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VCSH vs. ARKK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCSH vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Corporate Bond ETF (VCSH) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCSH achieves a 0.44% return, which is significantly higher than ARKK's -1.35% return. Over the past 10 years, VCSH has underperformed ARKK with an annualized return of 2.66%, while ARKK has yielded a comparatively higher 15.39% annualized return.


VCSH

1D
0.03%
1M
-0.26%
YTD
0.44%
6M
0.92%
1Y
4.56%
3Y*
5.56%
5Y*
2.26%
10Y*
2.66%

ARKK

1D
1.87%
1M
-4.10%
YTD
-1.35%
6M
-7.42%
1Y
24.13%
3Y*
21.64%
5Y*
-7.38%
10Y*
15.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCSH vs. ARKK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCSH
Vanguard Short-Term Corporate Bond ETF
0.44%6.77%4.91%6.20%-5.62%-0.63%5.13%7.02%0.92%2.17%
ARKK
ARK Innovation ETF
-1.35%35.49%8.40%69.04%-66.97%-23.60%152.71%35.08%3.52%87.33%

Correlation

The correlation between VCSH and ARKK is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

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

0.27

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

0.28

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

0.18

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2014

0.16

The correlation between VCSH and ARKK shifts across timeframes, from 0.16 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VCSH vs. ARKK — Risk / Return Rank

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

VCSH
VCSH Risk / Return Rank: 8282
Overall Rank
VCSH Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 9090
Sortino Ratio Rank
VCSH Omega Ratio Rank: 8686
Omega Ratio Rank
VCSH Calmar Ratio Rank: 7272
Calmar Ratio Rank
VCSH Martin Ratio Rank: 7777
Martin Ratio Rank

ARKK
ARKK Risk / Return Rank: 2020
Overall Rank
ARKK Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ARKK Sortino Ratio Rank: 2222
Sortino Ratio Rank
ARKK Omega Ratio Rank: 2121
Omega Ratio Rank
ARKK Calmar Ratio Rank: 1919
Calmar Ratio Rank
ARKK Martin Ratio Rank: 1818
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.

VCSH vs. ARKK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond ETF (VCSH) and ARK Innovation ETF (ARKK). 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.


VCSHARKKDifference
Sharpe ratioReturn per unit of total volatility

+1.78

Sortino ratioReturn per unit of downside risk

+2.70

Omega ratioGain probability vs. loss probability

1.48

1.13

+0.35

Calmar ratioReturn relative to maximum drawdown

3.27

0.77

+2.50

Martin ratioReturn relative to average drawdown

13.41

1.71

+11.71

VCSH vs. ARKK - Sharpe Ratio Comparison

The current VCSH Sharpe Ratio is 2.45, which is higher than the ARKK Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of VCSH and ARKK, 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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Sharpe Ratios by Period


VCSHARKKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

0.67

+1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

-0.16

+0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.38

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.34

+0.67

Drawdowns

VCSH vs. ARKK - Drawdown Comparison

The maximum VCSH drawdown since its inception was -12.86%, smaller than the maximum ARKK drawdown of -80.97%. Use the drawdown chart below to compare losses from any high point for VCSH and ARKK.


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Drawdown Indicators


VCSHARKKDifference

Max Drawdown

Largest peak-to-trough decline

-12.86%

-80.97%

+68.11%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-31.35%

+29.95%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-39.56%

+38.16%

Max Drawdown (5Y)

Largest decline over 5 years

-9.48%

-77.23%

+67.75%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

-80.97%

+68.11%

Current Drawdown

Current decline from peak

-0.52%

-50.87%

+50.35%

Average Drawdown

Average peak-to-trough decline

-0.97%

-30.14%

+29.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

14.18%

-13.84%

Volatility

VCSH vs. ARKK - Volatility Comparison

The current volatility for Vanguard Short-Term Corporate Bond ETF (VCSH) is 0.61%, while ARK Innovation ETF (ARKK) has a volatility of 11.34%. This indicates that VCSH experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCSHARKKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

11.34%

-10.73%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

25.96%

-24.55%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

36.15%

-34.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.88%

46.38%

-43.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.35%

40.34%

-36.99%

VCSH vs. ARKK - Expense Ratio Comparison

VCSH has a 0.04% expense ratio, which is lower than ARKK's 0.75% expense ratio.


Dividends

VCSH vs. ARKK - Dividend Comparison

VCSH's dividend yield for the trailing twelve months is around 4.46%, while ARKK has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.70%0.00%0.55%1.64%0.38%3.14%1.32%0.00%2.27%
VCSH
Vanguard Short-Term Corporate Bond ETF
4.46%4.35%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.26%2.10%2.08%

Frequently Asked Questions


VCSH and ARKK have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARKK has higher volatility (11.34%) compared to VCSH (0.61%). In terms of maximum drawdown, VCSH dropped -12.86% vs ARKK's -80.97%.

On 10-year performance, ARKK leads with 15.39% vs 2.66% for VCSH. On fees, VCSH is cheaper at 0.04% per year. On volatility, VCSH has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ARKK has performed better with a 15.39% return vs 2.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCSH is cheaper with a 0.04% expense ratio, compared with 0.75% for ARKK.

VCSH has the higher dividend yield at 4.46%, compared with 0.00% for ARKK.

VCSH is categorized as Corporate Bonds, while ARKK is Technology Equities. They also come from different issuers: Vanguard and ARK. Their fees differ too: 0.04% for VCSH and 0.75% for ARKK.

VCSH currently has the higher Sharpe Ratio (2.45 vs 0.67), 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.

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