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VCSH vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

VCSH vs. USD=X - Performance Comparison

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

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Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCSH vs. USD=X - 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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

VCSH vs. USD=X — 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

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond ETF (VCSH) and USD Cash (USD=X). 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.


VCSHUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

3.27

Martin ratioReturn relative to average drawdown

13.41

VCSH vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VCSHUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

Drawdowns

VCSH vs. USD=X - Drawdown Comparison

The maximum VCSH drawdown since its inception was -12.86%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VCSH and USD=X.


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Drawdown Indicators


VCSHUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-12.86%

0.00%

-12.86%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

0.00%

-1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

0.00%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-9.48%

0.00%

-9.48%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

0.00%

-12.86%

Current Drawdown

Current decline from peak

-0.52%

0.00%

-0.52%

Average Drawdown

Average peak-to-trough decline

-0.97%

0.00%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.00%

+0.34%

Volatility

VCSH vs. USD=X - Volatility Comparison

Vanguard Short-Term Corporate Bond ETF (VCSH) has a higher volatility of 0.61% compared to USD Cash (USD=X) at 0.00%. This indicates that VCSH's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCSHUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

0.00%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

0.00%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

0.00%

+1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.88%

0.00%

+2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.35%

0.00%

+3.35%

Frequently Asked Questions


VCSH has higher volatility (0.61%) compared to USD=X (0.00%). In terms of maximum drawdown, VCSH dropped -12.86% vs USD=X's 0.00%.

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