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VCSH vs. VFSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCSH vs. VFSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Corporate Bond ETF (VCSH) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX). The values are adjusted to include any dividend payments, if applicable.

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VCSH vs. VFSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCSH
Vanguard Short-Term Corporate Bond ETF
0.13%6.77%4.91%6.20%-5.62%-0.63%5.13%7.02%0.92%2.17%
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
-0.40%6.75%4.98%6.06%-5.84%-0.70%5.16%5.75%0.87%2.02%

Returns By Period

In the year-to-date period, VCSH achieves a 0.13% return, which is significantly higher than VFSTX's -0.40% return. Over the past 10 years, VCSH has outperformed VFSTX with an annualized return of 2.72%, while VFSTX has yielded a comparatively lower 2.49% annualized return.


VCSH

1D
0.29%
1M
-0.83%
YTD
0.13%
6M
1.37%
1Y
4.93%
3Y*
5.36%
5Y*
2.37%
10Y*
2.72%

VFSTX

1D
0.19%
1M
-1.42%
YTD
-0.40%
6M
0.73%
1Y
4.26%
3Y*
5.14%
5Y*
2.21%
10Y*
2.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCSH vs. VFSTX - Expense Ratio Comparison

VCSH has a 0.04% expense ratio, which is lower than VFSTX's 0.20% 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%.


Return for Risk

VCSH vs. VFSTX — Risk / Return Rank

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

VCSH
VCSH Risk / Return Rank: 9595
Overall Rank
VCSH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 9696
Sortino Ratio Rank
VCSH Omega Ratio Rank: 9595
Omega Ratio Rank
VCSH Calmar Ratio Rank: 9494
Calmar Ratio Rank
VCSH Martin Ratio Rank: 9595
Martin Ratio Rank

VFSTX
VFSTX Risk / Return Rank: 9393
Overall Rank
VFSTX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VFSTX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VFSTX Omega Ratio Rank: 9191
Omega Ratio Rank
VFSTX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VFSTX Martin Ratio Rank: 9393
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. VFSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond ETF (VCSH) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX). 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.


VCSHVFSTXDifference

Sharpe ratio

Return per unit of total volatility

2.17

1.90

+0.28

Sortino ratio

Return per unit of downside risk

3.19

3.11

+0.08

Omega ratio

Gain probability vs. loss probability

1.45

1.42

+0.03

Calmar ratio

Return relative to maximum drawdown

3.52

2.90

+0.62

Martin ratio

Return relative to average drawdown

14.44

11.78

+2.66

VCSH vs. VFSTX - Sharpe Ratio Comparison

The current VCSH Sharpe Ratio is 2.17, which is comparable to the VFSTX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of VCSH and VFSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VCSHVFSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

1.90

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.75

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

1.02

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

1.51

-0.49

Correlation

The correlation between VCSH and VFSTX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VCSH vs. VFSTX - Dividend Comparison

VCSH's dividend yield for the trailing twelve months is around 4.41%, more than VFSTX's 4.20% yield.


TTM20252024202320222021202020192018201720162015
VCSH
Vanguard Short-Term Corporate Bond ETF
4.41%4.35%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.26%2.10%2.08%
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
4.20%4.48%4.06%3.05%1.93%1.70%2.24%2.83%2.68%2.00%2.04%1.99%

Drawdowns

VCSH vs. VFSTX - Drawdown Comparison

The maximum VCSH drawdown since its inception was -12.86%, which is greater than VFSTX's maximum drawdown of -9.35%. Use the drawdown chart below to compare losses from any high point for VCSH and VFSTX.


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Drawdown Indicators


VCSHVFSTXDifference

Max Drawdown

Largest peak-to-trough decline

-12.86%

-9.35%

-3.51%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-1.71%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-9.48%

-9.35%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

-9.35%

-3.51%

Current Drawdown

Current decline from peak

-0.83%

-1.42%

+0.59%

Average Drawdown

Average peak-to-trough decline

-0.97%

-1.12%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.42%

-0.08%

Volatility

VCSH vs. VFSTX - Volatility Comparison

Vanguard Short-Term Corporate Bond ETF (VCSH) has a higher volatility of 0.94% compared to Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX) at 0.75%. This indicates that VCSH's price experiences larger fluctuations and is considered to be riskier than VFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCSHVFSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.75%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

1.29%

1.49%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.28%

2.51%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.86%

2.94%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.35%

2.46%

+0.89%