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VCSH vs. YEAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCSH vs. YEAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Corporate Bond ETF (VCSH) and AB Ultra Short Income ETF (YEAR). 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 0.64% return, which is significantly lower than YEAR's 1.13% return.


VCSH

1D
-0.08%
1M
0.20%
YTD
0.64%
6M
0.95%
1Y
4.59%
3Y*
5.52%
5Y*
2.32%
10Y*
2.70%

YEAR

1D
-0.04%
1M
0.20%
YTD
1.13%
6M
1.37%
1Y
3.81%
3Y*
4.95%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCSH vs. YEAR - Yearly Performance Comparison


2026 (YTD)2025202420232022
VCSH
Vanguard Short-Term Corporate Bond ETF
0.64%6.77%4.91%6.20%0.30%
YEAR
AB Ultra Short Income ETF
1.13%4.69%5.41%5.85%1.10%

Correlation

The correlation between VCSH and YEAR is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.63

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2022

0.64

The correlation between VCSH and YEAR has been stable across timeframes, ranging from 0.63 to 0.65 - a consistent structural relationship.

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Return for Risk

VCSH vs. YEAR — Risk / Return Rank

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

VCSH
VCSH Risk / Return Rank: 7474
Overall Rank
VCSH Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 8484
Sortino Ratio Rank
VCSH Omega Ratio Rank: 7979
Omega Ratio Rank
VCSH Calmar Ratio Rank: 6565
Calmar Ratio Rank
VCSH Martin Ratio Rank: 7171
Martin Ratio Rank

YEAR
YEAR Risk / Return Rank: 9898
Overall Rank
YEAR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
YEAR Sortino Ratio Rank: 9898
Sortino Ratio Rank
YEAR Omega Ratio Rank: 9898
Omega Ratio Rank
YEAR Calmar Ratio Rank: 9898
Calmar Ratio Rank
YEAR Martin Ratio Rank: 9898
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. YEAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond ETF (VCSH) and AB Ultra Short Income ETF (YEAR). 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.


VCSHYEARDifference
Sharpe ratioReturn per unit of total volatility

-2.48

Sortino ratioReturn per unit of downside risk

-5.25

Omega ratioGain probability vs. loss probability

1.48

2.19

-0.71

Calmar ratioReturn relative to maximum drawdown

3.29

16.85

-13.56

Martin ratioReturn relative to average drawdown

13.55

72.82

-59.26

VCSH vs. YEAR - Sharpe Ratio Comparison

The current VCSH Sharpe Ratio is 2.45, which is lower than the YEAR Sharpe Ratio of 4.93. The chart below compares the historical Sharpe Ratios of VCSH and YEAR, 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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Sharpe Ratios by Period


VCSHYEARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

4.93

-2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

4.26

-3.24

Drawdowns

VCSH vs. YEAR - Drawdown Comparison

The maximum VCSH drawdown since its inception was -12.86%, which is greater than YEAR's maximum drawdown of -0.61%. Use the drawdown chart below to compare losses from any high point for VCSH and YEAR.


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Drawdown Indicators


VCSHYEARDifference

Max Drawdown

Largest peak-to-trough decline

-12.86%

-0.61%

-12.25%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-0.23%

-1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-0.43%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-9.48%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

Current Drawdown

Current decline from peak

-0.32%

-0.10%

-0.22%

Average Drawdown

Average peak-to-trough decline

-0.97%

-0.06%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.05%

+0.29%

Volatility

VCSH vs. YEAR - Volatility Comparison

Vanguard Short-Term Corporate Bond ETF (VCSH) has a higher volatility of 0.57% compared to AB Ultra Short Income ETF (YEAR) at 0.19%. This indicates that VCSH's price experiences larger fluctuations and is considered to be riskier than YEAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCSHYEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

0.19%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

1.38%

0.51%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

1.88%

0.78%

+1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.88%

1.15%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.35%

1.15%

+2.20%

VCSH vs. YEAR - Expense Ratio Comparison

VCSH has a 0.04% expense ratio, which is lower than YEAR's 0.25% 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%.


Dividends

VCSH vs. YEAR - Dividend Comparison

VCSH's dividend yield for the trailing twelve months is around 4.45%, more than YEAR's 4.14% yield.


PositionTTM20252024202320222021202020192018201720162015
VCSH
Vanguard Short-Term Corporate Bond ETF
4.45%4.35%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.26%2.10%2.08%
YEAR
AB Ultra Short Income ETF
4.14%4.33%5.16%5.00%1.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VCSH and YEAR have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCSH has higher volatility (0.57%) compared to YEAR (0.19%). In terms of maximum drawdown, VCSH dropped -12.86% vs YEAR's -0.61%.

On 3-year performance, VCSH leads with 5.52% vs 4.95% for YEAR. On fees, VCSH is cheaper at 0.04% per year. On volatility, YEAR has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VCSH has performed better with a 5.52% return vs 4.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCSH is cheaper with a 0.04% expense ratio, compared with 0.25% for YEAR.

VCSH has the higher dividend yield at 4.45%, compared with 4.14% for YEAR.

VCSH is categorized as Corporate Bonds, while YEAR is Ultrashort Bond. They also come from different issuers: Vanguard and AllianceBernstein. Their fees differ too: 0.04% for VCSH and 0.25% for YEAR.

YEAR currently has the higher Sharpe Ratio (4.93 vs 2.45), 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

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