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

Correlation

The correlation between VSCSX and VUSB is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

VSCSX vs. VUSB - 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 Ultra-Short Bond ETF (VUSB). The values are adjusted to include any dividend payments, if applicable.

2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.23%
10.86%
VSCSX
VUSB

Key characteristics

Sharpe Ratio

VSCSX:

2.07

VUSB:

7.06

Sortino Ratio

VSCSX:

3.10

VUSB:

13.20

Omega Ratio

VSCSX:

1.40

VUSB:

3.09

Calmar Ratio

VSCSX:

2.97

VUSB:

28.60

Martin Ratio

VSCSX:

9.43

VUSB:

137.17

Ulcer Index

VSCSX:

0.50%

VUSB:

0.04%

Daily Std Dev

VSCSX:

2.29%

VUSB:

0.82%

Max Drawdown

VSCSX:

-9.56%

VUSB:

-1.79%

Current Drawdown

VSCSX:

-1.14%

VUSB:

0.00%

Returns By Period

In the year-to-date period, VSCSX achieves a 4.37% return, which is significantly lower than VUSB's 5.48% return.


VSCSX

YTD

4.37%

1M

-0.09%

6M

2.75%

1Y

4.67%

5Y*

1.80%

10Y*

2.29%

VUSB

YTD

5.48%

1M

0.46%

6M

3.09%

1Y

5.66%

5Y*

N/A

10Y*

N/A

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. VUSB - Expense Ratio Comparison

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


VUSB
Vanguard Ultra-Short Bond ETF
Expense ratio chart for VUSB: 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. VUSB - 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 Ultra-Short Bond ETF (VUSB). 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-1.000.001.002.003.004.002.077.06
The chart of Sortino ratio for VSCSX, currently valued at 3.10, compared to the broader market-2.000.002.004.006.008.0010.003.1013.20
The chart of Omega ratio for VSCSX, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.403.09
The chart of Calmar ratio for VSCSX, currently valued at 2.97, compared to the broader market0.002.004.006.008.0010.0012.0014.002.9728.60
The chart of Martin ratio for VSCSX, currently valued at 9.43, compared to the broader market0.0020.0040.0060.009.43137.17
VSCSX
VUSB

The current VSCSX Sharpe Ratio is 2.07, which is lower than the VUSB Sharpe Ratio of 7.06. The chart below compares the historical Sharpe Ratios of VSCSX and VUSB, 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 Ratio2.003.004.005.006.007.00JulyAugustSeptemberOctoberNovemberDecember
2.07
7.06
VSCSX
VUSB

Dividends

VSCSX vs. VUSB - Dividend Comparison

VSCSX's dividend yield for the trailing twelve months is around 3.22%, less than VUSB's 4.73% 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%
VUSB
Vanguard Ultra-Short Bond ETF
4.73%4.45%1.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VSCSX vs. VUSB - Drawdown Comparison

The maximum VSCSX drawdown since its inception was -9.56%, which is greater than VUSB's maximum drawdown of -1.79%. Use the drawdown chart below to compare losses from any high point for VSCSX and VUSB. For additional features, visit the drawdowns tool.


-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.14%
0
VSCSX
VUSB

Volatility

VSCSX vs. VUSB - Volatility Comparison

Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) has a higher volatility of 0.62% compared to Vanguard Ultra-Short Bond ETF (VUSB) at 0.16%. This indicates that VSCSX's price experiences larger fluctuations and is considered to be riskier than VUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.40%0.60%0.80%JulyAugustSeptemberOctoberNovemberDecember
0.62%
0.16%
VSCSX
VUSB
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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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