MDSIX vs. VUSTX
Compare and contrast key facts about Integrity Short Term Government Fund (MDSIX) and Vanguard Long-Term Treasury Fund Investor Shares (VUSTX).
MDSIX is managed by MD Sass. It was launched on Jun 29, 2011. VUSTX is managed by Vanguard. It was launched on May 19, 1986.
Performance
MDSIX vs. VUSTX - Performance Comparison
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MDSIX vs. VUSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDSIX Integrity Short Term Government Fund | 0.36% | 6.91% | 6.90% | 4.30% | -7.23% | -1.14% | 2.76% | 3.54% | 2.21% | 1.19% |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | -0.56% | 5.55% | -6.41% | 3.33% | -29.58% | -4.93% | 18.20% | 14.14% | -1.89% | 8.60% |
Returns By Period
In the year-to-date period, MDSIX achieves a 0.36% return, which is significantly higher than VUSTX's -0.56% return. Over the past 10 years, MDSIX has outperformed VUSTX with an annualized return of 1.87%, while VUSTX has yielded a comparatively lower -0.93% annualized return.
MDSIX
- 1D
- 0.34%
- 1M
- -0.89%
- YTD
- 0.36%
- 6M
- 1.92%
- 1Y
- 5.21%
- 3Y*
- 5.51%
- 5Y*
- 1.95%
- 10Y*
- 1.87%
VUSTX
- 1D
- 1.29%
- 1M
- -4.37%
- YTD
- -0.56%
- 6M
- -0.74%
- 1Y
- 0.22%
- 3Y*
- -1.62%
- 5Y*
- -4.71%
- 10Y*
- -0.93%
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MDSIX vs. VUSTX - Expense Ratio Comparison
MDSIX has a 0.55% expense ratio, which is higher than VUSTX's 0.20% expense ratio.
Return for Risk
MDSIX vs. VUSTX — Risk / Return Rank
MDSIX
VUSTX
MDSIX vs. VUSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Integrity Short Term Government Fund (MDSIX) and Vanguard Long-Term Treasury Fund Investor Shares (VUSTX). 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.
| MDSIX | VUSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.34 | 0.13 | +2.21 |
Sortino ratioReturn per unit of downside risk | 3.77 | 0.24 | +3.54 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.03 | +0.45 |
Calmar ratioReturn relative to maximum drawdown | 4.35 | 0.31 | +4.04 |
Martin ratioReturn relative to average drawdown | 17.55 | 0.69 | +16.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDSIX | VUSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 0.13 | +2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | -0.32 | +0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | -0.07 | +0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.44 | +0.15 |
Correlation
The correlation between MDSIX and VUSTX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MDSIX vs. VUSTX - Dividend Comparison
MDSIX's dividend yield for the trailing twelve months is around 3.13%, less than VUSTX's 4.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDSIX Integrity Short Term Government Fund | 3.13% | 2.54% | 3.91% | 1.51% | 0.93% | 1.90% | 4.41% | 3.50% | 3.70% | 3.01% | 2.50% | 2.44% |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 4.02% | 4.29% | 4.03% | 3.33% | 2.93% | 4.21% | 10.38% | 2.82% | 2.82% | 2.64% | 5.27% | 5.52% |
Drawdowns
MDSIX vs. VUSTX - Drawdown Comparison
The maximum MDSIX drawdown since its inception was -11.28%, smaller than the maximum VUSTX drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for MDSIX and VUSTX.
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Drawdown Indicators
| MDSIX | VUSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.28% | -46.37% | +35.09% |
Max Drawdown (1Y)Largest decline over 1 year | -1.22% | -8.77% | +7.55% |
Max Drawdown (5Y)Largest decline over 5 years | -11.11% | -41.45% | +30.34% |
Max Drawdown (10Y)Largest decline over 10 years | -11.28% | -46.37% | +35.09% |
Current DrawdownCurrent decline from peak | -0.89% | -36.78% | +35.89% |
Average DrawdownAverage peak-to-trough decline | -1.26% | -9.22% | +7.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 3.94% | -3.64% |
Volatility
MDSIX vs. VUSTX - Volatility Comparison
The current volatility for Integrity Short Term Government Fund (MDSIX) is 0.90%, while Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) has a volatility of 3.68%. This indicates that MDSIX experiences smaller price fluctuations and is considered to be less risky than VUSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDSIX | VUSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.90% | 3.68% | -2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 1.52% | 6.10% | -4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.30% | 10.51% | -8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.30% | 14.64% | -11.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.13% | 13.78% | -10.65% |