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VCSH vs. BSV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCSH and BSV is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

VCSH vs. BSV - Performance Comparison

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

30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
52.77%
32.49%
VCSH
BSV

Key characteristics

Sharpe Ratio

VCSH:

2.99

BSV:

3.04

Sortino Ratio

VCSH:

4.60

BSV:

4.98

Omega Ratio

VCSH:

1.64

BSV:

1.63

Calmar Ratio

VCSH:

5.64

BSV:

2.48

Martin Ratio

VCSH:

15.89

BSV:

11.37

Ulcer Index

VCSH:

0.46%

BSV:

0.61%

Daily Std Dev

VCSH:

2.43%

BSV:

2.27%

Max Drawdown

VCSH:

-12.86%

BSV:

-8.62%

Current Drawdown

VCSH:

-0.03%

BSV:

-0.01%

Returns By Period

In the year-to-date period, VCSH achieves a 2.26% return, which is significantly lower than BSV's 2.47% return. Over the past 10 years, VCSH has outperformed BSV with an annualized return of 2.45%, while BSV has yielded a comparatively lower 1.76% annualized return.


VCSH

YTD

2.26%

1M

0.62%

6M

2.65%

1Y

7.48%

5Y*

2.28%

10Y*

2.45%

BSV

YTD

2.47%

1M

0.91%

6M

2.72%

1Y

7.06%

5Y*

1.16%

10Y*

1.76%

*Annualized

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VCSH vs. BSV - Expense Ratio Comparison

Both VCSH and BSV have an expense ratio of 0.04%, 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 VCSH: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCSH: 0.04%
Expense ratio chart for BSV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BSV: 0.04%

Risk-Adjusted Performance

VCSH vs. BSV — Risk-Adjusted Performance Rank

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

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

BSV
The Risk-Adjusted Performance Rank of BSV is 9696
Overall Rank
The Sharpe Ratio Rank of BSV is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of BSV is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BSV is 9797
Omega Ratio Rank
The Calmar Ratio Rank of BSV is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BSV is 9494
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.

VCSH vs. BSV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond ETF (VCSH) and Vanguard Short-Term Bond ETF (BSV). 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 VCSH, currently valued at 2.99, compared to the broader market-1.000.001.002.003.004.00
VCSH: 2.99
BSV: 3.04
The chart of Sortino ratio for VCSH, currently valued at 4.60, compared to the broader market-2.000.002.004.006.008.00
VCSH: 4.60
BSV: 4.98
The chart of Omega ratio for VCSH, currently valued at 1.64, compared to the broader market0.501.001.502.002.50
VCSH: 1.64
BSV: 1.63
The chart of Calmar ratio for VCSH, currently valued at 5.64, compared to the broader market0.002.004.006.008.0010.0012.00
VCSH: 5.64
BSV: 2.48
The chart of Martin ratio for VCSH, currently valued at 15.89, compared to the broader market0.0020.0040.0060.00
VCSH: 15.89
BSV: 11.37

The current VCSH Sharpe Ratio is 2.99, which is comparable to the BSV Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of VCSH and BSV, 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 Ratio1.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
2.99
3.04
VCSH
BSV

Dividends

VCSH vs. BSV - Dividend Comparison

VCSH's dividend yield for the trailing twelve months is around 4.07%, more than BSV's 3.50% yield.


TTM20242023202220212020201920182017201620152014
VCSH
Vanguard Short-Term Corporate Bond ETF
4.07%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.25%2.10%2.08%2.01%
BSV
Vanguard Short-Term Bond ETF
3.50%3.38%2.46%1.50%1.36%1.79%2.29%1.99%1.65%1.49%1.40%1.45%

Drawdowns

VCSH vs. BSV - Drawdown Comparison

The maximum VCSH drawdown since its inception was -12.86%, which is greater than BSV's maximum drawdown of -8.62%. Use the drawdown chart below to compare losses from any high point for VCSH and BSV. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%NovemberDecember2025FebruaryMarchApril
-0.03%
-0.01%
VCSH
BSV

Volatility

VCSH vs. BSV - Volatility Comparison

Vanguard Short-Term Corporate Bond ETF (VCSH) has a higher volatility of 1.37% compared to Vanguard Short-Term Bond ETF (BSV) at 0.88%. This indicates that VCSH's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%1.40%NovemberDecember2025FebruaryMarchApril
1.37%
0.88%
VCSH
BSV