QUAL vs VCSH

Comparison between ISHARES MSCI USA QUALITY FACTOR ETF (QUAL, ETF) and VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND ETF SHARES (VCSH, ETF).

5-Year PerformanceQUAL has outperformed VCSH, delivering a return of +12.2% compared to +2.4%

QUAL vs VCSH - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QUAL(ETF)	VCSH(ETF)
Net Assets	$50B	$49B
Expense Ratio	0.15%	0.03%
Max Drawdown	34.06%	12.86%
Sharpe Ratio	1.52	0.66
5Y Beta	0.91	0.03
P/E Ratio	27.29	N/A
Forward P/E	23.19	N/A
PEG Ratio	0.86	N/A
5Y Dividends CAGR	7.13%	17.59%
5Y EPS CAGR	27.89%	N/A
Debt to Equity	58.35%	N/A
P/S Ratio	4.31	N/A
P/B Ratio	7.17	N/A

Net Assets

Winner

QUAL

$50B

VCSH

$49B

Expense Ratio

QUAL

0.15%

Winner

VCSH

0.03%

Max Drawdown

QUAL

34.06%

Winner

VCSH

12.86%

Sharpe Ratio

Winner

QUAL

1.52

VCSH

0.66

5Y Beta

QUAL

0.91

Winner

VCSH

0.03

P/E Ratio

QUAL

27.29

VCSH

N/A

Forward P/E

QUAL

23.19

VCSH

N/A

PEG Ratio

QUAL

0.86

VCSH

N/A

5Y Dividends CAGR

QUAL

7.13%

Winner

VCSH

17.59%

5Y EPS CAGR

QUAL

27.89%

VCSH

N/A

Debt to Equity

QUAL

58.35%

VCSH

N/A

P/S Ratio

QUAL

4.31

VCSH

N/A

P/B Ratio

QUAL

7.17

VCSH

N/A

QUAL vs VCSH - Historical Returns

Returns include dividend reinvestment.

Period	QUAL	VCSH
1 month	+4.83%	-0.01%
3 months	+4.79%	-0.28%
6 months	+8.81%	+1.41%
1 year	+20.61%	+5.05%
5 years(CAGR)	+12.17%	+2.36%
10 years(CAGR)	+14.23%	+2.71%
Max(CAGR)	+13.57%	+2.91%

Winner

QUAL

+4.83%

VCSH

-0.01%

Winner

QUAL

+4.79%

VCSH

-0.28%

Winner

QUAL

+8.81%

VCSH

+1.41%

Winner

QUAL

+20.61%

VCSH

+5.05%

5Y(CAGR)

Winner

QUAL

+12.17%

VCSH

+2.36%

10Y(CAGR)

Winner

QUAL

+14.23%

VCSH

+2.71%

Max(CAGR)

Winner

QUAL

+13.57%

VCSH

+2.91%

QUAL vs VCSH - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	QUAL	VCSH
2026	+6.14%	+0.52%
2025	+12.95%	+6.74%
2024	+23.18%	+5.17%
2023	+31.26%	+6.08%
2022	-20.28%	-5.48%
2021	+28.99%	-0.62%
2020	+16.02%	+5.13%
2019	+33.96%	+6.95%
2018	-6.11%	+0.96%
2017	+21.39%	+2.30%
2016	+10.84%	+2.67%
2015	+5.47%	+1.36%
2014	+12.54%	+1.93%
2013	+13.45%	+1.56%
2012	N/A	+5.67%
2011	N/A	+3.05%
2010	N/A	+4.98%
2009	N/A	+0.32%

QUAL vs VCSH Drawdown Comparison

The maximum drawdown for QUAL was -34.06%, occurring on Mar 23, 2020. Recovery took 122 trading sessions.

The maximum drawdown for VCSH was -12.86%, occurring on Mar 19, 2020. Recovery took 58 trading sessions.

The current VCSH drawdown is -0.40%.

Rank	QUAL	VCSH
#1	-34.06% Feb 19, 2020 - Aug 12, 2020	-12.86% Mar 5, 2020 - May 28, 2020
#2	-28.22% Dec 29, 2021 - Dec 11, 2023	-9.48% Aug 3, 2021 - May 15, 2024
#3	-20.46% Sep 21, 2018 - Apr 5, 2019	-2.53% May 2, 2013 - Oct 25, 2013
#4	-18.00% Dec 4, 2024 - Jul 23, 2025	-2.00% Nov 4, 2010 - Apr 18, 2011
#5	-11.49% Jul 20, 2015 - Oct 28, 2015	-1.99% Aug 4, 2011 - Jan 18, 2012
#6	-11.20% Nov 3, 2015 - Apr 1, 2016	-1.66% Jul 6, 2016 - Apr 5, 2017
#7	-9.92% Jan 26, 2018 - Aug 20, 2018	-1.51% Sep 7, 2017 - Dec 18, 2018
#8	-9.03% Feb 25, 2026 - Apr 17, 2026	-1.40% Feb 27, 2026 - Mar 26, 2026
#9	-8.69% Sep 2, 2020 - Nov 9, 2020	-1.29% Apr 3, 2025 - Apr 28, 2025
#10	-7.63% Jul 16, 2024 - Aug 21, 2024	-1.21% Sep 24, 2024 - Jan 28, 2025
#11	-7.40% Aug 30, 2021 - Oct 29, 2021	-1.03% Oct 27, 2015 - Mar 16, 2016
#12	-6.92% Apr 23, 2019 - Jun 20, 2019	-1.02% Feb 11, 2021 - May 24, 2021
#13	-6.63% Sep 19, 2014 - Oct 30, 2014	-0.93% Apr 16, 2015 - Oct 2, 2015
#14	-6.58% Mar 21, 2024 - May 15, 2024	-0.90% May 18, 2010 - Jun 23, 2010
#15	-6.46% Jan 21, 2014 - Feb 26, 2014	-0.84% Sep 4, 2019 - Oct 2, 2019

Correlation

Correlation between QUAL and VCSH is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96

-101

Dividend Comparison (2009 - 2026)

QUAL vs VCSH dividend yield comparison.

Year	QUAL	VCSH
2026	0.20%	1.46%
2025	0.94%	4.35%
2024	1.02%	3.96%
2023	1.23%	3.09%
2022	1.59%	2.01%
2021	1.20%	1.81%
2020	1.39%	2.27%
2019	1.60%	2.87%
2018	2.00%	2.65%
2017	1.76%	2.26%
2016	1.96%	2.10%
2015	1.63%	2.08%
2014	1.35%	2.01%
2013	0.63%	2.05%
2012	0.00%	2.29%
2011	0.00%	2.43%
2010	0.00%	2.40%
2009	0.00%	0.22%