USTB vs. VCSH
Compare and contrast key facts about VictoryShares USAA Core Short-Term Bond ETF (USTB) and Vanguard Short-Term Corporate Bond ETF (VCSH).
USTB and VCSH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USTB is an actively managed fund by Crestview. It was launched on Oct 24, 2017. VCSH is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. 1-5 Year Corporate Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USTB or VCSH.
Performance
USTB vs. VCSH - Performance Comparison
Returns By Period
In the year-to-date period, USTB achieves a 5.87% return, which is significantly higher than VCSH's 4.39% return.
USTB
5.87%
0.17%
3.88%
8.03%
3.14%
N/A
VCSH
4.39%
-0.10%
3.62%
6.92%
1.90%
2.28%
Key characteristics
| USTB | VCSH | |
|---|---|---|
| Sharpe Ratio | 4.07 | 2.80 |
| Sortino Ratio | 6.58 | 4.45 |
| Omega Ratio | 1.94 | 1.57 |
| Calmar Ratio | 11.79 | 2.10 |
| Martin Ratio | 33.77 | 15.04 |
| Ulcer Index | 0.24% | 0.46% |
| Daily Std Dev | 1.97% | 2.47% |
| Max Drawdown | -5.32% | -12.86% |
| Current Drawdown | -0.43% | -1.05% |
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USTB vs. VCSH - Expense Ratio Comparison
USTB has a 0.34% expense ratio, which is higher than VCSH's 0.04% expense ratio.
Correlation
The correlation between USTB and VCSH is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
USTB vs. VCSH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares USAA Core Short-Term Bond ETF (USTB) 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.
Dividends
USTB vs. VCSH - Dividend Comparison
USTB's dividend yield for the trailing twelve months is around 5.02%, more than VCSH's 3.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USTB VictoryShares USAA Core Short-Term Bond ETF | 5.02% | 4.48% | 2.54% | 1.83% | 2.58% | 2.69% | 2.32% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% |
VCSH Vanguard Short-Term Corporate Bond ETF | 3.82% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.25% | 2.10% | 2.08% | 2.01% | 2.05% |
Drawdowns
USTB vs. VCSH - Drawdown Comparison
The maximum USTB drawdown since its inception was -5.32%, smaller than the maximum VCSH drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for USTB and VCSH. For additional features, visit the drawdowns tool.
Volatility
USTB vs. VCSH - Volatility Comparison
The current volatility for VictoryShares USAA Core Short-Term Bond ETF (USTB) is 0.46%, while Vanguard Short-Term Corporate Bond ETF (VCSH) has a volatility of 0.61%. This indicates that USTB experiences smaller price fluctuations and is considered to be less risky than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.