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

Correlation

The correlation between VCSH and JPST is 0.01, 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: 0.0

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Performance

VCSH vs. JPST - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-42.92%
-6.73%
TNK
MPTI

Key characteristics

Sharpe Ratio

VCSH:

3.03

JPST:

10.15

Sortino Ratio

VCSH:

4.73

JPST:

22.36

Omega Ratio

VCSH:

1.62

JPST:

5.03

Calmar Ratio

VCSH:

5.37

JPST:

56.06

Martin Ratio

VCSH:

14.73

JPST:

265.34

Ulcer Index

VCSH:

0.45%

JPST:

0.02%

Daily Std Dev

VCSH:

2.21%

JPST:

0.55%

Max Drawdown

VCSH:

-12.86%

JPST:

-3.28%

Current Drawdown

VCSH:

-0.16%

JPST:

-0.06%

Returns By Period

In the year-to-date period, VCSH achieves a 2.12% return, which is significantly higher than JPST's 1.35% return.


VCSH

YTD

2.12%

1M

0.65%

6M

2.20%

1Y

6.62%

5Y*

2.89%

10Y*

2.42%

JPST

YTD

1.35%

1M

0.36%

6M

2.36%

1Y

5.48%

5Y*

3.29%

10Y*

N/A

*Annualized

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JPMorgan Ultra-Short Income ETF

VCSH vs. JPST - Expense Ratio Comparison

VCSH has a 0.04% expense ratio, which is lower than JPST's 0.18% 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%.


Expense ratio chart for JPST: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JPST: 0.18%
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%

Risk-Adjusted Performance

VCSH vs. JPST — 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 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of VCSH is 9797
Sortino Ratio Rank
The Omega Ratio Rank of VCSH is 9797
Omega Ratio Rank
The Calmar Ratio Rank of VCSH is 9797
Calmar Ratio Rank
The Martin Ratio Rank of VCSH is 9696
Martin Ratio Rank

JPST
The Risk-Adjusted Performance Rank of JPST is 9999
Overall Rank
The Sharpe Ratio Rank of JPST is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of JPST is 9999
Sortino Ratio Rank
The Omega Ratio Rank of JPST is 9999
Omega Ratio Rank
The Calmar Ratio Rank of JPST is 100100
Calmar Ratio Rank
The Martin Ratio Rank of JPST is 9999
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. JPST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond ETF (VCSH) and JPMorgan Ultra-Short Income ETF (JPST). 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 TNK, currently valued at -1.10, compared to the broader market-1.000.001.002.003.004.005.00
TNK: -1.10
MPTI: 0.58
The chart of Sortino ratio for TNK, currently valued at -1.70, compared to the broader market-2.000.002.004.006.008.0010.00
TNK: -1.70
MPTI: 1.21
The chart of Omega ratio for TNK, currently valued at 0.81, compared to the broader market0.501.001.502.002.50
TNK: 0.81
MPTI: 1.15
The chart of Calmar ratio for TNK, currently valued at -0.78, compared to the broader market0.005.0010.0015.00
TNK: -0.78
MPTI: 0.80
The chart of Martin ratio for TNK, currently valued at -1.30, compared to the broader market0.0020.0040.0060.0080.00
TNK: -1.30
MPTI: 2.06

The current VCSH Sharpe Ratio is 3.03, which is lower than the JPST Sharpe Ratio of 10.15. The chart below compares the historical Sharpe Ratios of VCSH and JPST, 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 Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-1.10
0.58
TNK
MPTI

Dividends

VCSH vs. JPST - Dividend Comparison

VCSH's dividend yield for the trailing twelve months is around 4.07%, less than JPST's 4.98% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

VCSH vs. JPST - Drawdown Comparison

The maximum VCSH drawdown since its inception was -12.86%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for VCSH and JPST. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-52.43%
-42.38%
TNK
MPTI

Volatility

VCSH vs. JPST - Volatility Comparison

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


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
11.56%
28.07%
TNK
MPTI

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