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STBCX vs. VISTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STBCX vs. VISTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Short Term Bond Fund (STBCX) and Vanguard Institutional Short-Term Bond Fund (VISTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STBCX achieves a 0.27% return, which is significantly lower than VISTX's 0.81% return. Over the past 10 years, STBCX has underperformed VISTX with an annualized return of 1.84%, while VISTX has yielded a comparatively higher 2.42% annualized return.


STBCX

1D
-0.12%
1M
0.04%
YTD
0.27%
6M
0.74%
1Y
3.31%
3Y*
4.56%
5Y*
1.72%
10Y*
1.84%

VISTX

1D
0.00%
1M
0.22%
YTD
0.81%
6M
0.97%
1Y
3.81%
3Y*
5.16%
5Y*
2.53%
10Y*
2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STBCX vs. VISTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STBCX
Invesco Short Term Bond Fund
0.27%5.23%4.55%4.61%-5.01%-0.49%2.93%4.57%0.37%1.39%
VISTX
Vanguard Institutional Short-Term Bond Fund
0.81%5.68%5.56%4.98%-3.73%-0.04%3.92%4.20%1.83%1.42%

Correlation

The correlation between STBCX and VISTX is 0.62, 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

0.62

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

0.71

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

0.74

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.63

The correlation between STBCX and VISTX shifts across timeframes, from 0.62 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

STBCX vs. VISTX — Risk / Return Rank

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

STBCX
STBCX Risk / Return Rank: 5959
Overall Rank
STBCX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
STBCX Sortino Ratio Rank: 7272
Sortino Ratio Rank
STBCX Omega Ratio Rank: 7979
Omega Ratio Rank
STBCX Calmar Ratio Rank: 5050
Calmar Ratio Rank
STBCX Martin Ratio Rank: 4949
Martin Ratio Rank

VISTX
VISTX Risk / Return Rank: 9393
Overall Rank
VISTX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VISTX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VISTX Omega Ratio Rank: 9292
Omega Ratio Rank
VISTX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VISTX Martin Ratio Rank: 9494
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.

STBCX vs. VISTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Short Term Bond Fund (STBCX) and Vanguard Institutional Short-Term Bond Fund (VISTX). 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.


STBCXVISTXDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.47

1.66

-0.19

Calmar ratioReturn relative to maximum drawdown

2.57

4.54

-1.97

Martin ratioReturn relative to average drawdown

9.64

18.78

-9.14

STBCX vs. VISTX - Sharpe Ratio Comparison

The current STBCX Sharpe Ratio is 1.83, which is lower than the VISTX Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of STBCX and VISTX, 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

STBCX vs. VISTX - Drawdown Comparison

The maximum STBCX drawdown since its inception was -9.27%, which is greater than VISTX's maximum drawdown of -5.64%. Use the drawdown chart below to compare losses from any high point for STBCX and VISTX.


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Drawdown Indicators


STBCXVISTXDifference

Max Drawdown

Largest peak-to-trough decline

-9.27%

-5.64%

-3.63%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

-0.86%

-0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-1.35%

-0.86%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-8.05%

-5.64%

-2.41%

Max Drawdown (10Y)

Largest decline over 10 years

-8.08%

-5.64%

-2.44%

Current Drawdown

Current decline from peak

-0.49%

-0.23%

-0.26%

Average Drawdown

Average peak-to-trough decline

-1.01%

-0.68%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.21%

+0.15%

Volatility

STBCX vs. VISTX - Volatility Comparison

Invesco Short Term Bond Fund (STBCX) and Vanguard Institutional Short-Term Bond Fund (VISTX) have volatilities of 0.56% and 0.54%, 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


STBCXVISTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

0.54%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

0.96%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

1.90%

1.36%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.29%

1.88%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.04%

1.48%

+0.56%

STBCX vs. VISTX - Expense Ratio Comparison

STBCX has a 0.97% expense ratio, which is higher than VISTX's 0.02% expense ratio.


Dividends

STBCX vs. VISTX - Dividend Comparison

STBCX's dividend yield for the trailing twelve months is around 3.90%, less than VISTX's 4.46% yield.


PositionTTM20252024202320222021202020192018201720162015
STBCX
Invesco Short Term Bond Fund
3.90%4.09%4.31%3.21%1.91%1.14%1.82%2.46%2.15%1.51%1.29%1.64%
VISTX
Vanguard Institutional Short-Term Bond Fund
4.46%4.53%5.03%3.91%1.76%1.85%2.33%2.72%2.32%1.78%1.51%0.00%

Frequently Asked Questions


STBCX and VISTX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STBCX has higher volatility (0.56%) compared to VISTX (0.54%). In terms of maximum drawdown, STBCX dropped -9.27% vs VISTX's -5.64%.

VISTX currently has the higher Sharpe Ratio (2.87 vs 1.83), 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

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