{"schemaVersion":1,"ticker":"VCSH","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/vcsh/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, VCSH against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/vcsh/"},"benchmark":{"ticker":"SCHJ","name":"Bloomberg U.S. 1-5 Year Corporate Bond Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"VCSH","b":"SCHJ","window":{"from":"2019-10-18","to":"2026-10-23","firstReturn":"2019-10-25","weeklyReturns":366,"years":7.01,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0289984,"perWeek":0.0005576616,"days":1754,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.1882392,"b":0.18988069,"edge":"Tie"},"annualised":{"a":0.02480699,"b":0.02500802,"edge":"Tie"},"price":{"a":-0.0429047,"b":-0.03002402,"edge":"SCHJ","lead":"SCHJ"},"volatility":{"a":0.05096784,"b":0.05371308,"edge":"VCSH (slight)","lead":"VCSH"},"downsideDeviation":{"a":0.03664006,"b":0.03832141,"edge":"VCSH (slight)","lead":"VCSH"},"maxDrawdown":{"a":-0.11271887,"b":-0.11841432,"edge":"VCSH (slight)","lead":"VCSH","aPeak":"2020-03-06","aTrough":"2020-03-20","bPeak":"2020-03-06","bTrough":"2020-03-20"},"excess":{"a":-0.00319071,"b":-0.00285282,"edge":"SCHJ (slight)","lead":"SCHJ"},"sharpe":{"a":-0.06260243,"b":-0.05311224,"edge":"SCHJ (slight)","lead":"SCHJ"},"sortino":{"a":-0.08708256,"b":-0.0744446,"edge":"SCHJ","lead":"SCHJ"},"calmar":{"a":0.22007844,"b":0.2111908,"edge":"VCSH (slight)","lead":"VCSH"}},"relative":{"VCSH":{"on":"SCHJ","beta":0.94526973,"r2":0.99238276,"alpha":-0.00049402,"alphaT":-0.29422848,"alphaLow":-0.00379588,"alphaHigh":0.00280783,"upsideCapture":0.98260662,"downsideCapture":0.98319768,"treynor":-0.00337545,"trackingError":0.00533193,"informationRatio":-0.06337079,"upWeeks":215,"downWeeks":146,"treynorReference":-0.00285282,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"SCHJ (slight)","lead":"SCHJ"},"informationRatio":{"edge":null,"lead":"SCHJ","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"VCSH":{"kept":"2026-10-26","distributions":84,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":366,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.1882392}},"SCHJ":{"kept":"2026-10-26","distributions":84,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":366,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.18988069}}}}