IDCC vs. VGSH
IDCC (InterDigital, Inc.) is a stock, while VGSH (Vanguard Short-Term Treasury ETF) is Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index. Over the past 10 years, IDCC returned 18.72%/yr vs 1.75%/yr for VGSH. At a correlation of -0.09, they often move in opposite directions.
Performance
IDCC vs. VGSH - Performance Comparison
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Returns By Period
In the year-to-date period, IDCC achieves a -16.00% return, which is significantly lower than VGSH's 0.83% return. Over the past 10 years, IDCC has outperformed VGSH with an annualized return of 18.72%, while VGSH has yielded a comparatively lower 1.75% annualized return.
IDCC
- 1D
- -1.71%
- 1M
- -7.27%
- 6M
- -14.04%
- YTD
- -16.00%
- 1Y
- 17.09%
- 3Y*
- 41.69%
- 5Y*
- 34.37%
- 10Y*
- 18.72%
VGSH
- 1D
- 0.02%
- 1M
- 0.15%
- 6M
- 0.83%
- YTD
- 0.83%
- 1Y
- 3.20%
- 3Y*
- 4.25%
- 5Y*
- 1.90%
- 10Y*
- 1.75%
IDCC vs. VGSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDCC InterDigital, Inc. | -16.00% | 66.05% | 81.06% | 123.67% | -29.25% | 20.49% | 14.28% | -16.11% | -11.23% | -15.34% |
VGSH Vanguard Short-Term Treasury ETF | 0.83% | 5.07% | 4.00% | 4.31% | -3.86% | -0.60% | 3.04% | 3.52% | 1.55% | 0.04% |
Correlation
The correlation between IDCC and VGSH is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2009 | -0.09 |
The correlation between IDCC and VGSH shifts across timeframes, from -0.09 (all time) to 0.06 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDCC vs. VGSH — Risk / Return Rank
IDCC
VGSH
IDCC vs. VGSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for InterDigital, Inc. (IDCC) 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.
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.
| IDCC | VGSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -3.03 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.51 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 3.63 | -3.16 |
| Martin ratioReturn relative to average drawdown | 0.98 | 14.01 | -13.03 |
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Drawdowns
IDCC vs. VGSH - Drawdown Comparison
The maximum IDCC drawdown since its inception was -93.83%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for IDCC and VGSH.
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Drawdown Indicators
| IDCC | VGSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.83% | -5.70% | -88.13% |
Max Drawdown (1Y)Largest decline over 1 year | -36.48% | -0.88% | -35.60% |
Max Drawdown (3Y)Largest decline over 3 years | -36.48% | -0.97% | -35.51% |
Max Drawdown (5Y)Largest decline over 5 years | -44.99% | -5.66% | -39.33% |
Max Drawdown (10Y)Largest decline over 10 years | -64.94% | -5.70% | -59.24% |
Current DrawdownCurrent decline from peak | -32.55% | 0.00% | -32.55% |
Average DrawdownAverage peak-to-trough decline | -45.23% | -0.59% | -44.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.49% | 0.23% | +17.26% |
Volatility
IDCC vs. VGSH - Volatility Comparison
InterDigital, Inc. (IDCC) has a higher volatility of 9.47% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.49%. This indicates that IDCC'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.
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Volatility by Period
| IDCC | VGSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.47% | 0.49% | +8.98% |
Volatility (6M)Calculated over the trailing 6-month period | 35.95% | 1.00% | +34.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.61% | 1.33% | +46.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.90% | 1.98% | +33.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.61% | 1.58% | +34.03% |
Dividends
IDCC vs. VGSH - Dividend Comparison
IDCC's dividend yield for the trailing twelve months is around 1.05%, less than VGSH's 3.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDCC InterDigital, Inc. | 1.05% | 0.74% | 0.85% | 1.34% | 2.83% | 1.95% | 2.31% | 2.57% | 2.11% | 1.64% | 0.99% | 1.63% |
VGSH Vanguard Short-Term Treasury ETF | 3.84% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
Frequently Asked Questions
IDCC and VGSH have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDCC has higher volatility (9.47%) compared to VGSH (0.49%). In terms of maximum drawdown, IDCC dropped -93.83% vs VGSH's -5.70%.
VGSH currently has the higher Sharpe Ratio (2.43 vs 0.36), 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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