PortfoliosLab logo
EDV vs. VTEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EDV and VTEB is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

EDV vs. VTEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Duration Treasury ETF (EDV) and Vanguard Tax-Exempt Bond ETF (VTEB). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
-20.16%
20.54%
EDV
VTEB

Key characteristics

Sharpe Ratio

EDV:

0.02

VTEB:

0.16

Sortino Ratio

EDV:

0.17

VTEB:

0.23

Omega Ratio

EDV:

1.02

VTEB:

1.03

Calmar Ratio

EDV:

0.01

VTEB:

0.16

Martin Ratio

EDV:

0.04

VTEB:

0.53

Ulcer Index

EDV:

10.76%

VTEB:

1.39%

Daily Std Dev

EDV:

20.75%

VTEB:

4.72%

Max Drawdown

EDV:

-59.96%

VTEB:

-17.00%

Current Drawdown

EDV:

-54.40%

VTEB:

-3.49%

Returns By Period

In the year-to-date period, EDV achieves a 0.28% return, which is significantly higher than VTEB's -1.92% return.


EDV

YTD

0.28%

1M

-2.75%

6M

-6.12%

1Y

1.74%

5Y*

-14.43%

10Y*

-2.63%

VTEB

YTD

-1.92%

1M

-1.39%

6M

-1.44%

1Y

0.86%

5Y*

0.91%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


EDV vs. VTEB - Expense Ratio Comparison

EDV has a 0.06% expense ratio, which is higher than VTEB's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for EDV: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EDV: 0.06%
Expense ratio chart for VTEB: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTEB: 0.05%

Risk-Adjusted Performance

EDV vs. VTEB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EDV
The Risk-Adjusted Performance Rank of EDV is 2424
Overall Rank
The Sharpe Ratio Rank of EDV is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of EDV is 2525
Sortino Ratio Rank
The Omega Ratio Rank of EDV is 2424
Omega Ratio Rank
The Calmar Ratio Rank of EDV is 2424
Calmar Ratio Rank
The Martin Ratio Rank of EDV is 2424
Martin Ratio Rank

VTEB
The Risk-Adjusted Performance Rank of VTEB is 3333
Overall Rank
The Sharpe Ratio Rank of VTEB is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of VTEB is 2929
Sortino Ratio Rank
The Omega Ratio Rank of VTEB is 2929
Omega Ratio Rank
The Calmar Ratio Rank of VTEB is 3838
Calmar Ratio Rank
The Martin Ratio Rank of VTEB is 3535
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.

EDV vs. VTEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) and Vanguard Tax-Exempt Bond ETF (VTEB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for EDV, currently valued at 0.02, compared to the broader market-1.000.001.002.003.004.00
EDV: 0.02
VTEB: 0.16
The chart of Sortino ratio for EDV, currently valued at 0.17, compared to the broader market-2.000.002.004.006.008.00
EDV: 0.17
VTEB: 0.23
The chart of Omega ratio for EDV, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
EDV: 1.02
VTEB: 1.03
The chart of Calmar ratio for EDV, currently valued at 0.01, compared to the broader market0.002.004.006.008.0010.0012.00
EDV: 0.01
VTEB: 0.16
The chart of Martin ratio for EDV, currently valued at 0.04, compared to the broader market0.0020.0040.0060.00
EDV: 0.04
VTEB: 0.53

The current EDV Sharpe Ratio is 0.02, which is lower than the VTEB Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of EDV and VTEB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.02
0.16
EDV
VTEB

Dividends

EDV vs. VTEB - Dividend Comparison

EDV's dividend yield for the trailing twelve months is around 4.73%, more than VTEB's 3.26% yield.


TTM20242023202220212020201920182017201620152014
EDV
Vanguard Extended Duration Treasury ETF
4.73%4.65%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%
VTEB
Vanguard Tax-Exempt Bond ETF
3.26%3.14%2.79%2.09%1.65%1.99%2.30%2.25%1.96%1.66%0.58%0.00%

Drawdowns

EDV vs. VTEB - Drawdown Comparison

The maximum EDV drawdown since its inception was -59.96%, which is greater than VTEB's maximum drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for EDV and VTEB. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-54.40%
-3.49%
EDV
VTEB

Volatility

EDV vs. VTEB - Volatility Comparison

Vanguard Extended Duration Treasury ETF (EDV) has a higher volatility of 9.19% compared to Vanguard Tax-Exempt Bond ETF (VTEB) at 3.08%. This indicates that EDV's price experiences larger fluctuations and is considered to be riskier than VTEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.19%
3.08%
EDV
VTEB