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SLQD vs. VFSTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SLQDVFSTX
YTD Return4.59%4.54%
1Y Return7.78%8.22%
3Y Return (Ann)1.83%1.19%
5Y Return (Ann)2.13%1.86%
10Y Return (Ann)2.25%2.07%
Sharpe Ratio3.612.75
Sortino Ratio6.114.49
Omega Ratio1.811.58
Calmar Ratio2.981.64
Martin Ratio26.0516.71
Ulcer Index0.29%0.47%
Daily Std Dev2.10%2.87%
Max Drawdown-12.69%-9.68%
Current Drawdown-0.48%-0.89%

Correlation

-0.50.00.51.00.7

The correlation between SLQD and VFSTX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

SLQD vs. VFSTX - Performance Comparison

The year-to-date returns for both stocks are quite close, with SLQD having a 4.59% return and VFSTX slightly lower at 4.54%. Over the past 10 years, SLQD has outperformed VFSTX with an annualized return of 2.25%, while VFSTX has yielded a comparatively lower 2.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
3.74%
4.04%
SLQD
VFSTX

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SLQD vs. VFSTX - Expense Ratio Comparison

SLQD has a 0.06% expense ratio, which is lower than VFSTX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
Expense ratio chart for VFSTX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SLQD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

SLQD vs. VFSTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX). 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.


SLQD
Sharpe ratio
The chart of Sharpe ratio for SLQD, currently valued at 3.61, compared to the broader market-2.000.002.004.003.61
Sortino ratio
The chart of Sortino ratio for SLQD, currently valued at 6.11, compared to the broader market0.005.0010.006.11
Omega ratio
The chart of Omega ratio for SLQD, currently valued at 1.81, compared to the broader market1.001.502.002.503.001.81
Calmar ratio
The chart of Calmar ratio for SLQD, currently valued at 2.98, compared to the broader market0.005.0010.0015.002.98
Martin ratio
The chart of Martin ratio for SLQD, currently valued at 26.05, compared to the broader market0.0020.0040.0060.0080.00100.00120.0026.05
VFSTX
Sharpe ratio
The chart of Sharpe ratio for VFSTX, currently valued at 2.75, compared to the broader market-2.000.002.004.002.75
Sortino ratio
The chart of Sortino ratio for VFSTX, currently valued at 4.49, compared to the broader market0.005.0010.004.49
Omega ratio
The chart of Omega ratio for VFSTX, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for VFSTX, currently valued at 1.64, compared to the broader market0.005.0010.0015.001.64
Martin ratio
The chart of Martin ratio for VFSTX, currently valued at 16.71, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.71

SLQD vs. VFSTX - Sharpe Ratio Comparison

The current SLQD Sharpe Ratio is 3.61, which is higher than the VFSTX Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of SLQD and VFSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.61
2.75
SLQD
VFSTX

Dividends

SLQD vs. VFSTX - Dividend Comparison

SLQD's dividend yield for the trailing twelve months is around 3.59%, less than VFSTX's 3.91% yield.


TTM20232022202120202019201820172016201520142013
SLQD
iShares 0-5 Year Investment Grade Corporate Bond ETF
3.59%2.99%2.00%1.67%2.34%2.89%2.56%1.98%1.81%1.43%1.24%0.23%
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
3.91%3.04%1.93%1.62%2.24%2.81%2.67%1.99%1.97%1.98%1.89%1.82%

Drawdowns

SLQD vs. VFSTX - Drawdown Comparison

The maximum SLQD drawdown since its inception was -12.69%, which is greater than VFSTX's maximum drawdown of -9.68%. Use the drawdown chart below to compare losses from any high point for SLQD and VFSTX. For additional features, visit the drawdowns tool.


-1.40%-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.48%
-0.89%
SLQD
VFSTX

Volatility

SLQD vs. VFSTX - Volatility Comparison

The current volatility for iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) is 0.53%, while Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX) has a volatility of 0.83%. This indicates that SLQD experiences smaller price fluctuations and is considered to be less risky than VFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%JuneJulyAugustSeptemberOctoberNovember
0.53%
0.83%
SLQD
VFSTX