LCCMX vs. VSCSX

Last updated Aug 4, 2026

LCCMX (Leader Short Term High Yield Bond Fund) and VSCSX (Vanguard Short-Term Corporate Bond Index Fund Admiral Shares) are both Short-Term Bond funds. Over the past 10 years, LCCMX returned 4.28%/yr vs 2.64%/yr for VSCSX. Their 0.21 correlation means their historical movements had little consistent relationship. LCCMX charges 2.55%/yr vs 0.06%/yr for VSCSX.

Performance

LCCMX vs. VSCSX - Performance Comparison

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

Returns By Period

In the year-to-date period, LCCMX achieves a 3.65% return, which is significantly higher than VSCSX's 0.79% return. Over the past 10 years, LCCMX has outperformed VSCSX with an annualized return of 4.28%, while VSCSX has yielded a comparatively lower 2.64% annualized return.

LCCMX

• 1D: 0.00%
• 1M: -0.72%
• 6M: 2.16%
• YTD: 3.65%
• 1Y: 8.47%
• 3Y*: 12.03%
• 5Y*: 5.76%
• 10Y*: 4.28%
• ALL TIME*: 3.89%

VSCSX

• 1D: -0.05%
• 1M: -0.14%
• 6M: 0.46%
• YTD: 0.79%
• 1Y: 3.08%
• 3Y*: 5.55%
• 5Y*: 2.35%
• 10Y*: 2.64%
• ALL TIME*: 2.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LCCMX Leader Short Term High Yield Bond Fund	$0.00	$0.00	$0.00
VSCSX Vanguard Short-Term Corporate Bond Index Fund Admiral Shares	$0.00	$0.00	$0.00

LCCMX vs. VSCSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LCCMX Leader Short Term High Yield Bond Fund	3.65%	9.73%	18.51%	13.73%	-13.30%	1.30%	7.52%	0.65%	2.35%	1.89%
VSCSX Vanguard Short-Term Corporate Bond Index Fund Admiral Shares	0.79%	6.75%	5.36%	6.11%	-5.72%	-0.43%	5.06%	6.85%	0.88%	2.46%

Correlation

The correlation between LCCMX and VSCSX is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.02
Correlation (3Y) Balances recent behavior with more history.	0.05
Correlation (5Y) Shows whether the relationship held over a longer period.	0.20
Correlation (10Y) Provides a long-term view across more market conditions.	0.18
Correlation (All Time) Calculated using the full available price history since Nov 19, 2009	0.21

The correlation between LCCMX and VSCSX shifts across timeframes, from 0.02 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LCCMX vs. VSCSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LCCMX

LCCMX Risk / Return Rank: 77
LCCMX Sharpe Ratio Rank: 77
LCCMX Sortino Ratio Rank: 95
LCCMX Omega Ratio Rank: 97
LCCMX Calmar Ratio Rank: 64
LCCMX Martin Ratio Rank: 54

VSCSX

VSCSX Risk / Return Rank: 80
VSCSX Sharpe Ratio Rank: 82
VSCSX Sortino Ratio Rank: 83
VSCSX Omega Ratio Rank: 81
VSCSX Calmar Ratio Rank: 77
VSCSX Martin Ratio Rank: 79

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LCCMX vs. VSCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leader Short Term High Yield Bond Fund (LCCMX) 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.

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.

	LCCMX	VSCSX	Difference
Sharpe ratio: Return per unit of total volatility	1.86	2.00	-0.14
Sortino ratio: Return per unit of downside risk	3.92	2.97	+0.95
Omega ratio: Gain probability vs. loss probability	1.65	1.39	+0.26
Calmar ratio: Return relative to maximum drawdown	2.27	2.62	-0.35
Martin ratio: Return relative to average drawdown	7.84	10.01	-2.17

LCCMX vs. VSCSX - Sharpe Ratio Comparison

The current LCCMX Sharpe Ratio is 1.86, which is comparable to the VSCSX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of LCCMX and VSCSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LCCMX vs. VSCSX - Drawdown Comparison

The maximum LCCMX drawdown since its inception was -24.57%, which is greater than VSCSX's maximum drawdown of -9.36%. Use the drawdown chart below to compare losses from any high point for LCCMX and VSCSX.

Drawdown Indicators

	LCCMX	VSCSX	Difference
Max Drawdown Largest peak-to-trough decline	-24.57%	-9.36%	-15.21%
Max Drawdown (1Y) Largest decline over 1 year	-3.76%	-1.36%	-2.40%
Max Drawdown (3Y) Largest decline over 3 years	-3.76%	-1.36%	-2.40%
Max Drawdown (5Y) Largest decline over 5 years	-19.20%	-9.27%	-9.93%
Max Drawdown (10Y) Largest decline over 10 years	-24.57%	-9.36%	-15.21%
Current Drawdown Current decline from peak	-0.84%	-0.28%	-0.56%
Average Drawdown Average peak-to-trough decline	-2.78%	-0.97%	-1.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.08%	0.36%	+0.72%

Volatility

LCCMX vs. VSCSX - Volatility Comparison

Leader Short Term High Yield Bond Fund (LCCMX) has a higher volatility of 0.64% compared to Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) at 0.50%. This indicates that LCCMX's price experiences larger fluctuations and is considered to be riskier than VSCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LCCMX	VSCSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.64%	0.50%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	3.43%	1.43%	+2.00%
Volatility (1Y) Calculated over the trailing 1-year period	4.61%	1.78%	+2.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.78%	2.73%	+3.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.34%	2.37%	+3.97%

LCCMX vs. VSCSX - Expense Ratio Comparison

LCCMX has a 2.55% expense ratio, which is higher than VSCSX's 0.06% expense ratio.

Dividends

LCCMX vs. VSCSX - Dividend Comparison

LCCMX's dividend yield for the trailing twelve months is around 7.98%, more than VSCSX's 4.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LCCMX Leader Short Term High Yield Bond Fund	7.98%	8.93%	10.39%	8.55%	5.68%	2.11%	2.11%	2.98%	2.89%	2.10%	2.01%	2.75%
VSCSX Vanguard Short-Term Corporate Bond Index Fund Admiral Shares	4.05%	4.32%	4.27%	3.07%	1.98%	1.78%	2.25%	2.85%	2.66%	2.26%	1.93%	2.21%

Frequently Asked Questions

Can I hold both LCCMX and VSCSX in my portfolio?

LCCMX and VSCSX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LCCMX or VSCSX?

LCCMX has higher volatility (0.64%) compared to VSCSX (0.50%). In terms of maximum drawdown, LCCMX dropped -24.57% vs VSCSX's -9.36%.

Which has better risk-adjusted returns?

VSCSX currently has the higher Sharpe Ratio (2.00 vs 1.86), 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.