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

Correlation

The correlation between VSCSX and VITAX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

VSCSX vs. VITAX - 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 Information Technology Index Fund Admiral Shares (VITAX). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
47.19%
1,296.61%
VSCSX
VITAX

Key characteristics

Sharpe Ratio

VSCSX:

2.07

VITAX:

1.52

Sortino Ratio

VSCSX:

3.10

VITAX:

2.03

Omega Ratio

VSCSX:

1.40

VITAX:

1.27

Calmar Ratio

VSCSX:

2.97

VITAX:

2.16

Martin Ratio

VSCSX:

9.43

VITAX:

7.73

Ulcer Index

VSCSX:

0.50%

VITAX:

4.27%

Daily Std Dev

VSCSX:

2.29%

VITAX:

21.67%

Max Drawdown

VSCSX:

-9.56%

VITAX:

-54.81%

Current Drawdown

VSCSX:

-1.14%

VITAX:

-2.59%

Returns By Period

In the year-to-date period, VSCSX achieves a 4.37% return, which is significantly lower than VITAX's 31.12% return. Over the past 10 years, VSCSX has underperformed VITAX with an annualized return of 2.29%, while VITAX has yielded a comparatively higher 20.75% annualized return.


VSCSX

YTD

4.37%

1M

-0.09%

6M

2.75%

1Y

4.67%

5Y*

1.80%

10Y*

2.29%

VITAX

YTD

31.12%

1M

1.94%

6M

9.69%

1Y

31.21%

5Y*

21.96%

10Y*

20.75%

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. VITAX - Expense Ratio Comparison

VSCSX has a 0.07% expense ratio, which is lower than VITAX'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%.


VITAX
Vanguard Information Technology Index Fund Admiral Shares
Expense ratio chart for VITAX: 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. VITAX - 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 Information Technology Index Fund Admiral Shares (VITAX). 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-1.000.001.002.003.004.002.071.52
The chart of Sortino ratio for VSCSX, currently valued at 3.10, compared to the broader market-2.000.002.004.006.008.0010.003.102.03
The chart of Omega ratio for VSCSX, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.401.27
The chart of Calmar ratio for VSCSX, currently valued at 2.97, compared to the broader market0.002.004.006.008.0010.0012.0014.002.972.16
The chart of Martin ratio for VSCSX, currently valued at 9.43, compared to the broader market0.0020.0040.0060.009.437.73
VSCSX
VITAX

The current VSCSX Sharpe Ratio is 2.07, which is higher than the VITAX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of VSCSX and VITAX, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.07
1.52
VSCSX
VITAX

Dividends

VSCSX vs. VITAX - Dividend Comparison

VSCSX's dividend yield for the trailing twelve months is around 3.22%, more than VITAX's 0.47% 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%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.47%0.65%0.91%0.64%0.82%1.11%1.30%0.99%1.31%1.28%1.12%1.04%

Drawdowns

VSCSX vs. VITAX - Drawdown Comparison

The maximum VSCSX drawdown since its inception was -9.56%, smaller than the maximum VITAX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for VSCSX and VITAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.14%
-2.59%
VSCSX
VITAX

Volatility

VSCSX vs. VITAX - Volatility Comparison

The current volatility for Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) is 0.62%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 5.71%. This indicates that VSCSX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.62%
5.71%
VSCSX
VITAX
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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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