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TCSB.TO vs. VSC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCSB.TO vs. VSC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Select Short Term Corporate Bond Ladder ETF (TCSB.TO) and Vanguard Canadian Short-Term Corporate Bond Index ETF (VSC.TO). The values are adjusted to include any dividend payments, if applicable.

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TCSB.TO vs. VSC.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TCSB.TO
TD Select Short Term Corporate Bond Ladder ETF
0.10%4.71%6.89%6.95%-4.39%0.15%5.36%5.72%0.13%
VSC.TO
Vanguard Canadian Short-Term Corporate Bond Index ETF
0.10%4.63%6.69%6.75%-4.23%-0.97%6.27%4.72%0.60%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with TCSB.TO at 0.10% and VSC.TO at 0.10%.


TCSB.TO

1D
0.20%
1M
-0.90%
YTD
0.10%
6M
0.69%
1Y
3.58%
3Y*
5.48%
5Y*
2.84%
10Y*

VSC.TO

1D
0.00%
1M
-0.91%
YTD
0.10%
6M
0.61%
1Y
3.13%
3Y*
5.38%
5Y*
2.64%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TCSB.TO vs. VSC.TO - Expense Ratio Comparison

TCSB.TO has a 0.28% expense ratio, which is higher than VSC.TO's 0.11% expense ratio.


Return for Risk

TCSB.TO vs. VSC.TO — Risk / Return Rank

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

TCSB.TO
TCSB.TO Risk / Return Rank: 8282
Overall Rank
TCSB.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TCSB.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
TCSB.TO Omega Ratio Rank: 8080
Omega Ratio Rank
TCSB.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
TCSB.TO Martin Ratio Rank: 8484
Martin Ratio Rank

VSC.TO
VSC.TO Risk / Return Rank: 7878
Overall Rank
VSC.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VSC.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
VSC.TO Omega Ratio Rank: 7878
Omega Ratio Rank
VSC.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
VSC.TO Martin Ratio Rank: 7979
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.

TCSB.TO vs. VSC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Select Short Term Corporate Bond Ladder ETF (TCSB.TO) and Vanguard Canadian Short-Term Corporate Bond Index ETF (VSC.TO). 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.


TCSB.TOVSC.TODifference

Sharpe ratio

Return per unit of total volatility

1.60

1.53

+0.08

Sortino ratio

Return per unit of downside risk

2.31

2.09

+0.22

Omega ratio

Gain probability vs. loss probability

1.32

1.30

+0.01

Calmar ratio

Return relative to maximum drawdown

2.18

2.05

+0.14

Martin ratio

Return relative to average drawdown

9.85

8.67

+1.18

TCSB.TO vs. VSC.TO - Sharpe Ratio Comparison

The current TCSB.TO Sharpe Ratio is 1.60, which is comparable to the VSC.TO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of TCSB.TO and VSC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TCSB.TOVSC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.53

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.98

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.59

-0.02

Correlation

The correlation between TCSB.TO and VSC.TO is 0.47, 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.


Dividends

TCSB.TO vs. VSC.TO - Dividend Comparison

TCSB.TO's dividend yield for the trailing twelve months is around 3.68%, less than VSC.TO's 3.97% yield.


TTM20252024202320222021202020192018201720162015
TCSB.TO
TD Select Short Term Corporate Bond Ladder ETF
3.68%3.65%4.89%4.97%2.72%2.37%3.84%3.00%0.06%0.00%0.00%0.00%
VSC.TO
Vanguard Canadian Short-Term Corporate Bond Index ETF
3.97%3.61%3.54%3.14%2.85%2.59%2.64%2.71%2.77%2.75%2.89%3.05%

Drawdowns

TCSB.TO vs. VSC.TO - Drawdown Comparison

The maximum TCSB.TO drawdown since its inception was -14.90%, smaller than the maximum VSC.TO drawdown of -15.87%. Use the drawdown chart below to compare losses from any high point for TCSB.TO and VSC.TO.


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Drawdown Indicators


TCSB.TOVSC.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.90%

-15.87%

+0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-1.64%

-1.53%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-7.22%

-7.68%

+0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-15.87%

Current Drawdown

Current decline from peak

-0.94%

-0.91%

-0.03%

Average Drawdown

Average peak-to-trough decline

-1.34%

-0.98%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.36%

0.00%

Volatility

TCSB.TO vs. VSC.TO - Volatility Comparison

TD Select Short Term Corporate Bond Ladder ETF (TCSB.TO) has a higher volatility of 1.18% compared to Vanguard Canadian Short-Term Corporate Bond Index ETF (VSC.TO) at 1.00%. This indicates that TCSB.TO's price experiences larger fluctuations and is considered to be riskier than VSC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCSB.TOVSC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

1.00%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

1.68%

1.43%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

2.24%

1.96%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.93%

2.70%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.00%

5.15%

+0.85%