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VSCSX vs. VBIRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

VSCSX vs. VBIRX - 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 Short-Term Bond Index Fund Admiral Shares (VBIRX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.65%
2.07%
VSCSX
VBIRX

Key characteristics

Sharpe Ratio

VSCSX:

2.11

VBIRX:

1.33

Sortino Ratio

VSCSX:

3.17

VBIRX:

2.02

Omega Ratio

VSCSX:

1.41

VBIRX:

1.26

Calmar Ratio

VSCSX:

3.03

VBIRX:

1.06

Martin Ratio

VSCSX:

9.73

VBIRX:

5.00

Ulcer Index

VSCSX:

0.50%

VBIRX:

0.72%

Daily Std Dev

VSCSX:

2.30%

VBIRX:

2.70%

Max Drawdown

VSCSX:

-9.56%

VBIRX:

-8.91%

Current Drawdown

VSCSX:

-1.23%

VBIRX:

-1.65%

Returns By Period

In the year-to-date period, VSCSX achieves a 4.28% return, which is significantly higher than VBIRX's 2.91% return. Over the past 10 years, VSCSX has outperformed VBIRX with an annualized return of 2.27%, while VBIRX has yielded a comparatively lower 1.48% annualized return.


VSCSX

YTD

4.28%

1M

-0.28%

6M

2.65%

1Y

4.64%

5Y*

1.77%

10Y*

2.27%

VBIRX

YTD

2.91%

1M

-0.30%

6M

2.07%

1Y

3.37%

5Y*

1.09%

10Y*

1.48%

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. 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%.


VSCSX
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares
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%
Expense ratio chart for VBIRX: 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. 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.


Sharpe ratio
The chart of Sharpe ratio for VSCSX, currently valued at 2.11, compared to the broader market-1.000.001.002.003.004.002.111.33
The chart of Sortino ratio for VSCSX, currently valued at 3.17, compared to the broader market-2.000.002.004.006.008.0010.003.172.02
The chart of Omega ratio for VSCSX, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.003.501.411.26
The chart of Calmar ratio for VSCSX, currently valued at 3.03, compared to the broader market0.002.004.006.008.0010.0012.0014.003.031.06
The chart of Martin ratio for VSCSX, currently valued at 9.73, compared to the broader market0.0020.0040.0060.009.735.00
VSCSX
VBIRX

The current VSCSX Sharpe Ratio is 2.11, which is higher than the VBIRX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of VSCSX and VBIRX, 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.11
1.33
VSCSX
VBIRX

Dividends

VSCSX vs. VBIRX - Dividend Comparison

VSCSX's dividend yield for the trailing twelve months is around 3.52%, more than VBIRX's 3.01% yield.


TTM20232022202120202019201820172016201520142013
VSCSX
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares
3.52%3.07%1.99%1.56%2.26%2.85%2.66%2.26%2.11%2.00%1.83%1.83%
VBIRX
Vanguard Short-Term Bond Index Fund Admiral Shares
3.01%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.


-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.23%
-1.65%
VSCSX
VBIRX

Volatility

VSCSX vs. VBIRX - Volatility Comparison

Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) has a higher volatility of 0.61% compared to Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX) at 0.54%. This indicates that VSCSX's price experiences larger fluctuations and is considered to be riskier than VBIRX 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%JulyAugustSeptemberOctoberNovemberDecember
0.61%
0.54%
VSCSX
VBIRX
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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.

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