VSCSX vs. VUSB
Compare and contrast key facts about Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) and Vanguard Ultra-Short Bond ETF (VUSB).
VSCSX is managed by Vanguard. It was launched on Nov 18, 2010. VUSB is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Treasury Bellwethers 1-Year. It was launched on Apr 5, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSCSX or VUSB.
Key characteristics
| VSCSX | VUSB | |
|---|---|---|
| YTD Return | 4.67% | 4.91% |
| 1Y Return | 8.37% | 6.61% |
| 3Y Return (Ann) | 1.33% | 3.25% |
| Sharpe Ratio | 3.17 | 7.09 |
| Sortino Ratio | 5.17 | 13.98 |
| Omega Ratio | 1.68 | 3.15 |
| Calmar Ratio | 1.77 | 32.42 |
| Martin Ratio | 20.10 | 150.21 |
| Ulcer Index | 0.40% | 0.04% |
| Daily Std Dev | 2.54% | 0.93% |
| Max Drawdown | -9.56% | -1.81% |
| Current Drawdown | -0.86% | 0.00% |
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.
Performance
VSCSX vs. VUSB - Performance Comparison
In the year-to-date period, VSCSX achieves a 4.67% return, which is significantly lower than VUSB's 4.91% 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. 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%.
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.
Dividends
VSCSX vs. VUSB - Dividend Comparison
VSCSX's dividend yield for the trailing twelve months is around 3.78%, less than VUSB's 5.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCSX Vanguard Short-Term Corporate Bond Index Fund Admiral Shares | 3.78% | 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 | 5.16% | 4.45% | 1.53% | 0.25% | 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 -1.81%. Use the drawdown chart below to compare losses from any high point for VSCSX and VUSB. For additional features, visit the drawdowns tool.
Volatility
VSCSX vs. VUSB - Volatility Comparison
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) has a higher volatility of 0.61% compared to Vanguard Ultra-Short Bond ETF (VUSB) at 0.18%. 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.