VSH vs. VGSH
Compare and contrast key facts about Vishay Intertechnology, Inc. (VSH) and Vanguard Short-Term Treasury ETF (VGSH).
VGSH is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-3 Year Government Float Adjusted Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSH or VGSH.
Key characteristics
| VSH | VGSH | |
|---|---|---|
| YTD Return | -32.12% | 3.24% |
| 1Y Return | -28.05% | 5.04% |
| 3Y Return (Ann) | -6.87% | 1.12% |
| 5Y Return (Ann) | -2.01% | 1.24% |
| 10Y Return (Ann) | 3.67% | 1.25% |
| Sharpe Ratio | -0.90 | 2.58 |
| Sortino Ratio | -1.18 | 4.11 |
| Omega Ratio | 0.86 | 1.54 |
| Calmar Ratio | -0.46 | 2.22 |
| Martin Ratio | -1.90 | 13.54 |
| Ulcer Index | 14.25% | 0.36% |
| Daily Std Dev | 30.12% | 1.88% |
| Max Drawdown | -96.39% | -5.70% |
| Current Drawdown | -59.45% | -0.96% |
Correlation
The correlation between VSH and VGSH is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
VSH vs. VGSH - Performance Comparison
In the year-to-date period, VSH achieves a -32.12% return, which is significantly lower than VGSH's 3.24% return. Over the past 10 years, VSH has outperformed VGSH with an annualized return of 3.67%, while VGSH has yielded a comparatively lower 1.25% annualized 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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Risk-Adjusted Performance
VSH vs. VGSH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vishay Intertechnology, Inc. (VSH) and Vanguard Short-Term Treasury ETF (VGSH). 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
VSH vs. VGSH - Dividend Comparison
VSH's dividend yield for the trailing twelve months is around 2.49%, less than VGSH's 4.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSH Vishay Intertechnology, Inc. | 2.49% | 1.67% | 1.85% | 1.76% | 1.83% | 1.74% | 1.79% | 1.24% | 1.56% | 1.99% | 1.70% | 0.00% |
VGSH Vanguard Short-Term Treasury ETF | 4.15% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% | 0.34% |
Drawdowns
VSH vs. VGSH - Drawdown Comparison
The maximum VSH drawdown since its inception was -96.39%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for VSH and VGSH. For additional features, visit the drawdowns tool.
Volatility
VSH vs. VGSH - Volatility Comparison
Vishay Intertechnology, Inc. (VSH) has a higher volatility of 10.19% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.41%. This indicates that VSH's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.