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.
^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.
Performance
^FVX vs. VCSH - Performance Comparison
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Key characteristics
^FVX:
-0.41
VCSH:
2.81
^FVX:
-0.31
VCSH:
4.12
^FVX:
0.96
VCSH:
1.57
^FVX:
-0.14
VCSH:
5.22
^FVX:
-0.59
VCSH:
14.56
^FVX:
13.70%
VCSH:
0.46%
^FVX:
24.49%
VCSH:
2.45%
^FVX:
-97.53%
VCSH:
-12.86%
^FVX:
-48.35%
VCSH:
0.00%
Returns By Period
In the year-to-date period, ^FVX achieves a -6.89% return, which is significantly lower than VCSH's 2.59% return. Over the past 10 years, ^FVX has outperformed VCSH with an annualized return of 10.34%, while VCSH has yielded a comparatively lower 2.48% annualized return.
^FVX
-6.89%
4.99%
-2.67%
-9.94%
13.94%
65.04%
10.34%
VCSH
2.59%
0.32%
2.78%
6.84%
3.96%
2.00%
2.48%
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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.
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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.
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Volatility
^FVX vs. VCSH - Volatility Comparison
Treasury Yield 5 Years (^FVX) has a higher volatility of 7.21% compared to Vanguard Short-Term Corporate Bond ETF (VCSH) at 0.69%. 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.
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