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VCSH vs. SPTS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCSH vs. SPTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Corporate Bond ETF (VCSH) and SPDR Portfolio Short Term Treasury ETF (SPTS). 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 0.86% return, which is significantly higher than SPTS's 0.65% return. Over the past 10 years, VCSH has outperformed SPTS with an annualized return of 2.70%, while SPTS has yielded a comparatively lower 1.65% annualized return.


VCSH

1D
0.06%
1M
0.59%
YTD
0.86%
6M
1.20%
1Y
4.67%
3Y*
5.64%
5Y*
2.39%
10Y*
2.70%

SPTS

1D
0.10%
1M
0.36%
YTD
0.65%
6M
0.88%
1Y
3.52%
3Y*
4.33%
5Y*
1.88%
10Y*
1.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCSH vs. SPTS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCSH
Vanguard Short-Term Corporate Bond ETF
0.86%6.77%4.91%6.20%-5.62%-0.63%5.13%7.02%0.92%2.17%
SPTS
SPDR Portfolio Short Term Treasury ETF
0.65%5.05%4.20%4.27%-3.86%-0.72%3.23%3.56%1.08%0.59%

Correlation

The correlation between VCSH and SPTS is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.83

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

0.83

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

0.73

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2011

0.60

Over the past year, VCSH and SPTS have become more correlated (0.83) than their long-term average of 0.60, meaning their price movements have been converging.

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Return for Risk

VCSH vs. SPTS — Risk / Return Rank

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

VCSH
VCSH Risk / Return Rank: 8484
Overall Rank
VCSH Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 9292
Sortino Ratio Rank
VCSH Omega Ratio Rank: 8989
Omega Ratio Rank
VCSH Calmar Ratio Rank: 7373
Calmar Ratio Rank
VCSH Martin Ratio Rank: 7878
Martin Ratio Rank

SPTS
SPTS Risk / Return Rank: 9090
Overall Rank
SPTS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SPTS Sortino Ratio Rank: 9595
Sortino Ratio Rank
SPTS Omega Ratio Rank: 9393
Omega Ratio Rank
SPTS Calmar Ratio Rank: 8585
Calmar Ratio Rank
SPTS Martin Ratio Rank: 8787
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. SPTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond ETF (VCSH) and SPDR Portfolio Short Term Treasury ETF (SPTS). 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.


VCSHSPTSDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.50

1.57

-0.07

Calmar ratioReturn relative to maximum drawdown

3.35

4.21

-0.87

Martin ratioReturn relative to average drawdown

13.64

16.65

-3.01

VCSH vs. SPTS - Sharpe Ratio Comparison

The current VCSH Sharpe Ratio is 2.51, which is comparable to the SPTS Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of VCSH and SPTS, 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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Drawdowns

VCSH vs. SPTS - Drawdown Comparison

The maximum VCSH drawdown since its inception was -12.86%, which is greater than SPTS's maximum drawdown of -5.83%. Use the drawdown chart below to compare losses from any high point for VCSH and SPTS.


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Drawdown Indicators


VCSHSPTSDifference

Max Drawdown

Largest peak-to-trough decline

-12.86%

-5.83%

-7.03%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-0.84%

-0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-0.96%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-9.48%

-5.71%

-3.77%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

-5.71%

-7.15%

Current Drawdown

Current decline from peak

-0.10%

-0.07%

-0.03%

Average Drawdown

Average peak-to-trough decline

-0.97%

-1.72%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.21%

+0.13%

Volatility

VCSH vs. SPTS - Volatility Comparison

Vanguard Short-Term Corporate Bond ETF (VCSH) has a higher volatility of 0.65% compared to SPDR Portfolio Short Term Treasury ETF (SPTS) at 0.35%. This indicates that VCSH's price experiences larger fluctuations and is considered to be riskier than SPTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCSHSPTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

0.35%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

1.42%

0.87%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

1.30%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.89%

1.99%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.35%

1.71%

+1.64%

VCSH vs. SPTS - Expense Ratio Comparison

VCSH has a 0.04% expense ratio, which is higher than SPTS's 0.03% expense ratio. However, 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. SPTS - Dividend Comparison

VCSH's dividend yield for the trailing twelve months is around 4.44%, more than SPTS's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
SPTS
SPDR Portfolio Short Term Treasury ETF
3.90%3.99%4.25%3.61%1.27%0.19%0.70%2.21%2.04%1.20%0.95%0.83%
VCSH
Vanguard Short-Term Corporate Bond ETF
4.44%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 SPTS have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCSH has higher volatility (0.65%) compared to SPTS (0.35%). In terms of maximum drawdown, VCSH dropped -12.86% vs SPTS's -5.83%.

On 10-year performance, VCSH leads with 2.70% vs 1.65% for SPTS. On fees, SPTS is cheaper at 0.03% per year. On volatility, SPTS has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VCSH has performed better with a 2.70% return vs 1.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPTS is cheaper with a 0.03% expense ratio, compared with 0.04% for VCSH.

VCSH has the higher dividend yield at 4.44%, compared with 3.90% for SPTS.

VCSH is categorized as Corporate Bonds, while SPTS is Government Bonds. VCSH tracks Bloomberg U.S. 1-5 Year Corporate Bond Index, while SPTS tracks Bloomberg U.S. Treasury 1-3 Year Index. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.04% for VCSH and 0.03% for SPTS.

SPTS currently has the higher Sharpe Ratio (2.73 vs 2.51), 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 SPTS

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

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