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VCSH vs. OVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCSH vs. OVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Corporate Bond ETF (VCSH) and Overlay Shares Short Term Bond ETF (OVT). 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 0.64% return, which is significantly lower than OVT's 2.61% return.


VCSH

1D
-0.08%
1M
0.20%
YTD
0.64%
6M
0.95%
1Y
4.59%
3Y*
5.52%
5Y*
2.32%
10Y*
2.70%

OVT

1D
-0.16%
1M
0.55%
YTD
2.61%
6M
3.07%
1Y
8.92%
3Y*
7.44%
5Y*
3.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCSH vs. OVT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VCSH
Vanguard Short-Term Corporate Bond ETF
0.64%6.77%4.91%6.20%-5.62%-0.46%
OVT
Overlay Shares Short Term Bond ETF
2.61%7.61%7.44%7.73%-9.68%2.07%

Correlation

The correlation between VCSH and OVT is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.61

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2021

0.67

The correlation between VCSH and OVT has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.

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Return for Risk

VCSH vs. OVT — Risk / Return Rank

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

VCSH
VCSH Risk / Return Rank: 7474
Overall Rank
VCSH Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 8484
Sortino Ratio Rank
VCSH Omega Ratio Rank: 7979
Omega Ratio Rank
VCSH Calmar Ratio Rank: 6565
Calmar Ratio Rank
VCSH Martin Ratio Rank: 7171
Martin Ratio Rank

OVT
OVT Risk / Return Rank: 8585
Overall Rank
OVT Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
OVT Sortino Ratio Rank: 8484
Sortino Ratio Rank
OVT Omega Ratio Rank: 8484
Omega Ratio Rank
OVT Calmar Ratio Rank: 9191
Calmar Ratio Rank
OVT Martin Ratio Rank: 8989
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. OVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond ETF (VCSH) and Overlay Shares Short Term Bond ETF (OVT). 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.


VCSHOVTDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.48

1.51

-0.03

Calmar ratioReturn relative to maximum drawdown

3.29

5.78

-2.49

Martin ratioReturn relative to average drawdown

13.55

20.00

-6.45

VCSH vs. OVT - Sharpe Ratio Comparison

The current VCSH Sharpe Ratio is 2.45, which is comparable to the OVT Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of VCSH and OVT, 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


VCSHOVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

2.60

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.65

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.69

+0.33

Drawdowns

VCSH vs. OVT - Drawdown Comparison

The maximum VCSH drawdown since its inception was -12.86%, smaller than the maximum OVT drawdown of -13.59%. Use the drawdown chart below to compare losses from any high point for VCSH and OVT.


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Drawdown Indicators


VCSHOVTDifference

Max Drawdown

Largest peak-to-trough decline

-12.86%

-13.59%

+0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-1.55%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-3.55%

+2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-9.48%

-13.59%

+4.11%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

Current Drawdown

Current decline from peak

-0.32%

-0.41%

+0.09%

Average Drawdown

Average peak-to-trough decline

-0.97%

-3.39%

+2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.45%

-0.11%

Volatility

VCSH vs. OVT - Volatility Comparison

The current volatility for Vanguard Short-Term Corporate Bond ETF (VCSH) is 0.57%, while Overlay Shares Short Term Bond ETF (OVT) has a volatility of 0.83%. This indicates that VCSH experiences smaller price fluctuations and is considered to be less risky than OVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCSHOVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

0.83%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

1.38%

2.52%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

1.88%

3.44%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.88%

4.63%

-1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.35%

4.54%

-1.19%

VCSH vs. OVT - Expense Ratio Comparison

VCSH has a 0.04% expense ratio, which is lower than OVT's 0.80% expense ratio.


Dividends

VCSH vs. OVT - Dividend Comparison

VCSH's dividend yield for the trailing twelve months is around 4.45%, less than OVT's 8.17% yield.


PositionTTM20252024202320222021202020192018201720162015
OVT
Overlay Shares Short Term Bond ETF
8.17%7.21%6.15%5.11%4.12%4.41%0.00%0.00%0.00%0.00%0.00%0.00%
VCSH
Vanguard Short-Term Corporate Bond ETF
4.45%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 OVT have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OVT has higher volatility (0.83%) compared to VCSH (0.57%). In terms of maximum drawdown, VCSH dropped -12.86% vs OVT's -13.59%.

On 5-year performance, OVT leads with 3.01% vs 2.32% for VCSH. On fees, VCSH is cheaper at 0.04% per year. On volatility, VCSH has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, OVT has performed better with a 3.01% return vs 2.32%. 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 0.80% for OVT.

OVT has the higher dividend yield at 8.17%, compared with 4.45% for VCSH.

They also come from different issuers: Vanguard and Liquid Strategies. Their fees differ too: 0.04% for VCSH and 0.80% for OVT.

OVT currently has the higher Sharpe Ratio (2.60 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.

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