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VSDB vs. IGBH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSDB vs. IGBH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short Duration Bond ETF Shares (VSDB) and iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH). The values are adjusted to include any dividend payments, if applicable.

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VSDB vs. IGBH - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VSDB achieves a 0.31% return, which is significantly higher than IGBH's -0.74% return.


VSDB

1D
0.10%
1M
-0.57%
YTD
0.31%
6M
1.55%
1Y
3Y*
5Y*
10Y*

IGBH

1D
0.25%
1M
0.19%
YTD
-0.74%
6M
1.21%
1Y
7.11%
3Y*
8.32%
5Y*
4.46%
10Y*
4.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSDB vs. IGBH - Expense Ratio Comparison

VSDB has a 0.15% expense ratio, which is lower than IGBH's 0.16% 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%.


Return for Risk

VSDB vs. IGBH — Risk / Return Rank

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

VSDB

IGBH
IGBH Risk / Return Rank: 5959
Overall Rank
IGBH Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IGBH Sortino Ratio Rank: 6565
Sortino Ratio Rank
IGBH Omega Ratio Rank: 6565
Omega Ratio Rank
IGBH Calmar Ratio Rank: 5151
Calmar Ratio Rank
IGBH Martin Ratio Rank: 5353
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.

VSDB vs. IGBH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short Duration Bond ETF Shares (VSDB) and iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VSDB vs. IGBH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VSDBIGBHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

2.75

0.49

+2.26

Correlation

The correlation between VSDB and IGBH is 0.18, 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.


Dividends

VSDB vs. IGBH - Dividend Comparison

VSDB's dividend yield for the trailing twelve months is around 4.20%, less than IGBH's 6.04% yield.


TTM20252024202320222021202020192018201720162015
VSDB
Vanguard Short Duration Bond ETF Shares
4.20%3.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
6.04%6.23%6.88%7.32%3.84%2.71%2.39%3.40%5.56%2.87%2.62%1.12%

Drawdowns

VSDB vs. IGBH - Drawdown Comparison

The maximum VSDB drawdown since its inception was -1.42%, smaller than the maximum IGBH drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for VSDB and IGBH.


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Drawdown Indicators


VSDBIGBHDifference

Max Drawdown

Largest peak-to-trough decline

-1.42%

-33.67%

+32.25%

Max Drawdown (1Y)

Largest decline over 1 year

-5.22%

Max Drawdown (5Y)

Largest decline over 5 years

-10.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.67%

Current Drawdown

Current decline from peak

-0.79%

-2.27%

+1.48%

Average Drawdown

Average peak-to-trough decline

-0.17%

-2.70%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

Volatility

VSDB vs. IGBH - Volatility Comparison


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Volatility by Period


VSDBIGBHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

6.33%

-4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

6.22%

-4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

9.25%

-7.34%