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VSTBX vs. VICBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSTBX vs. VICBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Corporate Bond Index Fund Institutional Shares (VSTBX) and Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares (VICBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VSTBX achieves a 0.66% return, which is significantly higher than VICBX's 0.17% return. Over the past 10 years, VSTBX has underperformed VICBX with an annualized return of 3.00%, while VICBX has yielded a comparatively higher 3.19% annualized return.


VSTBX

1D
-0.08%
1M
0.15%
YTD
0.66%
6M
1.00%
1Y
4.31%
3Y*
5.65%
5Y*
2.39%
10Y*
3.00%

VICBX

1D
-0.22%
1M
0.09%
YTD
0.17%
6M
0.32%
1Y
5.58%
3Y*
6.18%
5Y*
1.29%
10Y*
3.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSTBX vs. VICBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSTBX
Vanguard Short-Term Corporate Bond Index Fund Institutional Shares
0.66%6.75%5.37%6.17%-5.73%-0.41%5.07%9.68%0.92%2.48%
VICBX
Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares
0.17%9.37%3.67%8.87%-14.06%-1.50%9.57%15.96%-1.72%5.50%

Correlation

The correlation between VSTBX and VICBX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.90

The correlation between VSTBX and VICBX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

VSTBX vs. VICBX — Risk / Return Rank

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

VSTBX
VSTBX Risk / Return Rank: 7979
Overall Rank
VSTBX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VSTBX Sortino Ratio Rank: 8585
Sortino Ratio Rank
VSTBX Omega Ratio Rank: 7979
Omega Ratio Rank
VSTBX Calmar Ratio Rank: 7878
Calmar Ratio Rank
VSTBX Martin Ratio Rank: 7474
Martin Ratio Rank

VICBX
VICBX Risk / Return Rank: 3131
Overall Rank
VICBX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VICBX Sortino Ratio Rank: 3232
Sortino Ratio Rank
VICBX Omega Ratio Rank: 3030
Omega Ratio Rank
VICBX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VICBX Martin Ratio Rank: 3131
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.

VSTBX vs. VICBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond Index Fund Institutional Shares (VSTBX) and Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares (VICBX). 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.


VSTBXVICBXDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.52

1.28

+0.24

Calmar ratioReturn relative to maximum drawdown

3.50

2.10

+1.40

Martin ratioReturn relative to average drawdown

13.97

7.01

+6.96

VSTBX vs. VICBX - Sharpe Ratio Comparison

The current VSTBX Sharpe Ratio is 2.62, which is higher than the VICBX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of VSTBX and VICBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VSTBXVICBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

1.58

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.21

+0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.27

0.60

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

0.88

+0.59

Drawdowns

VSTBX vs. VICBX - Drawdown Comparison

The maximum VSTBX drawdown since its inception was -9.34%, smaller than the maximum VICBX drawdown of -20.55%. Use the drawdown chart below to compare losses from any high point for VSTBX and VICBX.


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Drawdown Indicators


VSTBXVICBXDifference

Max Drawdown

Largest peak-to-trough decline

-9.34%

-20.55%

+11.21%

Max Drawdown (1Y)

Largest decline over 1 year

-1.31%

-2.95%

+1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-1.31%

-5.98%

+4.67%

Max Drawdown (5Y)

Largest decline over 5 years

-9.34%

-20.55%

+11.21%

Max Drawdown (10Y)

Largest decline over 10 years

-9.34%

-20.55%

+11.21%

Current Drawdown

Current decline from peak

-0.32%

-1.35%

+1.03%

Average Drawdown

Average peak-to-trough decline

-0.96%

-3.14%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

0.88%

-0.55%

Volatility

VSTBX vs. VICBX - Volatility Comparison

The current volatility for Vanguard Short-Term Corporate Bond Index Fund Institutional Shares (VSTBX) is 0.56%, while Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares (VICBX) has a volatility of 1.37%. This indicates that VSTBX experiences smaller price fluctuations and is considered to be less risky than VICBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSTBXVICBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

1.37%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

1.26%

2.87%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

1.76%

3.91%

-2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.71%

6.16%

-3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

5.34%

-2.96%

VSTBX vs. VICBX - Expense Ratio Comparison

Both VSTBX and VICBX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VSTBX vs. VICBX - Dividend Comparison

VSTBX's dividend yield for the trailing twelve months is around 4.45%, less than VICBX's 4.80% yield.


PositionTTM20252024202320222021202020192018201720162015
VICBX
Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares
4.80%4.61%4.79%3.72%3.02%2.82%2.79%5.01%3.64%3.23%3.32%3.39%
VSTBX
Vanguard Short-Term Corporate Bond Index Fund Institutional Shares
4.45%4.34%4.29%3.09%2.00%1.80%2.27%5.40%2.67%2.27%1.96%2.25%

Frequently Asked Questions


With a correlation of 0.92, VSTBX and VICBX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VICBX has higher volatility (1.37%) compared to VSTBX (0.56%). In terms of maximum drawdown, VSTBX dropped -9.34% vs VICBX's -20.55%.

VSTBX currently has the higher Sharpe Ratio (2.62 vs 1.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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