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TWUSX vs. VSBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TWUSX vs. VSBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Short-Term Government Fund (TWUSX) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX). The values are adjusted to include any dividend payments, if applicable.

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TWUSX vs. VSBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWUSX
American Century Short-Term Government Fund
0.02%4.94%3.59%3.70%-4.31%-0.09%3.36%2.91%1.12%0.22%
VSBIX
Vanguard Short-Term Treasury Index Fund Institutional Shares
0.28%5.11%4.37%4.28%-3.87%-0.67%3.11%3.53%1.52%0.40%

Returns By Period

In the year-to-date period, TWUSX achieves a 0.02% return, which is significantly lower than VSBIX's 0.28% return. Over the past 10 years, TWUSX has underperformed VSBIX with an annualized return of 1.48%, while VSBIX has yielded a comparatively higher 1.76% annualized return.


TWUSX

1D
0.11%
1M
-0.54%
YTD
0.02%
6M
0.92%
1Y
3.39%
3Y*
3.54%
5Y*
1.46%
10Y*
1.48%

VSBIX

1D
0.04%
1M
-0.33%
YTD
0.28%
6M
1.24%
1Y
3.69%
3Y*
4.12%
5Y*
1.86%
10Y*
1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TWUSX vs. VSBIX - Expense Ratio Comparison

TWUSX has a 0.55% expense ratio, which is higher than VSBIX's 0.05% expense ratio.


Return for Risk

TWUSX vs. VSBIX — Risk / Return Rank

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

TWUSX
TWUSX Risk / Return Rank: 9292
Overall Rank
TWUSX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TWUSX Sortino Ratio Rank: 9595
Sortino Ratio Rank
TWUSX Omega Ratio Rank: 8888
Omega Ratio Rank
TWUSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
TWUSX Martin Ratio Rank: 9494
Martin Ratio Rank

VSBIX
VSBIX Risk / Return Rank: 9797
Overall Rank
VSBIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VSBIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
VSBIX Omega Ratio Rank: 9696
Omega Ratio Rank
VSBIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VSBIX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TWUSX vs. VSBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Short-Term Government Fund (TWUSX) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX). 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.


TWUSXVSBIXDifference

Sharpe ratio

Return per unit of total volatility

1.84

2.65

-0.80

Sortino ratio

Return per unit of downside risk

3.16

4.33

-1.17

Omega ratio

Gain probability vs. loss probability

1.40

1.58

-0.18

Calmar ratio

Return relative to maximum drawdown

3.93

4.70

-0.78

Martin ratio

Return relative to average drawdown

12.74

18.02

-5.28

TWUSX vs. VSBIX - Sharpe Ratio Comparison

The current TWUSX Sharpe Ratio is 1.84, which is lower than the VSBIX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of TWUSX and VSBIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TWUSXVSBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.65

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.96

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

1.16

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

1.09

-1.09

Correlation

The correlation between TWUSX and VSBIX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TWUSX vs. VSBIX - Dividend Comparison

TWUSX's dividend yield for the trailing twelve months is around 3.34%, less than VSBIX's 3.59% yield.


TTM20252024202320222021202020192018201720162015
TWUSX
American Century Short-Term Government Fund
3.34%3.70%4.06%3.83%1.12%1.05%0.72%1.81%1.74%1.06%0.57%0.53%
VSBIX
Vanguard Short-Term Treasury Index Fund Institutional Shares
3.59%3.99%4.52%3.31%1.14%0.65%1.74%2.28%1.81%1.11%0.80%0.74%

Drawdowns

TWUSX vs. VSBIX - Drawdown Comparison

The maximum TWUSX drawdown since its inception was -91.08%, which is greater than VSBIX's maximum drawdown of -5.74%. Use the drawdown chart below to compare losses from any high point for TWUSX and VSBIX.


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Drawdown Indicators


TWUSXVSBIXDifference

Max Drawdown

Largest peak-to-trough decline

-91.08%

-5.74%

-85.34%

Max Drawdown (1Y)

Largest decline over 1 year

-0.98%

-0.81%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-5.85%

-5.74%

-0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-5.85%

-5.74%

-0.11%

Current Drawdown

Current decline from peak

-74.71%

-0.44%

-74.27%

Average Drawdown

Average peak-to-trough decline

-81.79%

-0.59%

-81.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.21%

+0.09%

Volatility

TWUSX vs. VSBIX - Volatility Comparison

American Century Short-Term Government Fund (TWUSX) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) have volatilities of 0.52% and 0.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWUSXVSBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

0.51%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.12%

0.82%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

1.42%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.28%

1.94%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.80%

1.53%

+0.27%