PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VSCSX vs. VAIPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSCSX and VAIPX is 0.70, 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.


-0.50.00.51.00.7

Performance

VSCSX vs. VAIPX - 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 Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX). The values are adjusted to include any dividend payments, if applicable.

44.00%46.00%48.00%50.00%52.00%54.00%JulyAugustSeptemberOctoberNovemberDecember
47.19%
48.17%
VSCSX
VAIPX

Key characteristics

Sharpe Ratio

VSCSX:

2.07

VAIPX:

0.33

Sortino Ratio

VSCSX:

3.10

VAIPX:

0.48

Omega Ratio

VSCSX:

1.40

VAIPX:

1.06

Calmar Ratio

VSCSX:

2.97

VAIPX:

0.14

Martin Ratio

VSCSX:

9.43

VAIPX:

1.10

Ulcer Index

VSCSX:

0.50%

VAIPX:

1.35%

Daily Std Dev

VSCSX:

2.29%

VAIPX:

4.54%

Max Drawdown

VSCSX:

-9.56%

VAIPX:

-15.04%

Current Drawdown

VSCSX:

-1.14%

VAIPX:

-7.59%

Returns By Period

In the year-to-date period, VSCSX achieves a 4.37% return, which is significantly higher than VAIPX's 1.76% return. Over the past 10 years, VSCSX has outperformed VAIPX with an annualized return of 2.29%, while VAIPX has yielded a comparatively lower 2.17% annualized return.


VSCSX

YTD

4.37%

1M

-0.09%

6M

2.75%

1Y

4.67%

5Y*

1.80%

10Y*

2.29%

VAIPX

YTD

1.76%

1M

-0.74%

6M

0.69%

1Y

1.80%

5Y*

1.81%

10Y*

2.17%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VSCSX vs. VAIPX - Expense Ratio Comparison

VSCSX has a 0.07% expense ratio, which is lower than VAIPX's 0.10% 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%.


VAIPX
Vanguard Inflation-Protected Securities Fund Admiral Shares
Expense ratio chart for VAIPX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VSCSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VSCSX vs. VAIPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) and Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX). 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.


Sharpe ratio
The chart of Sharpe ratio for VSCSX, currently valued at 2.07, compared to the broader market-1.000.001.002.003.004.002.070.33
The chart of Sortino ratio for VSCSX, currently valued at 3.10, compared to the broader market-2.000.002.004.006.008.0010.003.100.48
The chart of Omega ratio for VSCSX, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.401.06
The chart of Calmar ratio for VSCSX, currently valued at 2.97, compared to the broader market0.002.004.006.008.0010.0012.0014.002.970.14
The chart of Martin ratio for VSCSX, currently valued at 9.43, compared to the broader market0.0020.0040.0060.009.431.10
VSCSX
VAIPX

The current VSCSX Sharpe Ratio is 2.07, which is higher than the VAIPX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of VSCSX and VAIPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.07
0.33
VSCSX
VAIPX

Dividends

VSCSX vs. VAIPX - Dividend Comparison

VSCSX's dividend yield for the trailing twelve months is around 3.22%, more than VAIPX's 2.40% yield.


TTM20232022202120202019201820172016201520142013
VSCSX
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares
3.22%3.07%1.99%1.56%2.26%2.85%2.66%2.26%2.11%2.00%1.83%1.83%
VAIPX
Vanguard Inflation-Protected Securities Fund Admiral Shares
2.40%4.31%8.45%5.13%1.38%2.30%3.12%2.41%2.12%0.87%2.25%1.83%

Drawdowns

VSCSX vs. VAIPX - Drawdown Comparison

The maximum VSCSX drawdown since its inception was -9.56%, smaller than the maximum VAIPX drawdown of -15.04%. Use the drawdown chart below to compare losses from any high point for VSCSX and VAIPX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.14%
-7.59%
VSCSX
VAIPX

Volatility

VSCSX vs. VAIPX - Volatility Comparison

The current volatility for Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) is 0.62%, while Vanguard Inflation-Protected Securities Fund Admiral Shares (VAIPX) has a volatility of 1.29%. This indicates that VSCSX experiences smaller price fluctuations and is considered to be less risky than VAIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%1.40%JulyAugustSeptemberOctoberNovemberDecember
0.62%
1.29%
VSCSX
VAIPX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab