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UTEN vs. VNJUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTEN vs. VNJUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 10 Year Note ETF (UTEN) and Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares (VNJUX). The values are adjusted to include any dividend payments, if applicable.

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UTEN vs. VNJUX - Yearly Performance Comparison


2026 (YTD)2025202420232022
UTEN
US Treasury 10 Year Note ETF
-0.20%7.82%-1.67%3.18%-7.79%
VNJUX
Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares
-0.29%4.96%2.79%7.76%-2.32%

Returns By Period

In the year-to-date period, UTEN achieves a -0.20% return, which is significantly higher than VNJUX's -0.29% return.


UTEN

1D
-0.14%
1M
-1.91%
YTD
-0.20%
6M
0.38%
1Y
3.19%
3Y*
1.60%
5Y*
10Y*

VNJUX

1D
0.36%
1M
-2.17%
YTD
-0.29%
6M
1.53%
1Y
4.50%
3Y*
3.86%
5Y*
1.37%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UTEN vs. VNJUX - Expense Ratio Comparison

UTEN has a 0.15% expense ratio, which is higher than VNJUX's 0.09% 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%.


Return for Risk

UTEN vs. VNJUX — Risk / Return Rank

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

UTEN
UTEN Risk / Return Rank: 2828
Overall Rank
UTEN Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
UTEN Sortino Ratio Rank: 2626
Sortino Ratio Rank
UTEN Omega Ratio Rank: 2323
Omega Ratio Rank
UTEN Calmar Ratio Rank: 3434
Calmar Ratio Rank
UTEN Martin Ratio Rank: 2828
Martin Ratio Rank

VNJUX
VNJUX Risk / Return Rank: 4444
Overall Rank
VNJUX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VNJUX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VNJUX Omega Ratio Rank: 6464
Omega Ratio Rank
VNJUX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VNJUX Martin Ratio Rank: 3131
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.

UTEN vs. VNJUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 10 Year Note ETF (UTEN) and Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares (VNJUX). 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.


UTENVNJUXDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.95

-0.40

Sortino ratio

Return per unit of downside risk

0.81

1.29

-0.48

Omega ratio

Gain probability vs. loss probability

1.09

1.25

-0.16

Calmar ratio

Return relative to maximum drawdown

0.94

1.15

-0.21

Martin ratio

Return relative to average drawdown

2.35

3.65

-1.30

UTEN vs. VNJUX - Sharpe Ratio Comparison

The current UTEN Sharpe Ratio is 0.55, which is lower than the VNJUX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of UTEN and VNJUX, 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


UTENVNJUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.95

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

1.02

-1.00

Correlation

The correlation between UTEN and VNJUX is 0.57, 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

UTEN vs. VNJUX - Dividend Comparison

UTEN's dividend yield for the trailing twelve months is around 4.07%, more than VNJUX's 3.66% yield.


TTM20252024202320222021202020192018201720162015
UTEN
US Treasury 10 Year Note ETF
4.07%4.11%4.13%3.62%1.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNJUX
Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares
3.66%4.49%4.07%3.03%3.22%2.91%3.79%4.15%4.01%4.13%4.62%3.78%

Drawdowns

UTEN vs. VNJUX - Drawdown Comparison

The maximum UTEN drawdown since its inception was -13.36%, smaller than the maximum VNJUX drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for UTEN and VNJUX.


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Drawdown Indicators


UTENVNJUXDifference

Max Drawdown

Largest peak-to-trough decline

-13.36%

-15.62%

+2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-3.87%

-5.12%

+1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-15.62%

Max Drawdown (10Y)

Largest decline over 10 years

-15.62%

Current Drawdown

Current decline from peak

-2.57%

-2.42%

-0.15%

Average Drawdown

Average peak-to-trough decline

-4.92%

-2.05%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

1.61%

-0.07%

Volatility

UTEN vs. VNJUX - Volatility Comparison

US Treasury 10 Year Note ETF (UTEN) has a higher volatility of 2.09% compared to Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares (VNJUX) at 1.27%. This indicates that UTEN's price experiences larger fluctuations and is considered to be riskier than VNJUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTENVNJUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

1.27%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

3.55%

1.91%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

5.88%

5.32%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.17%

4.51%

+3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.17%

4.55%

+3.62%