TCSGX vs. VEDTX

Last updated Aug 4, 2026

TCSGX (SEI Daily Income Trust Short-Duration Government Fund) and VEDTX (Vanguard Extended Duration Treasury Index Fund) are both Government Bonds funds. Over the past 10 years, TCSGX returned 1.50%/yr vs -4.51%/yr for VEDTX. Their 0.48 correlation means their historical movements had little consistent relationship. TCSGX charges 0.48%/yr vs 0.06%/yr for VEDTX.

Performance

TCSGX vs. VEDTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Daily Income Trust Short-Duration Government Fund (TCSGX) and Vanguard Extended Duration Treasury Index Fund (VEDTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TCSGX achieves a 0.46% return, which is significantly higher than VEDTX's -6.58% return. Over the past 10 years, TCSGX has outperformed VEDTX with an annualized return of 1.50%, while VEDTX has yielded a comparatively lower -4.51% annualized return.

TCSGX

• 1D: -0.10%
• 1M: -0.20%
• 6M: 0.19%
• YTD: 0.46%
• 1Y: 2.35%
• 3Y*: 4.13%
• 5Y*: 1.55%
• 10Y*: 1.50%
• ALL TIME*: 3.35%

VEDTX

• 1D: -0.89%
• 1M: -6.68%
• 6M: -5.57%
• YTD: -6.58%
• 1Y: -5.88%
• 3Y*: -5.63%
• 5Y*: -12.68%
• 10Y*: -4.51%
• ALL TIME*: 2.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
TCSGX SEI Daily Income Trust Short-Duration Government Fund	$0.00	$0.00	$0.00
VEDTX Vanguard Extended Duration Treasury Index Fund	$0.00	$0.00	$0.00

TCSGX vs. VEDTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TCSGX SEI Daily Income Trust Short-Duration Government Fund	0.46%	5.20%	4.15%	3.64%	-4.49%	-1.21%	3.61%	3.22%	0.89%	0.45%
VEDTX Vanguard Extended Duration Treasury Index Fund	-6.58%	1.34%	-13.35%	2.15%	-39.40%	-6.52%	24.20%	19.16%	-3.50%	12.69%

Correlation

The correlation between TCSGX and VEDTX is 0.44, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.44
Correlation (3Y) Balances recent behavior with more history.	0.46
Correlation (5Y) Shows whether the relationship held over a longer period.	0.49
Correlation (10Y) Provides a long-term view across more market conditions.	0.45
Correlation (All Time) Calculated using the full available price history since Nov 20, 2007	0.48

Return for Risk

TCSGX vs. VEDTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TCSGX

TCSGX Risk / Return Rank: 65
TCSGX Sharpe Ratio Rank: 59
TCSGX Sortino Ratio Rank: 73
TCSGX Omega Ratio Rank: 74
TCSGX Calmar Ratio Rank: 62
TCSGX Martin Ratio Rank: 56

VEDTX

VEDTX Risk / Return Rank: 2
VEDTX Sharpe Ratio Rank: 2
VEDTX Sortino Ratio Rank: 2
VEDTX Omega Ratio Rank: 2
VEDTX Calmar Ratio Rank: 2
VEDTX Martin Ratio Rank: 2

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TCSGX vs. VEDTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Daily Income Trust Short-Duration Government Fund (TCSGX) and Vanguard Extended Duration Treasury Index Fund (VEDTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TCSGX	VEDTX	Difference
Sharpe ratio: Return per unit of total volatility	1.58	-0.31	+1.89
Sortino ratio: Return per unit of downside risk	2.58	-0.35	+2.93
Omega ratio: Gain probability vs. loss probability	1.34	0.96	+0.38
Calmar ratio: Return relative to maximum drawdown	2.27	-0.34	+2.60
Martin ratio: Return relative to average drawdown	8.06	-0.71	+8.76

TCSGX vs. VEDTX - Sharpe Ratio Comparison

The current TCSGX Sharpe Ratio is 1.58, which is higher than the VEDTX Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of TCSGX and VEDTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TCSGX vs. VEDTX - Drawdown Comparison

The maximum TCSGX drawdown since its inception was -6.93%, smaller than the maximum VEDTX drawdown of -60.00%. Use the drawdown chart below to compare losses from any high point for TCSGX and VEDTX.

Drawdown Indicators

	TCSGX	VEDTX	Difference
Max Drawdown Largest peak-to-trough decline	-6.93%	-60.00%	+53.07%
Max Drawdown (1Y) Largest decline over 1 year	-1.26%	-13.12%	+11.86%
Max Drawdown (3Y) Largest decline over 3 years	-1.26%	-22.83%	+21.57%
Max Drawdown (5Y) Largest decline over 5 years	-6.58%	-55.15%	+48.57%
Max Drawdown (10Y) Largest decline over 10 years	-6.93%	-60.00%	+53.07%
Current Drawdown Current decline from peak	-0.37%	-57.05%	+56.68%
Average Drawdown Average peak-to-trough decline	-0.72%	-23.75%	+23.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.35%	6.24%	-5.89%

Volatility

TCSGX vs. VEDTX - Volatility Comparison

The current volatility for SEI Daily Income Trust Short-Duration Government Fund (TCSGX) is 0.48%, while Vanguard Extended Duration Treasury Index Fund (VEDTX) has a volatility of 4.04%. This indicates that TCSGX experiences smaller price fluctuations and is considered to be less risky than VEDTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TCSGX	VEDTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.48%	4.04%	-3.56%
Volatility (6M) Calculated over the trailing 6-month period	1.40%	10.33%	-8.93%
Volatility (1Y) Calculated over the trailing 1-year period	1.83%	14.19%	-12.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.21%	21.78%	-19.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.80%	20.03%	-18.23%

TCSGX vs. VEDTX - Expense Ratio Comparison

TCSGX has a 0.48% expense ratio, which is higher than VEDTX's 0.06% expense ratio.

Dividends

TCSGX vs. VEDTX - Dividend Comparison

TCSGX's dividend yield for the trailing twelve months is around 3.03%, less than VEDTX's 5.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TCSGX SEI Daily Income Trust Short-Duration Government Fund	3.03%	3.27%	2.74%	2.24%	0.87%	0.70%	1.34%	1.90%	1.96%	1.62%	1.11%	0.88%
VEDTX Vanguard Extended Duration Treasury Index Fund	5.47%	4.94%	4.68%	3.55%	3.30%	1.96%	5.56%	3.53%	2.94%	2.23%	5.34%	4.28%

Frequently Asked Questions

Can I hold both TCSGX and VEDTX in my portfolio?

TCSGX and VEDTX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TCSGX or VEDTX?

VEDTX has higher volatility (4.04%) compared to TCSGX (0.48%). In terms of maximum drawdown, TCSGX dropped -6.93% vs VEDTX's -60.00%.

Which has better risk-adjusted returns?

TCSGX currently has the higher Sharpe Ratio (1.58 vs -0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.