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VCSH vs. VTIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCSH and VTIP is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

VCSH vs. VTIP - 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 Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

-0.50%0.00%0.50%1.00%1.50%2.00%2.50%3.00%AugustSeptemberOctoberNovemberDecember2025
2.48%
2.40%
VCSH
VTIP

Key characteristics

Sharpe Ratio

VCSH:

1.99

VTIP:

2.71

Sortino Ratio

VCSH:

2.96

VTIP:

4.10

Omega Ratio

VCSH:

1.38

VTIP:

1.56

Calmar Ratio

VCSH:

3.72

VTIP:

6.36

Martin Ratio

VCSH:

9.23

VTIP:

16.79

Ulcer Index

VCSH:

0.50%

VTIP:

0.29%

Daily Std Dev

VCSH:

2.33%

VTIP:

1.77%

Max Drawdown

VCSH:

-12.86%

VTIP:

-6.27%

Current Drawdown

VCSH:

-0.48%

VTIP:

0.00%

Returns By Period

In the year-to-date period, VCSH achieves a 0.08% return, which is significantly lower than VTIP's 0.48% return. Over the past 10 years, VCSH has underperformed VTIP with an annualized return of 2.29%, while VTIP has yielded a comparatively higher 2.59% annualized return.


VCSH

YTD

0.08%

1M

-0.01%

6M

2.36%

1Y

4.92%

5Y*

1.88%

10Y*

2.29%

VTIP

YTD

0.48%

1M

0.43%

6M

2.30%

1Y

5.04%

5Y*

3.51%

10Y*

2.59%

*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. VTIP - Expense Ratio Comparison

Both VCSH and VTIP 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%.


VCSH
Vanguard Short-Term Corporate Bond ETF
Expense ratio chart for VCSH: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTIP: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VCSH vs. VTIP — 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 8282
Overall Rank
The Sharpe Ratio Rank of VCSH is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VCSH is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VCSH is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VCSH is 8989
Calmar Ratio Rank
The Martin Ratio Rank of VCSH is 7373
Martin Ratio Rank

VTIP
The Risk-Adjusted Performance Rank of VTIP is 9595
Overall Rank
The Sharpe Ratio Rank of VTIP is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIP is 9696
Sortino Ratio Rank
The Omega Ratio Rank of VTIP is 9696
Omega Ratio Rank
The Calmar Ratio Rank of VTIP is 9797
Calmar Ratio Rank
The Martin Ratio Rank of VTIP is 9292
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. VTIP - 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 Inflation-Protected Securities ETF (VTIP). 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.


Sharpe ratio
The chart of Sharpe ratio for VCSH, currently valued at 1.99, compared to the broader market0.002.004.001.992.71
The chart of Sortino ratio for VCSH, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.0012.002.964.10
The chart of Omega ratio for VCSH, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.56
The chart of Calmar ratio for VCSH, currently valued at 3.72, compared to the broader market0.005.0010.0015.003.726.36
The chart of Martin ratio for VCSH, currently valued at 9.23, compared to the broader market0.0020.0040.0060.0080.00100.009.2316.79
VCSH
VTIP

The current VCSH Sharpe Ratio is 1.99, which is comparable to the VTIP Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of VCSH and VTIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
1.99
2.71
VCSH
VTIP

Dividends

VCSH vs. VTIP - Dividend Comparison

VCSH's dividend yield for the trailing twelve months is around 3.96%, more than VTIP's 2.69% yield.


TTM20242023202220212020201920182017201620152014
VCSH
Vanguard Short-Term Corporate Bond ETF
3.96%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.25%2.10%2.08%2.01%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
2.69%2.70%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%

Drawdowns

VCSH vs. VTIP - Drawdown Comparison

The maximum VCSH drawdown since its inception was -12.86%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for VCSH and VTIP. For additional features, visit the drawdowns tool.


-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.48%
0
VCSH
VTIP

Volatility

VCSH vs. VTIP - Volatility Comparison

Vanguard Short-Term Corporate Bond ETF (VCSH) has a higher volatility of 0.71% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.48%. This indicates that VCSH's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.30%0.40%0.50%0.60%0.70%0.80%AugustSeptemberOctoberNovemberDecember2025
0.71%
0.48%
VCSH
VTIP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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