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Vanguard Short-Term Treasury Fund Admiral Shares (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9220318516

CUSIP

922031851

Issuer

Vanguard

Inception Date

Feb 13, 2001

Asset Class

Bond

Expense Ratio

VFIRX has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for VFIRX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VFIRX vs. VLGSX VFIRX vs. VSGDX VFIRX vs. VEDTX VFIRX vs. VUSUX VFIRX vs. VFIUX VFIRX vs. VSBSX VFIRX vs. USFR VFIRX vs. VBTLX VFIRX vs. VBILX VFIRX vs. SCHO
Popular comparisons:
VFIRX vs. VLGSX VFIRX vs. VSGDX VFIRX vs. VEDTX VFIRX vs. VUSUX VFIRX vs. VFIUX VFIRX vs. VSBSX VFIRX vs. USFR VFIRX vs. VBTLX VFIRX vs. VBILX VFIRX vs. SCHO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Short-Term Treasury Fund Admiral Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.16%
7.29%
VFIRX (Vanguard Short-Term Treasury Fund Admiral Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Short-Term Treasury Fund Admiral Shares had a return of 3.02% year-to-date (YTD) and 3.71% in the last 12 months. Over the past 10 years, Vanguard Short-Term Treasury Fund Admiral Shares had an annualized return of 1.04%, while the S&P 500 had an annualized return of 11.01%, indicating that Vanguard Short-Term Treasury Fund Admiral Shares did not perform as well as the benchmark.


VFIRX

YTD

3.02%

1M

-0.20%

6M

2.05%

1Y

3.71%

5Y*

0.73%

10Y*

1.04%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of VFIRX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.36%-0.58%0.41%-0.50%0.85%0.59%1.30%0.99%0.85%-0.86%0.00%3.02%
20230.99%-1.23%1.70%0.25%-0.47%-0.69%0.35%0.36%-0.47%0.17%1.29%1.39%3.65%
2022-0.72%-0.24%-1.51%-0.75%0.65%-0.65%0.61%-1.13%-1.49%-0.18%0.76%-0.04%-4.63%
20210.03%-0.26%-0.14%0.17%0.13%-0.33%0.13%0.02%-0.17%-0.36%0.02%-0.22%-0.97%
20200.61%1.04%1.02%0.32%0.30%0.10%0.19%0.19%0.06%-0.05%0.12%-1.35%2.58%
20190.31%-0.00%0.79%0.16%0.89%0.48%-0.09%0.94%-0.21%0.26%-0.04%0.15%3.71%
2018-0.44%-0.08%0.30%-0.30%0.37%0.11%-0.09%0.38%-0.19%0.11%0.39%0.89%1.47%
20170.18%0.08%0.03%0.20%0.09%-0.07%0.28%0.20%-0.20%-0.07%-0.25%-0.06%0.41%
20160.83%0.16%0.27%-0.02%-0.08%0.76%-0.08%-0.28%0.23%-0.11%-0.57%-0.20%0.90%
20150.63%-0.41%0.34%0.06%0.07%-0.03%0.17%-0.11%0.44%-0.12%-0.31%-0.30%0.41%
20140.33%0.04%-0.23%0.23%0.14%0.05%-0.13%0.15%-0.13%0.43%0.15%-0.32%0.70%
2013-0.06%0.13%0.04%0.13%-0.34%-0.24%0.13%-0.15%0.41%0.14%0.13%-0.42%-0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VFIRX is 71, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VFIRX is 7171
Overall Rank
The Sharpe Ratio Rank of VFIRX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIRX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VFIRX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VFIRX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VFIRX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VFIRX, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.001.461.90
The chart of Sortino ratio for VFIRX, currently valued at 2.38, compared to the broader market-2.000.002.004.006.008.0010.002.382.54
The chart of Omega ratio for VFIRX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.301.35
The chart of Calmar ratio for VFIRX, currently valued at 0.91, compared to the broader market0.005.0010.0015.000.912.81
The chart of Martin ratio for VFIRX, currently valued at 5.76, compared to the broader market0.0020.0040.0060.005.7612.39
VFIRX
^GSPC

The current Vanguard Short-Term Treasury Fund Admiral Shares Sharpe ratio is 1.46. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Short-Term Treasury Fund Admiral Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.46
1.90
VFIRX (Vanguard Short-Term Treasury Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Short-Term Treasury Fund Admiral Shares provided a 4.15% dividend yield over the last twelve months, with an annual payout of $0.41 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.41$0.40$0.20$0.05$0.09$0.26$0.23$0.13$0.11$0.08$0.07$0.05

Dividend yield

4.15%4.07%2.01%0.43%0.86%2.49%2.21%1.27%1.00%0.79%0.61%0.47%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Short-Term Treasury Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.04$0.00$0.00$0.37
2023$0.03$0.03$0.04$0.04$0.03$0.03$0.03$0.04$0.03$0.04$0.04$0.04$0.40
2022$0.00$0.01$0.01$0.01$0.02$0.01$0.02$0.02$0.02$0.02$0.03$0.03$0.20
2021$0.00$0.00$0.01$0.01$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.01$0.05
2020$0.02$0.01$0.02$0.02$0.00$0.00$0.00$0.01$0.01$0.00$0.00$0.00$0.09
2019$0.02$0.02$0.02$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.26
2018$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.23
2017$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.13
2016$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.11
2015$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.08
2014$0.01$0.00$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.07
2013$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.01$0.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.36%
-3.58%
VFIRX (Vanguard Short-Term Treasury Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Short-Term Treasury Fund Admiral Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Short-Term Treasury Fund Admiral Shares was 8.06%, occurring on Oct 20, 2022. Recovery took 468 trading sessions.

The current Vanguard Short-Term Treasury Fund Admiral Shares drawdown is 1.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.06%Dec 29, 2020457Oct 20, 2022468Sep 3, 2024925
-2.79%Nov 5, 201065Feb 8, 2011444Nov 14, 2012509
-2.56%Mar 18, 200862Jun 13, 200863Sep 15, 2008125
-2.23%Nov 8, 200112Nov 26, 2001128May 31, 2002140
-2%Dec 19, 2008116Jun 8, 2009109Nov 10, 2009225

Volatility

Volatility Chart

The current Vanguard Short-Term Treasury Fund Admiral Shares volatility is 0.53%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.53%
3.64%
VFIRX (Vanguard Short-Term Treasury Fund Admiral Shares)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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