PortfoliosLab logoPortfoliosLab logo
VTC vs. BSCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTC vs. BSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Corporate Bond ETF (VTC) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VTC achieves a 0.60% return, which is significantly lower than BSCR's 1.27% return.


VTC

1D
-0.22%
1M
0.63%
YTD
0.60%
6M
0.33%
1Y
5.99%
3Y*
5.22%
5Y*
0.51%
10Y*

BSCR

1D
0.00%
1M
0.36%
YTD
1.27%
6M
1.69%
1Y
4.61%
3Y*
5.18%
5Y*
1.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTC vs. BSCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTC
Vanguard Total Corporate Bond ETF
0.60%7.58%2.15%8.58%-15.68%-1.41%9.30%14.60%-2.55%0.84%
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
1.27%5.77%4.52%6.41%-9.56%-1.72%9.68%14.88%-2.63%0.54%

Correlation

The correlation between VTC and BSCR is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.78

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

0.83

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2017

0.80

Over the past year, the correlation between VTC and BSCR has dropped to 0.59 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VTC vs. BSCR — Risk / Return Rank

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

VTC
VTC Risk / Return Rank: 3939
Overall Rank
VTC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VTC Sortino Ratio Rank: 3838
Sortino Ratio Rank
VTC Omega Ratio Rank: 3535
Omega Ratio Rank
VTC Calmar Ratio Rank: 4141
Calmar Ratio Rank
VTC Martin Ratio Rank: 4141
Martin Ratio Rank

BSCR
BSCR Risk / Return Rank: 9797
Overall Rank
BSCR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BSCR Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSCR Omega Ratio Rank: 9898
Omega Ratio Rank
BSCR Calmar Ratio Rank: 9797
Calmar Ratio Rank
BSCR 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.

VTC vs. BSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Corporate Bond ETF (VTC) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). 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.


VTCBSCRDifference
Sharpe ratioReturn per unit of total volatility

-2.94

Sortino ratioReturn per unit of downside risk

-6.09

Omega ratioGain probability vs. loss probability

1.24

2.14

-0.90

Calmar ratioReturn relative to maximum drawdown

2.09

11.08

-8.99

Martin ratioReturn relative to average drawdown

6.63

46.99

-40.36

VTC vs. BSCR - Sharpe Ratio Comparison

The current VTC Sharpe Ratio is 1.38, which is lower than the BSCR Sharpe Ratio of 4.31. The chart below compares the historical Sharpe Ratios of VTC and BSCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VTCBSCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

4.31

-2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.35

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.59

-0.27

Drawdowns

VTC vs. BSCR - Drawdown Comparison

The maximum VTC drawdown since its inception was -22.05%, which is greater than BSCR's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for VTC and BSCR.


Loading charts...

Drawdown Indicators


VTCBSCRDifference

Max Drawdown

Largest peak-to-trough decline

-22.05%

-17.26%

-4.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-0.42%

-2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-6.46%

-2.41%

-4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-22.05%

-14.87%

-7.18%

Current Drawdown

Current decline from peak

-0.99%

0.00%

-0.99%

Average Drawdown

Average peak-to-trough decline

-5.84%

-3.35%

-2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.10%

+0.80%

Volatility

VTC vs. BSCR - Volatility Comparison

Vanguard Total Corporate Bond ETF (VTC) has a higher volatility of 1.43% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.19%. This indicates that VTC's price experiences larger fluctuations and is considered to be riskier than BSCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VTCBSCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

0.19%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

0.59%

+2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

1.08%

+3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.08%

4.09%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.68%

5.35%

+2.33%

VTC vs. BSCR - Expense Ratio Comparison

VTC has a 0.04% expense ratio, which is lower than BSCR's 0.10% 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%.


Dividends

VTC vs. BSCR - Dividend Comparison

VTC's dividend yield for the trailing twelve months is around 4.93%, more than BSCR's 4.29% yield.


PositionTTM202520242023202220212020201920182017
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.29%4.26%4.27%3.74%2.65%2.12%2.46%3.11%3.35%0.78%
VTC
Vanguard Total Corporate Bond ETF
4.93%4.76%4.50%3.80%3.13%2.36%2.69%3.34%3.53%0.55%

Frequently Asked Questions


VTC and BSCR have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTC has higher volatility (1.43%) compared to BSCR (0.19%). In terms of maximum drawdown, VTC dropped -22.05% vs BSCR's -17.26%.

On 5-year performance, BSCR leads with 1.41% vs 0.51% for VTC. On fees, VTC is cheaper at 0.04% per year. On volatility, BSCR has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BSCR has performed better with a 1.41% return vs 0.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTC is cheaper with a 0.04% expense ratio, compared with 0.10% for BSCR.

VTC has the higher dividend yield at 4.93%, compared with 4.29% for BSCR.

VTC tracks Bloomberg Barclays U.S. Corporate Bond Index, while BSCR tracks NASDAQ Bulletshares® USD Corporate Bond 2027 Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.04% for VTC and 0.10% for BSCR.

BSCR currently has the higher Sharpe Ratio (4.31 vs 1.38), 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

Find the right allocation for VTC and BSCR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer