PortfoliosLab logo
SHM vs. VCSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SHM and VCSH is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

SHM vs. VCSH - Performance Comparison

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

Loading data...

Key characteristics

Daily Std Dev

SHM:

1.27%

VCSH:

2.27%

Max Drawdown

SHM:

-0.06%

VCSH:

-0.23%

Current Drawdown

SHM:

-0.02%

VCSH:

-0.19%

Returns By Period


SHM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VCSH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


SHM vs. VCSH - Expense Ratio Comparison

SHM has a 0.20% 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%.


Risk-Adjusted Performance

SHM vs. VCSH — Risk-Adjusted Performance Rank

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

SHM
The Risk-Adjusted Performance Rank of SHM is 8383
Overall Rank
The Sharpe Ratio Rank of SHM is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of SHM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SHM is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SHM is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SHM is 8282
Martin Ratio Rank

VCSH
The Risk-Adjusted Performance Rank of VCSH is 9797
Overall Rank
The Sharpe Ratio Rank of VCSH is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of VCSH is 9797
Sortino Ratio Rank
The Omega Ratio Rank of VCSH is 9797
Omega Ratio Rank
The Calmar Ratio Rank of VCSH is 9797
Calmar Ratio Rank
The Martin Ratio Rank of VCSH is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SHM vs. VCSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF (SHM) 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.



Loading data...

Dividends

SHM vs. VCSH - Dividend Comparison

SHM's dividend yield for the trailing twelve months is around 2.36%, less than VCSH's 4.13% yield.


TTM20242023202220212020201920182017201620152014
SHM
SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF
2.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCSH
Vanguard Short-Term Corporate Bond ETF
4.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SHM vs. VCSH - Drawdown Comparison

The maximum SHM drawdown since its inception was -0.06%, smaller than the maximum VCSH drawdown of -0.23%. Use the drawdown chart below to compare losses from any high point for SHM and VCSH. For additional features, visit the drawdowns tool.


Loading data...

Volatility

SHM vs. VCSH - Volatility Comparison


Loading data...