VSC.TO vs. TSTX-U.TO
Compare and contrast key facts about Vanguard Canadian Short-Term Corporate Bond Index ETF (VSC.TO) and Global X 1-3 Year U.S. Treasury Bond Index ETF (TSTX-U.TO).
VSC.TO and TSTX-U.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VSC.TO is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate Canadian 1-5 Year Corporate Float Adjusted Index. It was launched on Nov 2, 2012. TSTX-U.TO is a passively managed fund by Global X that tracks the performance of the ICE U.S. Treasury 1-3 Year Bond Index. It was launched on Oct 7, 2025. Both VSC.TO and TSTX-U.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VSC.TO vs. TSTX-U.TO - Performance Comparison
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VSC.TO vs. TSTX-U.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VSC.TO Vanguard Canadian Short-Term Corporate Bond Index ETF | 0.10% | 0.40% |
TSTX-U.TO Global X 1-3 Year U.S. Treasury Bond Index ETF | -0.24% | 1.20% |
Returns By Period
In the year-to-date period, VSC.TO achieves a 0.10% return, which is significantly higher than TSTX-U.TO's -0.24% return.
VSC.TO
- 1D
- 0.00%
- 1M
- -0.91%
- YTD
- 0.10%
- 6M
- 0.61%
- 1Y
- 3.13%
- 3Y*
- 5.38%
- 5Y*
- 2.64%
- 10Y*
- 2.72%
TSTX-U.TO
- 1D
- -0.20%
- 1M
- -0.82%
- YTD
- -0.24%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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VSC.TO vs. TSTX-U.TO - Expense Ratio Comparison
VSC.TO has a 0.11% expense ratio, which is lower than TSTX-U.TO's 0.15% 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
VSC.TO vs. TSTX-U.TO — Risk / Return Rank
VSC.TO
TSTX-U.TO
VSC.TO vs. TSTX-U.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Canadian Short-Term Corporate Bond Index ETF (VSC.TO) and Global X 1-3 Year U.S. Treasury Bond Index ETF (TSTX-U.TO). 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.
| VSC.TO | TSTX-U.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | — | — |
Sortino ratioReturn per unit of downside risk | 2.09 | — | — |
Omega ratioGain probability vs. loss probability | 1.30 | — | — |
Calmar ratioReturn relative to maximum drawdown | 2.05 | — | — |
Martin ratioReturn relative to average drawdown | 8.67 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VSC.TO | TSTX-U.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 1.25 | -0.66 |
Correlation
The correlation between VSC.TO and TSTX-U.TO is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VSC.TO vs. TSTX-U.TO - Dividend Comparison
VSC.TO's dividend yield for the trailing twelve months is around 3.97%, more than TSTX-U.TO's 1.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSC.TO Vanguard Canadian Short-Term Corporate Bond Index ETF | 3.97% | 3.61% | 3.54% | 3.14% | 2.85% | 2.59% | 2.64% | 2.71% | 2.77% | 2.75% | 2.89% | 3.05% |
TSTX-U.TO Global X 1-3 Year U.S. Treasury Bond Index ETF | 1.41% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VSC.TO vs. TSTX-U.TO - Drawdown Comparison
The maximum VSC.TO drawdown since its inception was -15.87%, which is greater than TSTX-U.TO's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for VSC.TO and TSTX-U.TO.
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Drawdown Indicators
| VSC.TO | TSTX-U.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.87% | -0.90% | -14.97% |
Max Drawdown (1Y)Largest decline over 1 year | -1.53% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -7.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -15.87% | — | — |
Current DrawdownCurrent decline from peak | -0.91% | -0.82% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -0.98% | -0.19% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | — | — |
Volatility
VSC.TO vs. TSTX-U.TO - Volatility Comparison
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Volatility by Period
| VSC.TO | TSTX-U.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 1.43% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.96% | 1.64% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.70% | 1.64% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.15% | 1.64% | +3.51% |