Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) Sortino Ratio: 11.92
VUSFX's Sortino Ratio of 11.92 indicates that for each unit of downside volatility, it generates 11.92 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
VUSFX Sortino Ratio Rank
VUSFX ranks above 99.7% of all investments in our database based on Sortino Ratio over the past 12 months, demonstrating exceptional downside-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Suitable as a core holding given strong downside protection
- Monitor rank changes to detect weakening downside characteristics
- Exceptional risk-adjusted profile supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
VUSFX Sortino Ratio Market Positioning
The chart shows VUSFX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.15 or lower
- Yellow zone (middle 50%): 1.15 to 2.08
- Green zone (top 25%): 2.08 or higher
- Top 1%: 7.11+
- Median: 1.60 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Vanguard Ultra-Short-Term Bond Fund Admiral Shares's Sortino Ratio with other mutual funds in the Total Bond Market category across multiple time periods, showing how VUSFX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| FCNVX | Fidelity Conservative Income Bond Institutional Class | 14.52 | |||
| VUSFX | Vanguard Ultra-Short-Term Bond Fund Admiral Shares | 11.92 | |||
| FJTDX | Fidelity Flex Conservative Income Bond Fund | 11.70 | |||
| JSOSX | JPMorgan Strategic Income Opportunities Fund Class I | 10.21 | |||
| VUBFX | Vanguard Ultra-Short-Term Bond Fund Investor Shares | 10.17 | |||
| FYBTX | Fidelity Series Short-Term Credit Fund | 3.55 | |||
| FJRLX | Fidelity Limited Term Bond Fund | 3.23 | |||
| FBNIX | Fidelity Advisor Short-Term Bond Fund Class I | 3.19 | |||
| FIKRX | Fidelity Advisor Limited Term Bond Fund Class Z | 3.16 | |||
| FIWDX | Fidelity Advisor Strategic Income Fund Class Z | 3.15 |
Historical Sortino Ratio
The chart shows VUSFX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when VUSFX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore VUSFX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.