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IGSB vs. VCSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGSB vs. VCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short-Term Corporate Bond ETF (IGSB) and Vanguard Short-Term Corporate Bond ETF (VCSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGSB achieves a 0.79% return, which is significantly higher than VCSH's 0.72% return. Both investments have delivered pretty close results over the past 10 years, with IGSB having a 2.73% annualized return and VCSH not far behind at 2.68%.


IGSB

1D
0.19%
1M
0.34%
YTD
0.79%
6M
0.95%
1Y
4.50%
3Y*
5.72%
5Y*
2.49%
10Y*
2.73%

VCSH

1D
0.18%
1M
0.34%
YTD
0.72%
6M
0.91%
1Y
4.39%
3Y*
5.59%
5Y*
2.39%
10Y*
2.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSB vs. VCSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGSB
iShares Short-Term Corporate Bond ETF
0.79%6.96%4.97%6.40%-5.63%-0.56%5.37%7.11%1.25%1.27%
VCSH
Vanguard Short-Term Corporate Bond ETF
0.72%6.77%4.91%6.20%-5.62%-0.63%5.13%7.02%0.92%2.17%

Correlation

The correlation between IGSB and VCSH is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.73

Over the past year, IGSB and VCSH have become more correlated (0.97) than their long-term average of 0.73, meaning their price movements have been converging.

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Return for Risk

IGSB vs. VCSH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IGSB
IGSB Risk / Return Rank: 7777
Overall Rank
IGSB Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 8686
Sortino Ratio Rank
IGSB Omega Ratio Rank: 8383
Omega Ratio Rank
IGSB Calmar Ratio Rank: 6767
Calmar Ratio Rank
IGSB Martin Ratio Rank: 7272
Martin Ratio Rank

VCSH
VCSH Risk / Return Rank: 7676
Overall Rank
VCSH Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 8585
Sortino Ratio Rank
VCSH Omega Ratio Rank: 8181
Omega Ratio Rank
VCSH Calmar Ratio Rank: 6666
Calmar Ratio Rank
VCSH Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IGSB vs. VCSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short-Term Corporate Bond ETF (IGSB) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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.


IGSBVCSHDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.46

1.45

+0.01

Calmar ratioReturn relative to maximum drawdown

3.10

3.15

-0.05

Martin ratioReturn relative to average drawdown

12.44

12.78

-0.34

IGSB vs. VCSH - Sharpe Ratio Comparison

The current IGSB Sharpe Ratio is 2.31, which is comparable to the VCSH Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of IGSB and VCSH, 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

IGSB vs. VCSH - Drawdown Comparison

The maximum IGSB drawdown since its inception was -13.38%, roughly equal to the maximum VCSH drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for IGSB and VCSH.


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Drawdown Indicators


IGSBVCSHDifference

Max Drawdown

Largest peak-to-trough decline

-13.38%

-12.86%

-0.52%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-1.40%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

-1.40%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-9.48%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-13.38%

-12.86%

-0.52%

Current Drawdown

Current decline from peak

-0.24%

-0.24%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.85%

-0.96%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.34%

+0.02%

Volatility

IGSB vs. VCSH - Volatility Comparison

iShares Short-Term Corporate Bond ETF (IGSB) and Vanguard Short-Term Corporate Bond ETF (VCSH) have volatilities of 0.72% and 0.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGSBVCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

0.72%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.50%

1.47%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

1.95%

1.92%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.94%

2.89%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.47%

3.35%

+0.12%

IGSB vs. VCSH - Expense Ratio Comparison

IGSB has a 0.06% expense ratio, which is higher than VCSH's 0.04% 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%.


Dividends

IGSB vs. VCSH - Dividend Comparison

IGSB's dividend yield for the trailing twelve months is around 4.57%, more than VCSH's 4.45% yield.


PositionTTM20252024202320222021202020192018201720162015
IGSB
iShares Short-Term Corporate Bond ETF
4.57%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%
VCSH
Vanguard Short-Term Corporate Bond ETF
4.45%4.35%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.26%2.10%2.08%

Frequently Asked Questions


With a correlation of 0.97, IGSB and VCSH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VCSH has higher volatility (0.72%) compared to IGSB (0.72%). In terms of maximum drawdown, IGSB dropped -13.38% vs VCSH's -12.86%.

On 10-year performance, IGSB leads with 2.73% vs 2.68% for VCSH. On fees, VCSH is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGSB has performed better with a 2.73% return vs 2.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCSH is cheaper with a 0.04% expense ratio, compared with 0.06% for IGSB.

IGSB has the higher dividend yield at 4.57%, compared with 4.45% for VCSH.

IGSB tracks ICE BofAML 1-5 Year US Corporate Index, while VCSH tracks Bloomberg U.S. 1-5 Year Corporate Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.06% for IGSB and 0.04% for VCSH.

IGSB currently has the higher Sharpe Ratio (2.31 vs 2.30), 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

Find the right allocation for IGSB and VCSH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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