VCORX vs. VUSB
Compare and contrast key facts about Vanguard Core Bond Fund Investor Shares (VCORX) and Vanguard Ultra-Short Bond ETF (VUSB).
VCORX is managed by Vanguard. It was launched on Mar 28, 2016. VUSB is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Treasury Bellwethers 1-Year. It was launched on Apr 5, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCORX or VUSB.
Key characteristics
| VCORX | VUSB | |
|---|---|---|
| YTD Return | 2.53% | 4.89% |
| 1Y Return | 9.21% | 6.54% |
| 3Y Return (Ann) | -2.00% | 3.27% |
| Sharpe Ratio | 1.65 | 7.12 |
| Sortino Ratio | 2.47 | 14.06 |
| Omega Ratio | 1.29 | 3.18 |
| Calmar Ratio | 0.58 | 32.53 |
| Martin Ratio | 6.10 | 150.65 |
| Ulcer Index | 1.53% | 0.04% |
| Daily Std Dev | 5.67% | 0.93% |
| Max Drawdown | -19.06% | -1.81% |
| Current Drawdown | -8.22% | -0.02% |
Correlation
The correlation between VCORX and VUSB is 0.59, 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
VCORX vs. VUSB - Performance Comparison
In the year-to-date period, VCORX achieves a 2.53% return, which is significantly lower than VUSB's 4.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VCORX vs. VUSB - Expense Ratio Comparison
VCORX has a 0.20% expense ratio, which is higher than VUSB's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VCORX vs. VUSB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond Fund Investor Shares (VCORX) and Vanguard Ultra-Short Bond ETF (VUSB). 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
VCORX vs. VUSB - Dividend Comparison
VCORX's dividend yield for the trailing twelve months is around 4.48%, less than VUSB's 5.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
VCORX Vanguard Core Bond Fund Investor Shares | 4.48% | 3.99% | 2.91% | 1.11% | 1.65% | 2.92% | 2.99% | 2.09% | 1.59% |
VUSB Vanguard Ultra-Short Bond ETF | 5.16% | 4.45% | 1.53% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VCORX vs. VUSB - Drawdown Comparison
The maximum VCORX drawdown since its inception was -19.06%, which is greater than VUSB's maximum drawdown of -1.81%. Use the drawdown chart below to compare losses from any high point for VCORX and VUSB. For additional features, visit the drawdowns tool.
Volatility
VCORX vs. VUSB - Volatility Comparison
Vanguard Core Bond Fund Investor Shares (VCORX) has a higher volatility of 1.64% compared to Vanguard Ultra-Short Bond ETF (VUSB) at 0.16%. This indicates that VCORX's price experiences larger fluctuations and is considered to be riskier than VUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.