 0.10% expense ratio, which is higher than VSCSX's 0.07% 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%.


IBDO
iShares iBonds Dec 2023 Term Corporate ETF
Expense ratio chart for IBDO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VSCSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

IBDO vs. VSCSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2023 Term Corporate ETF (IBDO) 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.


Sharpe ratio
No data
IBDO
VSCSX


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
1.00
2.15
IBDO
VSCSX

Dividends

IBDO vs. VSCSX - Dividend Comparison

IBDO has not paid dividends to shareholders, while VSCSX's dividend yield for the trailing twelve months is around 3.52%.


TTM20232022202120202019201820172016201520142013
IBDO
iShares iBonds Dec 2023 Term Corporate ETF
0.00%3.61%1.85%1.80%2.47%3.01%3.10%2.91%3.01%2.39%0.00%0.00%
VSCSX
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares
3.52%3.07%1.99%1.56%2.26%2.85%2.66%2.26%2.11%2.00%1.83%1.83%

Drawdowns

IBDO vs. VSCSX - Drawdown Comparison


-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-1.18%
IBDO
VSCSX

Volatility

IBDO vs. VSCSX - Volatility Comparison

The current volatility for iShares iBonds Dec 2023 Term Corporate ETF (IBDO) is 0.00%, while Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) has a volatility of 0.61%. This indicates that IBDO 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.


0.00%0.20%0.40%0.60%0.80%JulyAugustSeptemberOctoberNovemberDecember0
0.61%
IBDO
VSCSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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