PortfoliosLab logo
VBIRX vs. VSCSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VBIRX and VSCSX is -0.11. 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.


-0.50.00.51.0
Correlation: -0.1

Performance

VBIRX vs. VSCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX) and Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%50.00%December2025FebruaryMarchAprilMay
30.81%
51.24%
VBIRX
VSCSX

Key characteristics

Sharpe Ratio

VBIRX:

2.40

VSCSX:

3.12

Sortino Ratio

VBIRX:

4.02

VSCSX:

4.94

Omega Ratio

VBIRX:

1.51

VSCSX:

1.66

Calmar Ratio

VBIRX:

2.51

VSCSX:

5.45

Martin Ratio

VBIRX:

9.57

VSCSX:

15.03

Ulcer Index

VBIRX:

0.66%

VSCSX:

0.47%

Daily Std Dev

VBIRX:

2.63%

VSCSX:

2.26%

Max Drawdown

VBIRX:

-8.64%

VSCSX:

-9.56%

Current Drawdown

VBIRX:

-0.58%

VSCSX:

-0.42%

Returns By Period

In the year-to-date period, VBIRX achieves a 2.03% return, which is significantly lower than VSCSX's 2.17% return. Over the past 10 years, VBIRX has underperformed VSCSX with an annualized return of 1.70%, while VSCSX has yielded a comparatively higher 2.41% annualized return.


VBIRX

YTD

2.03%

1M

-0.49%

6M

2.34%

1Y

5.80%

5Y*

1.05%

10Y*

1.70%

VSCSX

YTD

2.17%

1M

0.03%

6M

2.66%

1Y

6.53%

5Y*

2.19%

10Y*

2.41%

*Annualized

Compare stocks, funds, or ETFs

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


VBIRX vs. VSCSX - Expense Ratio Comparison

Both VBIRX and VSCSX have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for VBIRX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBIRX: 0.07%
Expense ratio chart for VSCSX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSCSX: 0.07%

Risk-Adjusted Performance

VBIRX vs. VSCSX — Risk-Adjusted Performance Rank

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

VBIRX
The Risk-Adjusted Performance Rank of VBIRX is 9494
Overall Rank
The Sharpe Ratio Rank of VBIRX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of VBIRX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of VBIRX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of VBIRX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VBIRX is 9393
Martin Ratio Rank

VSCSX
The Risk-Adjusted Performance Rank of VSCSX is 9797
Overall Rank
The Sharpe Ratio Rank of VSCSX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of VSCSX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of VSCSX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of VSCSX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of VSCSX 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.

VBIRX vs. VSCSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX) and Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX). 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.


The chart of Sharpe ratio for VBIRX, currently valued at 2.40, compared to the broader market-1.000.001.002.003.00
VBIRX: 2.40
VSCSX: 3.12
The chart of Sortino ratio for VBIRX, currently valued at 4.02, compared to the broader market-2.000.002.004.006.008.00
VBIRX: 4.02
VSCSX: 4.94
The chart of Omega ratio for VBIRX, currently valued at 1.51, compared to the broader market0.501.001.502.002.503.00
VBIRX: 1.51
VSCSX: 1.66
The chart of Calmar ratio for VBIRX, currently valued at 2.51, compared to the broader market0.002.004.006.008.0010.00
VBIRX: 2.51
VSCSX: 5.45
The chart of Martin ratio for VBIRX, currently valued at 9.57, compared to the broader market0.0010.0020.0030.0040.00
VBIRX: 9.57
VSCSX: 15.03

The current VBIRX Sharpe Ratio is 2.40, which is comparable to the VSCSX Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of VBIRX and VSCSX, 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 Ratio1.502.002.503.003.50December2025FebruaryMarchAprilMay
2.40
3.12
VBIRX
VSCSX

Dividends

VBIRX vs. VSCSX - Dividend Comparison

VBIRX's dividend yield for the trailing twelve months is around 3.22%, less than VSCSX's 4.09% yield.


TTM20242023202220212020201920182017201620152014
VBIRX
Vanguard Short-Term Bond Index Fund Admiral Shares
3.22%3.36%2.41%1.44%1.17%1.78%2.23%2.04%1.53%1.48%1.32%1.20%
VSCSX
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares
4.09%3.93%3.07%1.99%1.56%2.26%2.85%2.66%2.26%2.11%2.00%1.83%

Drawdowns

VBIRX vs. VSCSX - Drawdown Comparison

The maximum VBIRX drawdown since its inception was -8.64%, smaller than the maximum VSCSX drawdown of -9.56%. Use the drawdown chart below to compare losses from any high point for VBIRX and VSCSX. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%December2025FebruaryMarchAprilMay
-0.58%
-0.42%
VBIRX
VSCSX

Volatility

VBIRX vs. VSCSX - Volatility Comparison

The current volatility for Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX) is 0.87%, while Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) has a volatility of 1.03%. This indicates that VBIRX experiences smaller price fluctuations and is considered to be less risky than VSCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%0.60%0.70%0.80%0.90%1.00%1.10%December2025FebruaryMarchAprilMay
0.87%
1.03%
VBIRX
VSCSX