WFIG vs. VCSH
WFIG (WisdomTree U.S. Corporate Bond Fund) and VCSH (Vanguard Short-Term Corporate Bond ETF) are both Corporate Bonds funds - WFIG tracks the WisdomTree Fundamental Corporate Bond Index while VCSH tracks the Bloomberg U.S. 1-5 Year Corporate Bond Index. Both are passively managed. Over the past 10 years, WFIG returned 2.21%/yr vs 2.64%/yr for VCSH. Their 0.73 correlation means they have sometimes moved together and sometimes differently. WFIG charges 0.18%/yr vs 0.04%/yr for VCSH.
Performance
WFIG vs. VCSH - Performance Comparison
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Returns By Period
In the year-to-date period, WFIG achieves a -0.73% return, which is significantly lower than VCSH's 0.79% return. Over the past 10 years, WFIG has underperformed VCSH with an annualized return of 2.21%, while VCSH has yielded a comparatively higher 2.64% annualized return.
WFIG
- 1D
- -0.08%
- 1M
- -1.63%
- 6M
- -1.05%
- YTD
- -0.73%
- 1Y
- 1.78%
- 3Y*
- 4.84%
- 5Y*
- -0.41%
- 10Y*
- 2.21%
- ALL TIME*
- 2.29%
VCSH
- 1D
- -0.06%
- 1M
- -0.22%
- 6M
- 0.39%
- YTD
- 0.79%
- 1Y
- 3.07%
- 3Y*
- 5.46%
- 5Y*
- 2.30%
- 10Y*
- 2.64%
- ALL TIME*
- 2.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $304.83M | $291.45M | $343.43M | |
| $95.62K | $92.11K | $52.06K |
WFIG vs. VCSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFIG WisdomTree U.S. Corporate Bond Fund | -0.73% | 7.85% | 2.28% | 8.48% | -16.25% | -1.52% | 9.75% | 13.97% | -2.01% | 7.00% |
VCSH Vanguard Short-Term Corporate Bond ETF | 0.79% | 6.77% | 4.91% | 6.20% | -5.62% | -0.63% | 5.13% | 7.02% | 0.92% | 2.17% |
Correlation
The correlation between WFIG and VCSH is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2016 | 0.73 |
The correlation between WFIG and VCSH shifts across timeframes, from 0.73 (all time) to 0.88 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
WFIG vs. VCSH — Risk / Return Rank
WFIG
VCSH
WFIG vs. VCSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (WFIG) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WFIG | VCSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.36 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 2.61 | -1.66 |
| Martin ratioReturn relative to average drawdown | 2.64 | 10.26 | -7.62 |
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Drawdowns
WFIG vs. VCSH - Drawdown Comparison
The maximum WFIG drawdown since its inception was -22.92%, which is greater than VCSH's maximum drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for WFIG and VCSH.
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Drawdown Indicators
| WFIG | VCSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.92% | -12.86% | -10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -2.69% | -1.40% | -1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -5.06% | -1.40% | -3.66% |
Max Drawdown (5Y)Largest decline over 5 years | -22.92% | -9.48% | -13.44% |
Max Drawdown (10Y)Largest decline over 10 years | -22.92% | -12.86% | -10.06% |
Current DrawdownCurrent decline from peak | -2.50% | -0.29% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -0.96% | -4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 0.36% | +0.61% |
Volatility
WFIG vs. VCSH - Volatility Comparison
WisdomTree U.S. Corporate Bond Fund (WFIG) has a higher volatility of 1.04% compared to Vanguard Short-Term Corporate Bond ETF (VCSH) at 0.55%. This indicates that WFIG's price experiences larger fluctuations and is considered to be riskier than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFIG | VCSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 0.55% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 3.23% | 1.56% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.08% | 1.94% | +2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.09% | 2.90% | +4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.54% | 3.35% | +4.19% |
WFIG vs. VCSH - Expense Ratio Comparison
WFIG has a 0.18% expense ratio, which is higher than VCSH's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
WFIG vs. VCSH - Dividend Comparison
WFIG's dividend yield for the trailing twelve months is around 4.99%, more than VCSH's 4.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCSH Vanguard Short-Term Corporate Bond ETF | 4.08% | 4.35% | 3.96% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.26% | 2.10% | 2.08% |
WFIG WisdomTree U.S. Corporate Bond Fund | 4.99% | 4.82% | 4.67% | 4.19% | 4.25% | 2.50% | 2.61% | 3.00% | 3.27% | 2.88% | 2.35% | 0.00% |
Frequently Asked Questions
WFIG and VCSH have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WFIG has higher volatility (1.04%) compared to VCSH (0.55%). In terms of maximum drawdown, WFIG dropped -22.92% vs VCSH's -12.86%.
On 10-year performance, VCSH leads with 2.64% vs 2.21% for WFIG. On fees, VCSH is cheaper at 0.04% per year. On volatility, VCSH has been the lower-risk option at 0.55%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VCSH has performed better with a 2.64% return vs 2.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCSH is cheaper with a 0.04% expense ratio, compared with 0.18% for WFIG.
WFIG has the higher dividend yield at 4.99%, compared with 4.08% for VCSH.
WFIG tracks WisdomTree Fundamental Corporate Bond Index, while VCSH tracks Bloomberg U.S. 1-5 Year Corporate Bond Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.18% for WFIG and 0.04% for VCSH.
VCSH currently has the higher Sharpe Ratio (1.89 vs 0.63), 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.
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