PortfoliosLab logo
VCSH vs. VGSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCSH and VGSH is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VCSH vs. VGSH - 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 Treasury ETF (VGSH). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

VCSH:

2.66

VGSH:

3.18

Sortino Ratio

VCSH:

4.12

VGSH:

5.31

Omega Ratio

VCSH:

1.57

VGSH:

1.70

Calmar Ratio

VCSH:

5.16

VGSH:

5.64

Martin Ratio

VCSH:

14.36

VGSH:

15.70

Ulcer Index

VCSH:

0.46%

VGSH:

0.35%

Daily Std Dev

VCSH:

2.44%

VGSH:

1.69%

Max Drawdown

VCSH:

-12.86%

VGSH:

-5.70%

Current Drawdown

VCSH:

-0.19%

VGSH:

-0.56%

Returns By Period

In the year-to-date period, VCSH achieves a 2.38% return, which is significantly higher than VGSH's 1.84% return. Over the past 10 years, VCSH has outperformed VGSH with an annualized return of 2.47%, while VGSH has yielded a comparatively lower 1.47% annualized return.


VCSH

YTD

2.38%

1M

0.64%

6M

2.91%

1Y

6.44%

5Y*

2.15%

10Y*

2.47%

VGSH

YTD

1.84%

1M

-0.09%

6M

2.48%

1Y

5.34%

5Y*

1.11%

10Y*

1.47%

*Annualized

Compare stocks, funds, or ETFs

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


VCSH vs. VGSH - Expense Ratio Comparison

Both VCSH and VGSH have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

VCSH vs. VGSH — Risk-Adjusted Performance Rank

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

VCSH
The Risk-Adjusted Performance Rank of VCSH is 9797
Overall Rank
The Sharpe Ratio Rank of VCSH is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of VCSH is 9797
Sortino Ratio Rank
The Omega Ratio Rank of VCSH is 9797
Omega Ratio Rank
The Calmar Ratio Rank of VCSH is 9898
Calmar Ratio Rank
The Martin Ratio Rank of VCSH is 9696
Martin Ratio Rank

VGSH
The Risk-Adjusted Performance Rank of VGSH is 9898
Overall Rank
The Sharpe Ratio Rank of VGSH is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSH is 9898
Sortino Ratio Rank
The Omega Ratio Rank of VGSH is 9898
Omega Ratio Rank
The Calmar Ratio Rank of VGSH is 9898
Calmar Ratio Rank
The Martin Ratio Rank of VGSH is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VCSH vs. VGSH - Risk-Adjusted Performance Comparison

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


The current VCSH Sharpe Ratio is 2.66, which is comparable to the VGSH Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of VCSH and VGSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

VCSH vs. VGSH - Dividend Comparison

VCSH's dividend yield for the trailing twelve months is around 4.12%, less than VGSH's 4.18% yield.


TTM20242023202220212020201920182017201620152014
VCSH
Vanguard Short-Term Corporate Bond ETF
4.12%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.26%2.10%2.08%2.01%
VGSH
Vanguard Short-Term Treasury ETF
4.18%4.19%3.32%1.15%0.66%1.75%2.28%1.79%1.10%0.84%0.71%0.46%

Drawdowns

VCSH vs. VGSH - Drawdown Comparison

The maximum VCSH drawdown since its inception was -12.86%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for VCSH and VGSH. For additional features, visit the drawdowns tool.


Loading data...

Volatility

VCSH vs. VGSH - Volatility Comparison

Vanguard Short-Term Corporate Bond ETF (VCSH) has a higher volatility of 0.76% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.56%. This indicates that VCSH's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...