PortfoliosLab logoPortfoliosLab logo
VCSH vs. SDCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCSH vs. SDCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Corporate Bond ETF (VCSH) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VCSH achieves a 0.78% return, which is significantly lower than SDCI's 24.19% return.


VCSH

1D
-0.10%
1M
-0.02%
6M
0.74%
YTD
0.78%
1Y
3.93%
3Y*
5.62%
5Y*
2.34%
10Y*
2.65%

SDCI

1D
-0.49%
1M
0.77%
6M
22.42%
YTD
24.19%
1Y
28.33%
3Y*
20.87%
5Y*
20.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCSH vs. SDCI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VCSH
Vanguard Short-Term Corporate Bond ETF
0.78%6.77%4.91%6.20%-5.62%-0.63%5.13%7.02%1.81%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
24.19%17.60%17.91%-0.88%33.23%36.52%-10.61%-2.36%-13.91%

Correlation

The correlation between VCSH and SDCI is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.25

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

-0.09

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

-0.01

Correlation (All Time)
Calculated using the full available price history since May 3, 2018

-0.02

Over the past year, the inverse relationship between VCSH and SDCI has strengthened: their correlation has moved from -0.02 to -0.25, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VCSH vs. SDCI — Risk / Return Rank

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

VCSH
VCSH Risk / Return Rank: 7878
Overall Rank
VCSH Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 8585
Sortino Ratio Rank
VCSH Omega Ratio Rank: 8282
Omega Ratio Rank
VCSH Calmar Ratio Rank: 6969
Calmar Ratio Rank
VCSH Martin Ratio Rank: 7575
Martin Ratio Rank

SDCI
SDCI Risk / Return Rank: 6565
Overall Rank
SDCI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SDCI Sortino Ratio Rank: 6565
Sortino Ratio Rank
SDCI Omega Ratio Rank: 6262
Omega Ratio Rank
SDCI Calmar Ratio Rank: 6868
Calmar Ratio Rank
SDCI Martin Ratio Rank: 6161
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. SDCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond ETF (VCSH) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VCSHSDCIDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.38

1.30

+0.08

Calmar ratioReturn relative to maximum drawdown

2.75

2.74

+0.01

Martin ratioReturn relative to average drawdown

11.14

8.61

+2.52

VCSH vs. SDCI - Sharpe Ratio Comparison

The current VCSH Sharpe Ratio is 2.01, which is comparable to the SDCI Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of VCSH and SDCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VCSH vs. SDCI - Drawdown Comparison

The maximum VCSH drawdown since its inception was -12.86%, smaller than the maximum SDCI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for VCSH and SDCI.


Loading charts...

Drawdown Indicators


VCSHSDCIDifference

Max Drawdown

Largest peak-to-trough decline

-12.86%

-45.79%

+32.93%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-11.03%

+9.63%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-11.96%

+10.56%

Max Drawdown (5Y)

Largest decline over 5 years

-9.48%

-18.55%

+9.07%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

Current Drawdown

Current decline from peak

-0.31%

-6.59%

+6.28%

Average Drawdown

Average peak-to-trough decline

-0.96%

-11.53%

+10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

3.50%

-3.15%

Volatility

VCSH vs. SDCI - Volatility Comparison

The current volatility for Vanguard Short-Term Corporate Bond ETF (VCSH) is 0.69%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 4.84%. This indicates that VCSH experiences smaller price fluctuations and is considered to be less risky than SDCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VCSHSDCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

4.84%

-4.15%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

14.60%

-13.09%

Volatility (1Y)

Calculated over the trailing 1-year period

1.92%

17.04%

-15.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.90%

18.39%

-15.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.35%

17.07%

-13.72%

VCSH vs. SDCI - Expense Ratio Comparison

VCSH has a 0.04% expense ratio, which is lower than SDCI's 0.60% expense ratio.


Dividends

VCSH vs. SDCI - Dividend Comparison

VCSH's dividend yield for the trailing twelve months is around 4.46%, more than SDCI's 2.96% yield.


PositionTTM20252024202320222021202020192018201720162015
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
2.96%3.68%5.92%3.46%33.49%19.26%0.20%0.93%0.68%0.00%0.00%0.00%
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 SDCI have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDCI has higher volatility (4.84%) compared to VCSH (0.69%). In terms of maximum drawdown, VCSH dropped -12.86% vs SDCI's -45.79%.

On 5-year performance, SDCI leads with 20.07% vs 2.34% for VCSH. On fees, VCSH is cheaper at 0.04% per year. On volatility, VCSH has been the lower-risk option at 0.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SDCI has performed better with a 20.07% return vs 2.34%. 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 0.60% for SDCI.

VCSH has the higher dividend yield at 4.46%, compared with 2.96% for SDCI.

VCSH is categorized as Corporate Bonds, while SDCI is Commodities. VCSH tracks Bloomberg U.S. 1-5 Year Corporate Bond Index, while SDCI tracks SummerHaven Dynamic Commodity Index Total Return. They also come from different issuers: Vanguard and USCF Investments. Their fees differ too: 0.04% for VCSH and 0.60% for SDCI.

VCSH currently has the higher Sharpe Ratio (2.00 vs 1.77), 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 SDCI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer