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VSCSX vs. DXV.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSCSX vs. DXV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) and Dynamic Active Investment Grade Floating Rate ETF (DXV.TO). The values are adjusted to include any dividend payments, if applicable.

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VSCSX vs. DXV.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VSCSX
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares
-0.08%6.75%5.36%6.11%-5.72%-0.43%5.06%6.85%1.74%
DXV.TO
Dynamic Active Investment Grade Floating Rate ETF
-0.74%9.03%-2.52%8.45%-5.30%0.53%5.66%8.75%-6.39%
Different Trading Currencies

VSCSX is traded in USD, while DXV.TO is traded in CAD. To make them comparable, the DXV.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VSCSX achieves a -0.08% return, which is significantly higher than DXV.TO's -0.74% return.


VSCSX

1D
0.23%
1M
-1.04%
YTD
-0.08%
6M
1.17%
1Y
4.67%
3Y*
5.44%
5Y*
2.41%
10Y*
2.73%

DXV.TO

1D
0.11%
1M
-1.67%
YTD
-0.74%
6M
1.43%
1Y
7.25%
3Y*
4.07%
5Y*
1.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSCSX vs. DXV.TO - Expense Ratio Comparison


Return for Risk

VSCSX vs. DXV.TO — Risk / Return Rank

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

VSCSX
VSCSX Risk / Return Rank: 9696
Overall Rank
VSCSX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VSCSX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VSCSX Omega Ratio Rank: 9595
Omega Ratio Rank
VSCSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
VSCSX Martin Ratio Rank: 9696
Martin Ratio Rank

DXV.TO
DXV.TO Risk / Return Rank: 9797
Overall Rank
DXV.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DXV.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
DXV.TO Omega Ratio Rank: 9696
Omega Ratio Rank
DXV.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
DXV.TO 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.

VSCSX vs. DXV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) and Dynamic Active Investment Grade Floating Rate ETF (DXV.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.


VSCSXDXV.TODifference

Sharpe ratio

Return per unit of total volatility

2.41

1.33

+1.08

Sortino ratio

Return per unit of downside risk

3.58

2.10

+1.48

Omega ratio

Gain probability vs. loss probability

1.50

1.25

+0.25

Calmar ratio

Return relative to maximum drawdown

3.63

2.37

+1.26

Martin ratio

Return relative to average drawdown

14.67

5.70

+8.97

VSCSX vs. DXV.TO - Sharpe Ratio Comparison

The current VSCSX Sharpe Ratio is 2.41, which is higher than the DXV.TO Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of VSCSX and DXV.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSCSXDXV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

1.33

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.19

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

0.23

+1.12

Correlation

The correlation between VSCSX and DXV.TO is 0.24, 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

VSCSX vs. DXV.TO - Dividend Comparison

VSCSX's dividend yield for the trailing twelve months is around 4.02%, more than DXV.TO's 3.17% yield.


TTM20252024202320222021202020192018201720162015
VSCSX
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares
4.02%4.32%4.27%3.07%1.98%1.78%2.25%2.85%2.66%2.26%1.93%2.21%
DXV.TO
Dynamic Active Investment Grade Floating Rate ETF
3.17%3.35%5.32%6.33%3.98%0.69%1.89%2.25%1.78%0.00%0.00%0.00%

Drawdowns

VSCSX vs. DXV.TO - Drawdown Comparison

The maximum VSCSX drawdown since its inception was -9.36%, smaller than the maximum DXV.TO drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for VSCSX and DXV.TO.


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Drawdown Indicators


VSCSXDXV.TODifference

Max Drawdown

Largest peak-to-trough decline

-9.36%

-11.62%

+2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-1.36%

-0.51%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-9.36%

-2.71%

-6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-9.36%

Current Drawdown

Current decline from peak

-1.04%

-0.11%

-0.93%

Average Drawdown

Average peak-to-trough decline

-0.98%

-0.39%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.10%

+0.24%

Volatility

VSCSX vs. DXV.TO - Volatility Comparison

The current volatility for Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) is 0.81%, while Dynamic Active Investment Grade Floating Rate ETF (DXV.TO) has a volatility of 1.59%. This indicates that VSCSX experiences smaller price fluctuations and is considered to be less risky than DXV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSCSXDXV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

1.59%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

3.63%

-2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

1.98%

5.51%

-3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.70%

7.11%

-4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.36%

8.63%

-6.27%