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VFSTX vs. OSTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFSTX vs. OSTIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VFSTX achieves a 0.38% return, which is significantly lower than OSTIX's 1.67% return. Over the past 10 years, VFSTX has underperformed OSTIX with an annualized return of 2.48%, while OSTIX has yielded a comparatively higher 5.11% annualized return.


VFSTX

1D
-0.10%
1M
0.20%
YTD
0.38%
6M
0.86%
1Y
3.98%
3Y*
5.52%
5Y*
2.26%
10Y*
2.48%

OSTIX

1D
-0.09%
1M
0.47%
YTD
1.67%
6M
1.82%
1Y
4.47%
3Y*
7.01%
5Y*
4.20%
10Y*
5.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFSTX vs. OSTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
0.38%6.75%4.98%6.06%-5.84%-0.70%5.16%5.75%0.87%2.02%
OSTIX
Osterweis Strategic Income Fund
1.67%4.04%8.03%12.29%-5.94%5.48%9.01%5.36%-0.66%6.00%

Correlation

The correlation between VFSTX and OSTIX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2002

0.14

Over the past year, VFSTX and OSTIX have become more correlated (0.36) than their long-term average of 0.14, meaning their price movements have been converging.

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Return for Risk

VFSTX vs. OSTIX — Risk / Return Rank

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

VFSTX
VFSTX Risk / Return Rank: 5454
Overall Rank
VFSTX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VFSTX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VFSTX Omega Ratio Rank: 6464
Omega Ratio Rank
VFSTX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VFSTX Martin Ratio Rank: 4848
Martin Ratio Rank

OSTIX
OSTIX Risk / Return Rank: 8787
Overall Rank
OSTIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
OSTIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
OSTIX Omega Ratio Rank: 9292
Omega Ratio Rank
OSTIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
OSTIX Martin Ratio Rank: 8585
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.

VFSTX vs. OSTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX) and Osterweis Strategic Income Fund (OSTIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VFSTXOSTIXDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.40

1.65

-0.24

Calmar ratioReturn relative to maximum drawdown

2.46

3.30

-0.84

Martin ratioReturn relative to average drawdown

9.40

14.90

-5.50

VFSTX vs. OSTIX - Sharpe Ratio Comparison

The current VFSTX Sharpe Ratio is 1.81, which is lower than the OSTIX Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of VFSTX and OSTIX, 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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Drawdowns

VFSTX vs. OSTIX - Drawdown Comparison

The maximum VFSTX drawdown since its inception was -9.35%, smaller than the maximum OSTIX drawdown of -10.06%. Use the drawdown chart below to compare losses from any high point for VFSTX and OSTIX.


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Drawdown Indicators


VFSTXOSTIXDifference

Max Drawdown

Largest peak-to-trough decline

-9.35%

-10.06%

+0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.71%

-1.42%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-1.71%

-3.27%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-9.35%

-9.75%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-9.35%

-10.06%

+0.71%

Current Drawdown

Current decline from peak

-0.64%

-0.18%

-0.46%

Average Drawdown

Average peak-to-trough decline

-1.12%

-0.94%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.31%

+0.14%

Volatility

VFSTX vs. OSTIX - Volatility Comparison

Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX) has a higher volatility of 0.78% compared to Osterweis Strategic Income Fund (OSTIX) at 0.42%. This indicates that VFSTX's price experiences larger fluctuations and is considered to be riskier than OSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFSTXOSTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

0.42%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.71%

1.36%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

2.32%

1.70%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.98%

3.01%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.48%

2.96%

-0.48%

VFSTX vs. OSTIX - Expense Ratio Comparison

VFSTX has a 0.20% expense ratio, which is lower than OSTIX's 0.84% expense ratio.


Dividends

VFSTX vs. OSTIX - Dividend Comparison

VFSTX's dividend yield for the trailing twelve months is around 4.62%, less than OSTIX's 4.75% yield.


PositionTTM20252024202320222021202020192018201720162015
OSTIX
Osterweis Strategic Income Fund
4.75%3.96%5.25%5.72%4.72%4.03%3.85%4.74%4.66%4.58%5.23%5.98%
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
4.62%4.48%4.06%3.05%1.93%1.70%2.24%2.83%2.68%2.00%2.04%1.99%

Frequently Asked Questions


VFSTX and OSTIX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFSTX has higher volatility (0.78%) compared to OSTIX (0.42%). In terms of maximum drawdown, VFSTX dropped -9.35% vs OSTIX's -10.06%.

OSTIX currently has the higher Sharpe Ratio (2.75 vs 1.81), 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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