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VCSH vs. ICSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCSH vs. ICSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Corporate Bond ETF (VCSH) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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 lower than ICSH's 1.43% return. Both investments have delivered pretty close results over the past 10 years, with VCSH having a 2.66% annualized return and ICSH not far ahead at 2.77%.


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%

ICSH

1D
0.02%
1M
0.18%
YTD
1.43%
6M
1.75%
1Y
4.30%
3Y*
5.15%
5Y*
3.67%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCSH vs. ICSH - 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%
ICSH
iShares Ultra Short Duration Bond Active ETF
1.43%4.96%5.52%5.58%0.97%0.16%1.61%3.17%2.25%1.63%

Correlation

The correlation between VCSH and ICSH is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.55

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

0.53

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

0.33

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2013

0.27

Over the past year, VCSH and ICSH have become more correlated (0.48) than their long-term average of 0.27, meaning their price movements have been converging.

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Return for Risk

VCSH vs. ICSH — 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

ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 100100
Sortino Ratio Rank
ICSH Omega Ratio Rank: 9999
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH Martin Ratio Rank: 9999
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. ICSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond ETF (VCSH) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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.


VCSHICSHDifference
Sharpe ratioReturn per unit of total volatility

-8.56

Sortino ratioReturn per unit of downside risk

-23.54

Omega ratioGain probability vs. loss probability

1.48

6.56

-5.08

Calmar ratioReturn relative to maximum drawdown

3.27

43.67

-40.40

Martin ratioReturn relative to average drawdown

13.41

288.81

-275.39

VCSH vs. ICSH - Sharpe Ratio Comparison

The current VCSH Sharpe Ratio is 2.45, which is lower than the ICSH Sharpe Ratio of 11.01. The chart below compares the historical Sharpe Ratios of VCSH and ICSH, 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


VCSHICSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

11.01

-8.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

7.62

-6.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

2.63

-1.83

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

1.93

-0.92

Drawdowns

VCSH vs. ICSH - Drawdown Comparison

The maximum VCSH drawdown since its inception was -12.86%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for VCSH and ICSH.


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Drawdown Indicators


VCSHICSHDifference

Max Drawdown

Largest peak-to-trough decline

-12.86%

-3.94%

-8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-0.10%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-0.10%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-9.48%

-0.73%

-8.75%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

-3.94%

-8.92%

Current Drawdown

Current decline from peak

-0.52%

-0.02%

-0.50%

Average Drawdown

Average peak-to-trough decline

-0.97%

-0.08%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.01%

+0.33%

Volatility

VCSH vs. ICSH - Volatility Comparison

Vanguard Short-Term Corporate Bond ETF (VCSH) has a higher volatility of 0.61% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.15%. This indicates that VCSH's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCSHICSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

0.15%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

0.30%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

0.39%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.88%

0.48%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.35%

1.06%

+2.29%

VCSH vs. ICSH - Expense Ratio Comparison

VCSH has a 0.04% expense ratio, which is lower than ICSH's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VCSH vs. ICSH - Dividend Comparison

VCSH's dividend yield for the trailing twelve months is around 4.46%, more than ICSH's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
ICSH
iShares Ultra Short Duration Bond Active ETF
4.34%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%
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 ICSH have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCSH has higher volatility (0.61%) compared to ICSH (0.15%). In terms of maximum drawdown, VCSH dropped -12.86% vs ICSH's -3.94%.

On 10-year performance, ICSH leads with 2.77% vs 2.66% for VCSH. On fees, VCSH is cheaper at 0.04% per year. On volatility, ICSH has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ICSH has performed better with a 2.77% 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 0.08% for ICSH.

VCSH has the higher dividend yield at 4.46%, compared with 4.34% for ICSH.

VCSH is categorized as Corporate Bonds, while ICSH is Ultrashort Bond. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VCSH and 0.08% for ICSH.

ICSH currently has the higher Sharpe Ratio (11.01 vs 2.45), 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.

Portfolio Optimizer

Find the right allocation for VCSH and ICSH

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