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

Fund Info

ISIN

US9220317864

CUSIP

922031786

Issuer

Vanguard

Inception Date

Feb 12, 2001

Asset Class

Bond

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:
VUSUX vs. SGOV VUSUX vs. USFR VUSUX vs. VFIUX VUSUX vs. VFIRX VUSUX vs. TLT VUSUX vs. VEDTX VUSUX vs. VOO VUSUX vs. BND VUSUX vs. VGSH VUSUX vs. BLV
Popular comparisons:
VUSUX vs. SGOV VUSUX vs. USFR VUSUX vs. VFIUX VUSUX vs. VFIRX VUSUX vs. TLT VUSUX vs. VEDTX VUSUX vs. VOO VUSUX vs. BND VUSUX vs. VGSH VUSUX vs. BLV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Long-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.


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%JuneJulyAugustSeptemberOctoberNovember
66.25%
380.58%
VUSUX (Vanguard Long-Term Treasury Fund Admiral Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Long-Term Treasury Fund Admiral Shares had a return of -4.58% year-to-date (YTD) and 5.78% in the last 12 months. Over the past 10 years, Vanguard Long-Term Treasury Fund Admiral Shares had an annualized return of -1.90%, while the S&P 500 had an annualized return of 11.25%, indicating that Vanguard Long-Term Treasury Fund Admiral Shares did not perform as well as the benchmark.


VUSUX

YTD

-4.58%

1M

-1.49%

6M

1.51%

1Y

5.78%

5Y (annualized)

-7.39%

10Y (annualized)

-1.90%

^GSPC (Benchmark)

YTD

25.53%

1M

3.09%

6M

12.87%

1Y

31.32%

5Y (annualized)

13.73%

10Y (annualized)

11.25%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.21%-2.16%1.16%-5.99%2.91%1.69%3.52%2.11%1.94%-5.18%-4.58%
20237.00%-4.77%4.67%0.59%-2.84%-0.05%-2.16%-2.78%-7.35%-4.89%9.07%8.60%3.43%
2022-3.67%-1.54%-5.28%-8.92%-2.00%-1.46%2.63%-4.37%-7.98%-5.55%6.92%-2.18%-29.52%
2021-3.41%-5.60%-7.44%2.38%0.17%3.92%3.61%-0.22%-2.87%2.01%2.68%-1.91%-7.20%
20207.30%6.60%4.80%1.82%-1.67%0.41%4.18%-4.70%0.79%-3.19%1.54%-7.90%9.18%
20190.50%-1.30%5.48%-1.87%6.66%1.02%0.23%10.69%-2.61%-1.09%-0.39%-3.25%13.93%
2018-3.39%-2.87%2.76%-2.03%1.80%0.67%-1.27%1.19%-2.74%-2.81%1.79%5.52%-1.80%
20170.66%1.58%-0.58%1.60%1.74%0.64%-0.58%3.28%-2.26%-0.01%0.64%1.79%8.72%
20165.24%2.87%0.00%-0.62%0.77%6.50%2.02%-0.99%-1.31%-4.22%-7.85%-2.65%-1.10%
20158.98%-5.65%0.38%-3.06%-2.15%-3.72%4.21%-0.71%1.92%-0.47%-0.80%-2.08%-3.88%
20146.27%0.61%0.55%1.92%2.82%-0.23%0.61%4.24%-1.98%2.62%2.87%1.33%23.59%
2013-3.27%1.27%-0.21%3.88%-6.22%-3.24%-1.92%-1.27%0.88%1.33%-2.48%-3.16%-13.87%

Expense Ratio

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


Expense ratio chart for VUSUX: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VUSUX is 4, indicating that it is in the bottom 4% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VUSUX is 44
Overall Rank
The Sharpe Ratio Rank of VUSUX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSUX is 44
Sortino Ratio Rank
The Omega Ratio Rank of VUSUX is 44
Omega Ratio Rank
The Calmar Ratio Rank of VUSUX is 33
Calmar Ratio Rank
The Martin Ratio Rank of VUSUX is 44
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 Long-Term Treasury Fund Admiral Shares (VUSUX) 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 VUSUX, currently valued at 0.43, compared to the broader market-1.000.001.002.003.004.005.000.432.56
The chart of Sortino ratio for VUSUX, currently valued at 0.69, compared to the broader market0.005.0010.000.693.42
The chart of Omega ratio for VUSUX, currently valued at 1.08, compared to the broader market1.002.003.004.001.081.48
The chart of Calmar ratio for VUSUX, currently valued at 0.12, compared to the broader market0.005.0010.0015.0020.000.123.69
The chart of Martin ratio for VUSUX, currently valued at 1.05, compared to the broader market0.0020.0040.0060.0080.00100.001.0516.38
VUSUX
^GSPC

The current Vanguard Long-Term Treasury Fund Admiral Shares Sharpe ratio is 0.43. 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 Long-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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.43
2.56
VUSUX (Vanguard Long-Term Treasury Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Long-Term Treasury Fund Admiral Shares provided a 3.99% dividend yield over the last twelve months, with an annual payout of $0.32 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%2.50%3.00%3.50%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.32$0.30$0.27$0.25$0.30$0.35$0.35$0.34$0.35$0.36$0.39$0.39

Dividend yield

3.99%3.42%3.03%1.97%2.10%2.63%2.92%2.74%2.96%2.99%2.96%3.53%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Long-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$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.27
2023$0.02$0.02$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.30
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.27
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.25
2020$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.30
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.35
2018$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.35
2017$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2016$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.35
2015$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.36
2014$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.39
2013$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.39

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-44.10%
-0.23%
VUSUX (Vanguard Long-Term Treasury Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Long-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 Long-Term Treasury Fund Admiral Shares was 51.18%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Vanguard Long-Term Treasury Fund Admiral Shares drawdown is 44.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.18%Aug 5, 2020808Oct 19, 2023
-20.42%Dec 19, 2008118Jun 10, 2009546Aug 9, 2011664
-19.8%Jul 26, 2012360Dec 31, 2013240Dec 12, 2014600
-18.71%Jul 11, 2016170Mar 13, 2017601Aug 1, 2019771
-15.35%Feb 2, 2015102Jun 26, 2015245Jun 16, 2016347

Volatility

Volatility Chart

The current Vanguard Long-Term Treasury Fund Admiral Shares volatility is 4.04%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.04%
3.97%
VUSUX (Vanguard Long-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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