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LODI vs. VGSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LODI vs. VGSH

Last updated Apr 17, 2026

LODI (AAM SLC Low Duration Income ETF) and VGSH (Vanguard Short-Term Treasury ETF) are both exchange-traded funds — LODI is a Short-Term Bond fund actively managed by AAM, while VGSH is a Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index. LODI is actively managed, while VGSH is passively managed. Over the past year, LODI returned 6.73% vs 3.60% for VGSH. A 0.54 correlation means they provide meaningful diversification when combined. LODI charges 0.15%/yr vs 0.03%/yr for VGSH.

Performance

LODI vs. VGSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM SLC Low Duration Income ETF (LODI) and Vanguard Short-Term Treasury ETF (VGSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LODI achieves a 1.25% return, which is significantly higher than VGSH's 0.50% return.

LODI

1D
0.02%
1M
0.34%
YTD
1.25%
6M
2.18%
1Y
6.73%
3Y*
—
5Y*
—
10Y*
—

VGSH

1D
-0.01%
1M
0.12%
YTD
0.50%
6M
1.10%
1Y
3.60%
3Y*
4.12%
5Y*
1.83%
10Y*
1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LODI vs. VGSH - Yearly Performance Comparison

2026 (YTD)20252024
LODI
AAM SLC Low Duration Income ETF		1.25%6.04%0.26%
VGSH
Vanguard Short-Term Treasury ETF		0.50%5.07%0.14%

Correlation

The correlation between LODI and VGSH is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.52

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2024

0.54

The correlation between LODI and VGSH has been stable across timeframes, ranging from 0.52 to 0.54 — a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

AAM SLC Low Duration Income ETF

Vanguard Short-Term Treasury ETF

Often compared with LODI:
LODI vs. BSVLODI vs. ISDBLODI vs. SDSILODI vs. SCHOLODI vs. SDCPLODI vs. TRFMLODI vs. BBSB
Often compared with VGSH:
VGSH vs. sgovVGSH vs. SHVVGSH vs. SHYVGSH vs. BNDVGSH vs. VCSHVGSH vs. VTIPVGSH vs. VUSXX

Return for Risk

LODI vs. VGSH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LODI
LODI Risk / Return Rank: 8686
Overall Rank
LODI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
LODI Sortino Ratio Rank: 7979
Sortino Ratio Rank
LODI Omega Ratio Rank: 9191
Omega Ratio Rank
LODI Calmar Ratio Rank: 9696
Calmar Ratio Rank
LODI Martin Ratio Rank: 9090
Martin Ratio Rank
VGSH
VGSH Risk / Return Rank: 8080
Overall Rank
VGSH Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 8989
Sortino Ratio Rank
VGSH Omega Ratio Rank: 8787
Omega Ratio Rank
VGSH Calmar Ratio Rank: 7575
Calmar Ratio Rank
VGSH Martin Ratio Rank: 7373
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.

LODI vs. VGSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM SLC Low Duration Income ETF (LODI) 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.

LODIVGSHDifference

Sharpe ratio

Return per unit of total volatility

2.64

2.71

-0.07

Sortino ratio

Return per unit of downside risk

3.95

4.32

-0.38

Omega ratio

Gain probability vs. loss probability

1.66

1.58

+0.08

Calmar ratio

Return relative to maximum drawdown

8.71

4.27

+4.45

Martin ratio

Return relative to average drawdown

22.17

15.67

+6.50

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LODI vs. VGSH - Sharpe Ratio Comparison

The current LODI Sharpe Ratio is 2.64, which is comparable to the VGSH Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of LODI and VGSH, 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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Sharpe Ratios by Period

LODIVGSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

2.71

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.94

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.11

—

Sharpe Ratio (All Time)

Calculated using the full available price history

2.32

1.02

+1.29

Drawdowns

LODI vs. VGSH - Drawdown Comparison

The maximum LODI drawdown since its inception was -1.01%, smaller than the maximum VGSH drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for LODI and VGSH.

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Drawdown Indicators

LODIVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-1.01%

-5.70%

+4.69%

Max Drawdown (1Y)

Largest decline over 1 year

-0.75%

-0.88%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

—

-5.70%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-5.70%

—

Current Drawdown

Current decline from peak

-0.14%

-0.27%

+0.13%

Average Drawdown

Average peak-to-trough decline

-0.22%

-0.60%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

0.24%

+0.05%

Volatility

LODI vs. VGSH - Volatility Comparison

The current volatility for AAM SLC Low Duration Income ETF (LODI) is 0.38%, while Vanguard Short-Term Treasury ETF (VGSH) has a volatility of 0.51%. This indicates that LODI experiences smaller price fluctuations and is considered to be less risky 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

LODIVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

0.51%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

1.26%

0.85%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

2.58%

1.35%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.42%

1.96%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.42%

1.57%

+0.85%

LODI vs. VGSH - Expense Ratio Comparison

LODI has a 0.15% expense ratio, which is higher than VGSH's 0.03% 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

LODI vs. VGSH - Dividend Comparison

LODI's dividend yield for the trailing twelve months is around 4.99%, more than VGSH's 3.92% yield.

TTM20252024202320222021202020192018201720162015
LODI
AAM SLC Low Duration Income ETF		4.99%5.11%0.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGSH
Vanguard Short-Term Treasury ETF		3.92%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%