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VSCSX vs. IDMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSCSX vs. IDMIX - 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 iMGP Dolan McEniry Corporate Bond Fund (IDMIX). The values are adjusted to include any dividend payments, if applicable.

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VSCSX vs. IDMIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VSCSX
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares
0.10%6.75%5.36%6.11%-5.72%-0.43%5.06%6.85%0.74%
IDMIX
iMGP Dolan McEniry Corporate Bond Fund
-1.33%7.58%2.41%5.96%-9.71%-1.54%5.52%11.26%-0.17%

Returns By Period

In the year-to-date period, VSCSX achieves a 0.10% return, which is significantly higher than IDMIX's -1.33% return.


VSCSX

1D
0.19%
1M
-0.64%
YTD
0.10%
6M
1.17%
1Y
4.76%
3Y*
5.51%
5Y*
2.43%
10Y*
2.75%

IDMIX

1D
0.30%
1M
-1.39%
YTD
-1.33%
6M
0.01%
1Y
4.23%
3Y*
4.29%
5Y*
0.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSCSX vs. IDMIX - Expense Ratio Comparison

VSCSX has a 0.07% expense ratio, which is lower than IDMIX's 0.70% expense ratio.


Return for Risk

VSCSX vs. IDMIX — 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: 9797
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

IDMIX
IDMIX Risk / Return Rank: 7676
Overall Rank
IDMIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IDMIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
IDMIX Omega Ratio Rank: 6868
Omega Ratio Rank
IDMIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
IDMIX Martin Ratio Rank: 7676
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. IDMIX - 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 iMGP Dolan McEniry Corporate Bond Fund (IDMIX). 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.


VSCSXIDMIXDifference

Sharpe ratio

Return per unit of total volatility

2.46

1.45

+1.01

Sortino ratio

Return per unit of downside risk

3.66

2.11

+1.55

Omega ratio

Gain probability vs. loss probability

1.51

1.27

+0.24

Calmar ratio

Return relative to maximum drawdown

3.63

2.03

+1.60

Martin ratio

Return relative to average drawdown

14.48

8.07

+6.41

VSCSX vs. IDMIX - Sharpe Ratio Comparison

The current VSCSX Sharpe Ratio is 2.46, which is higher than the IDMIX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of VSCSX and IDMIX, 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


VSCSXIDMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

1.45

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.20

+0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.36

0.61

+0.74

Correlation

The correlation between VSCSX and IDMIX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VSCSX vs. IDMIX - Dividend Comparison

VSCSX's dividend yield for the trailing twelve months is around 4.02%, more than IDMIX's 3.87% 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%
IDMIX
iMGP Dolan McEniry Corporate Bond Fund
3.87%4.53%2.90%2.42%0.51%1.25%2.43%2.96%0.94%0.00%0.00%0.00%

Drawdowns

VSCSX vs. IDMIX - Drawdown Comparison

The maximum VSCSX drawdown since its inception was -9.36%, smaller than the maximum IDMIX drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for VSCSX and IDMIX.


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Drawdown Indicators


VSCSXIDMIXDifference

Max Drawdown

Largest peak-to-trough decline

-9.36%

-14.19%

+4.83%

Max Drawdown (1Y)

Largest decline over 1 year

-1.36%

-2.38%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-9.36%

-14.19%

+4.83%

Max Drawdown (10Y)

Largest decline over 10 years

-9.36%

Current Drawdown

Current decline from peak

-0.86%

-1.78%

+0.92%

Average Drawdown

Average peak-to-trough decline

-0.98%

-3.83%

+2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.60%

-0.26%

Volatility

VSCSX vs. IDMIX - Volatility Comparison

The current volatility for Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) is 0.82%, while iMGP Dolan McEniry Corporate Bond Fund (IDMIX) has a volatility of 1.18%. This indicates that VSCSX experiences smaller price fluctuations and is considered to be less risky than IDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSCSXIDMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

1.18%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.20%

1.84%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

3.10%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.70%

3.81%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.36%

4.09%

-1.73%