VSCSX vs. VBIRX
Compare and contrast key facts about Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) and Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX).
VSCSX is managed by Vanguard. It was launched on Nov 18, 2010. VBIRX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSCSX or VBIRX.
Key characteristics
VSCSX | VBIRX | |
---|---|---|
YTD Return | 4.47% | 3.12% |
1Y Return | 7.32% | 5.50% |
3Y Return (Ann) | 1.40% | 0.57% |
5Y Return (Ann) | 1.87% | 1.15% |
10Y Return (Ann) | 2.25% | 1.47% |
Sharpe Ratio | 3.17 | 2.11 |
Sortino Ratio | 5.21 | 3.38 |
Omega Ratio | 1.68 | 1.43 |
Calmar Ratio | 2.01 | 1.26 |
Martin Ratio | 19.24 | 10.34 |
Ulcer Index | 0.42% | 0.59% |
Daily Std Dev | 2.52% | 2.91% |
Max Drawdown | -9.56% | -8.91% |
Current Drawdown | -1.04% | -1.46% |
Correlation
The correlation between VSCSX and VBIRX 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.
Performance
VSCSX vs. VBIRX - Performance Comparison
In the year-to-date period, VSCSX achieves a 4.47% return, which is significantly higher than VBIRX's 3.12% return. Over the past 10 years, VSCSX has outperformed VBIRX with an annualized return of 2.25%, while VBIRX has yielded a comparatively lower 1.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSCSX vs. VBIRX - Expense Ratio Comparison
Both VSCSX and VBIRX have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VSCSX vs. VBIRX - 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 Short-Term Bond Index Fund Admiral Shares (VBIRX). 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.
Dividends
VSCSX vs. VBIRX - Dividend Comparison
VSCSX's dividend yield for the trailing twelve months is around 3.79%, more than VBIRX's 3.24% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares | 3.79% | 3.07% | 1.99% | 1.56% | 2.26% | 2.85% | 2.66% | 2.26% | 2.11% | 2.00% | 1.83% | 1.83% |
Vanguard Short-Term Bond Index Fund Admiral Shares | 3.24% | 2.41% | 1.44% | 1.17% | 1.78% | 2.23% | 2.04% | 1.53% | 1.48% | 1.32% | 1.20% | 1.21% |
Drawdowns
VSCSX vs. VBIRX - Drawdown Comparison
The maximum VSCSX drawdown since its inception was -9.56%, which is greater than VBIRX's maximum drawdown of -8.91%. Use the drawdown chart below to compare losses from any high point for VSCSX and VBIRX. For additional features, visit the drawdowns tool.
Volatility
VSCSX vs. VBIRX - Volatility Comparison
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) and Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX) have volatilities of 0.62% and 0.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.