Vanguard Short-Term Corporate Bond Index Fund
Ticker
VCSH
ISIN
US92206C409
Price
USD 78.17
Change Today
-
Price 1 year ago
72.94 / 7.175 %
Morningstar
4
52 Week Low
73.03
52 Week High
79.00
200 Day Moving Average 76.63
76.63
50-day Moving Average
78.47
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.11 |
| Sortino Ratio | -0.14 |
| Maximum Drawdown | -0.5% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -37.00 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.76 |
| Volatility | 1.11% |
| Alpha | +0.300 |
| Beta | None |
| R Squared | +95.01 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 2.663% |
| Average Annual Volatility | 2.927% |
| Sharpe Ratio | 0.91 |
| Sortino Ratio | 0.06 |
| Maximum Drawdown | -13.0% |
| Maximum Drawdown Date | 2020-03-19 |
| Calmar Ratio | -0.21 |
Company information
Summary
The investment seeks to track the performance of a market-weighted corporate bond index with a short-term dollar-weighted average maturity. The fund employs an indexing investment approach designed to track the performance of the Bloomberg U.S. 1-5 Year Corporate Bond Index. This index includes U.S. dollar-denominated, investment-grade, fixed-rate, taxable securities issued by U.S. and non-U.S. industrial, utility, and financial companies, with maturities between 1 and 5 years. Under normal circumstances, at least 80% of the fund's assets will be invested in bonds included in the index.
Market
US
Category
Short-Term Bond
Expense Ratio
0.04%
Fund family
Vanguard
Morningstar
4
Yield
0.0399
Exchange
NGM
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| BAIPX | iShares Short-Term TIPS Bond Index Fund | CA46437N105 | NAS | 4 | Candriam World Alternative Alphamax C | ||
| BIIPX | iShares Short-Term TIPS Bond Index Fund Institutional Shares | US09258N8855 | NAS | 0.11% | 4 | ||
| BKIPX | iShares Short-Term TIPS Bond Index Fund Class K | NAS | 5 | ||||
| ICSH | iShares Ultra Short-Term Bond ETF | IE00BCRY6557 | BTS | 0.08% | 4 | -0.33 | |
| IE00BFG1R114.IR | Dimensional Global Short-Term Investment Grade Fixed Income Fund | IE00BFG1R114 | YHD | 4 | -1.69 | +0.40 | |
| SCHO | Schwab Short-Term U.S. Treasury ETF | US808524862 | PCX | 0.03% | 4 | -2.50 | |
| SSHY.L | PIMCO Short-Term High Yield Corporate Bond Index Source UCITS ETF Inc | IE00BD26N85 | LSE | 0.55% | 4 | +2.34 | |
| STHY.L | PIMCO Short-Term High Yield Corporate Bond Index Source UCITS ETF Inc | IE00BD26N85 | LSE | 0.55% | 4 | +2.34 | |
| STYC.L | PIMCO Short-Term High Yield Corporate Bond Index Source UCITS ETF USD Acc | IE00BD26N85 | LSE | 0.55% | 4 | +2.34 | |
| STYIX | Allspring Short-Term High Yield Bond Fund - Class Inst | US94987W752 | NAS | 0.51% | 5 | ||
| USTB | VictoryShares USAA Core Short-Term Bond ETF | US903288579 | NGM | 0.35% | 5 | -0.22 | |
| UTRN | Vesper U.S. Large Cap Short-Term Reversal Strategy ETF | US301505749 | PCX | 0.75% | 4 | -8.76 | -- |
| VCSH | Vanguard Short-Term Corporate Bond Index Fund | US92206C409 | NGM | 0.04% | 4 | +0.300 | |
| VGSH | Vanguard Short-Term Treasury Index Fund | US92206C102 | NGM | 0.04% | 4 | -2.48 | |
| VTIP | Vanguard Short-Term Inflation-Protected Securities Index Fund | US922020805 | NGM | 0.04% | 5 | -0.38 | |
| VUSFX | Vanguard Ultra-Short-Term Bond Fund Admiral Shares | US9220317112 | NAS | 0.10% | 4 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.