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VSCSX vs. ZEC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

VSCSX vs. ZEC-USD - 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 ZCash (ZEC-USD). The values are adjusted to include any dividend payments, if applicable.

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VSCSX vs. ZEC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSCSX
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares
0.10%6.75%5.36%6.11%-5.72%-0.43%5.06%6.85%0.88%2.46%
ZEC-USD
ZCash
-50.42%808.40%108.73%-27.69%-74.58%128.45%132.06%-51.14%-88.81%951.75%

Returns By Period

In the year-to-date period, VSCSX achieves a 0.10% return, which is significantly higher than ZEC-USD's -50.42% return.


VSCSX

1D
0.19%
1M
-0.64%
YTD
0.10%
6M
1.17%
1Y
4.76%
3Y*
5.51%
5Y*
2.43%
10Y*
2.75%

ZEC-USD

1D
1.95%
1M
12.93%
YTD
-50.42%
6M
109.50%
1Y
515.47%
3Y*
90.72%
5Y*
8.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VSCSX vs. ZEC-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSCSX
VSCSX Risk / Return Rank: 9696
Overall Rank
VSCSX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VSCSX Sortino Ratio Rank: 9797
Sortino Ratio Rank
VSCSX Omega Ratio Rank: 9595
Omega Ratio Rank
VSCSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
VSCSX Martin Ratio Rank: 9696
Martin Ratio Rank

ZEC-USD
ZEC-USD Risk / Return Rank: 9999
Overall Rank
ZEC-USD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ZEC-USD Sortino Ratio Rank: 9797
Sortino Ratio Rank
ZEC-USD Omega Ratio Rank: 9797
Omega Ratio Rank
ZEC-USD Calmar Ratio Rank: 100100
Calmar Ratio Rank
ZEC-USD Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSCSX vs. ZEC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) and ZCash (ZEC-USD). 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.


VSCSXZEC-USDDifference

Sharpe ratio

Return per unit of total volatility

2.46

3.50

-1.04

Sortino ratio

Return per unit of downside risk

3.66

3.63

+0.03

Omega ratio

Gain probability vs. loss probability

1.51

1.36

+0.15

Calmar ratio

Return relative to maximum drawdown

3.63

17.83

-14.21

Martin ratio

Return relative to average drawdown

14.48

32.68

-18.20

VSCSX vs. ZEC-USD - Sharpe Ratio Comparison

The current VSCSX Sharpe Ratio is 2.46, which is comparable to the ZEC-USD Sharpe Ratio of 3.50. The chart below compares the historical Sharpe Ratios of VSCSX and ZEC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSCSXZEC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

3.50

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.07

+0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.36

0.17

+1.19

Correlation

The correlation between VSCSX and ZEC-USD is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Drawdowns

VSCSX vs. ZEC-USD - Drawdown Comparison

The maximum VSCSX drawdown since its inception was -9.36%, smaller than the maximum ZEC-USD drawdown of -97.92%. Use the drawdown chart below to compare losses from any high point for VSCSX and ZEC-USD.


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Drawdown Indicators


VSCSXZEC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-9.36%

-97.92%

+88.56%

Max Drawdown (1Y)

Largest decline over 1 year

-1.36%

-71.77%

+70.41%

Max Drawdown (5Y)

Largest decline over 5 years

-9.36%

-94.28%

+84.92%

Max Drawdown (10Y)

Largest decline over 10 years

-9.36%

Current Drawdown

Current decline from peak

-0.86%

-71.27%

+70.41%

Average Drawdown

Average peak-to-trough decline

-0.98%

-81.63%

+80.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

39.17%

-38.83%

Volatility

VSCSX vs. ZEC-USD - Volatility Comparison

The current volatility for Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) is 0.82%, while ZCash (ZEC-USD) has a volatility of 34.30%. This indicates that VSCSX experiences smaller price fluctuations and is considered to be less risky than ZEC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSCSXZEC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

34.30%

-33.48%

Volatility (6M)

Calculated over the trailing 6-month period

1.20%

114.46%

-113.26%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

122.45%

-120.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.70%

93.26%

-90.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.36%

97.17%

-94.81%