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VSDB vs. ISDB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSDB vs. ISDB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short Duration Bond ETF Shares (VSDB) and Invesco Short Duration Bond ETF (ISDB). The values are adjusted to include any dividend payments, if applicable.

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VSDB vs. ISDB - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VSDB achieves a 0.21% return, which is significantly higher than ISDB's 0.15% return.


VSDB

1D
0.28%
1M
-0.89%
YTD
0.21%
6M
1.62%
1Y
3Y*
5Y*
10Y*

ISDB

1D
0.17%
1M
-0.66%
YTD
0.15%
6M
1.63%
1Y
4.84%
3Y*
5.44%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSDB vs. ISDB - Expense Ratio Comparison

VSDB has a 0.15% expense ratio, which is lower than ISDB's 0.36% expense ratio.


Return for Risk

VSDB vs. ISDB — Risk / Return Rank

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

VSDB

ISDB
ISDB Risk / Return Rank: 9797
Overall Rank
ISDB Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ISDB Sortino Ratio Rank: 9898
Sortino Ratio Rank
ISDB Omega Ratio Rank: 9898
Omega Ratio Rank
ISDB Calmar Ratio Rank: 9696
Calmar Ratio Rank
ISDB Martin Ratio Rank: 9797
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. ISDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short Duration Bond ETF Shares (VSDB) and Invesco Short Duration Bond ETF (ISDB). 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. ISDB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VSDBISDBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.34

Sharpe Ratio (All Time)

Calculated using the full available price history

2.70

2.75

-0.04

Correlation

The correlation between VSDB and ISDB is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VSDB vs. ISDB - Dividend Comparison

VSDB's dividend yield for the trailing twelve months is around 3.82%, less than ISDB's 4.69% yield.


TTM202520242023
VSDB
Vanguard Short Duration Bond ETF Shares
3.82%3.30%0.00%0.00%
ISDB
Invesco Short Duration Bond ETF
4.69%4.89%5.50%5.20%

Drawdowns

VSDB vs. ISDB - Drawdown Comparison

The maximum VSDB drawdown since its inception was -1.42%, smaller than the maximum ISDB drawdown of -1.83%. Use the drawdown chart below to compare losses from any high point for VSDB and ISDB.


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Drawdown Indicators


VSDBISDBDifference

Max Drawdown

Largest peak-to-trough decline

-1.42%

-1.83%

+0.41%

Max Drawdown (1Y)

Largest decline over 1 year

-1.12%

Current Drawdown

Current decline from peak

-0.89%

-0.70%

-0.19%

Average Drawdown

Average peak-to-trough decline

-0.17%

-0.26%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

Volatility

VSDB vs. ISDB - Volatility Comparison


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Volatility by Period


VSDBISDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

1.46%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

1.87%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

1.87%

+0.04%