^FVX vs. VCSH
Compare and contrast key facts about Treasury Yield 5 Years (^FVX) and Vanguard Short-Term Corporate Bond ETF (VCSH).
VCSH is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. 1-5 Year Corporate 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: ^FVX or VCSH.
Correlation
The correlation between ^FVX and VCSH is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^FVX vs. VCSH - Performance Comparison
Key characteristics
^FVX:
-0.63
VCSH:
2.99
^FVX:
-0.77
VCSH:
4.60
^FVX:
0.91
VCSH:
1.64
^FVX:
-0.26
VCSH:
5.64
^FVX:
-1.13
VCSH:
15.89
^FVX:
13.22%
VCSH:
0.46%
^FVX:
23.67%
VCSH:
2.43%
^FVX:
-97.53%
VCSH:
-12.86%
^FVX:
-50.27%
VCSH:
-0.03%
Returns By Period
In the year-to-date period, ^FVX achieves a -10.34% return, which is significantly lower than VCSH's 2.26% return. Over the past 10 years, ^FVX has outperformed VCSH with an annualized return of 11.04%, while VCSH has yielded a comparatively lower 2.45% annualized return.
^FVX
-10.34%
-3.82%
-3.06%
-16.75%
60.79%
11.04%
VCSH
2.26%
0.62%
2.65%
7.48%
2.28%
2.45%
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Risk-Adjusted Performance
^FVX vs. VCSH — Risk-Adjusted Performance Rank
^FVX
VCSH
^FVX vs. VCSH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) 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.
Drawdowns
^FVX vs. VCSH - Drawdown Comparison
The maximum ^FVX drawdown since its inception was -97.53%, which is greater than VCSH's maximum drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for ^FVX and VCSH. For additional features, visit the drawdowns tool.
Volatility
^FVX vs. VCSH - Volatility Comparison
Treasury Yield 5 Years (^FVX) has a higher volatility of 10.87% compared to Vanguard Short-Term Corporate Bond ETF (VCSH) at 1.37%. This indicates that ^FVX'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.