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

Key characteristics


IBDOVSCSX

Correlation

-0.50.00.51.00.5

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.

Performance

IBDO vs. VSCSX - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
3.48%
IBDO
VSCSX

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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.


IBDO
Sharpe ratio
The chart of Sharpe ratio for IBDO, currently valued at 2.30, compared to the broader market-2.000.002.004.006.002.30
Sortino ratio
The chart of Sortino ratio for IBDO, currently valued at 6.37, compared to the broader market0.005.0010.006.37
Omega ratio
The chart of Omega ratio for IBDO, currently valued at 4.68, compared to the broader market1.001.502.002.503.004.68
Calmar ratio
The chart of Calmar ratio for IBDO, currently valued at 11.04, compared to the broader market0.005.0010.0015.0011.04
Martin ratio
The chart of Martin ratio for IBDO, currently valued at 101.29, compared to the broader market0.0020.0040.0060.0080.00100.00120.00101.29
VSCSX
Sharpe ratio
The chart of Sharpe ratio for VSCSX, currently valued at 3.17, compared to the broader market-2.000.002.004.006.003.17
Sortino ratio
The chart of Sortino ratio for VSCSX, currently valued at 5.21, compared to the broader market0.005.0010.005.21
Omega ratio
The chart of Omega ratio for VSCSX, currently valued at 1.68, compared to the broader market1.001.502.002.503.001.68
Calmar ratio
The chart of Calmar ratio for VSCSX, currently valued at 2.01, compared to the broader market0.005.0010.0015.002.01
Martin ratio
The chart of Martin ratio for VSCSX, currently valued at 19.24, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.24

IBDO vs. VSCSX - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio2.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
2.30
3.17
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 3.79%.


TTM20232022202120202019201820172016201520142013
IBDO
iShares iBonds Dec 2023 Term Corporate ETF
0.44%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
3.79%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%JuneJulyAugustSeptemberOctoberNovember0
-1.04%
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 0.62%. 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%JuneJulyAugustSeptemberOctoberNovember0
0.62%
IBDO
VSCSX