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VASVX vs. VFSUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VASVX vs. VFSUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Selected Value Fund (VASVX) and Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VASVX achieves a 8.86% return, which is significantly higher than VFSUX's 0.82% return. Over the past 10 years, VASVX has outperformed VFSUX with an annualized return of 10.67%, while VFSUX has yielded a comparatively lower 2.64% annualized return.


VASVX

1D
0.28%
1M
3.11%
YTD
8.86%
6M
10.46%
1Y
20.29%
3Y*
15.35%
5Y*
8.74%
10Y*
10.67%

VFSUX

1D
0.00%
1M
0.31%
YTD
0.82%
6M
1.11%
1Y
4.80%
3Y*
5.63%
5Y*
2.41%
10Y*
2.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VASVX vs. VFSUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VASVX
Vanguard Selected Value Fund
8.86%10.99%6.68%25.45%-7.55%27.54%5.79%29.55%-19.75%18.01%
VFSUX
Vanguard Short-Term Investment-Grade Fund Admiral Shares
0.82%6.87%5.08%6.17%-5.75%-0.62%5.26%5.85%0.98%2.13%

Correlation

The correlation between VASVX and VFSUX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2001

-0.10

The correlation between VASVX and VFSUX shifts across timeframes, from -0.10 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

VASVX vs. VFSUX - Sectors Allocation Comparison


Sectors
VASVX
VFSUX

Financial Services

26.4%

-

Industrials

17.7%

-

Consumer Cyclical

13.2%

-

Basic Materials

9.8%

-

Healthcare

9.5%
100.0%

Technology

8.3%
0.1%

Real Estate

5.1%
0.0%

Consumer Defensive

4.5%

-

Energy

3.7%

-

Communication Services

1.8%
100.0%

Utilities

0.5%

-

Financial Services

VASVX
26.4%
VFSUX

-

Industrials

VASVX
17.7%
VFSUX

-

Consumer Cyclical

VASVX
13.2%
VFSUX

-

Basic Materials

VASVX
9.8%
VFSUX

-

Healthcare

VASVX
9.5%
VFSUX
100.0%

Technology

VASVX
8.3%
VFSUX
0.1%

Real Estate

VASVX
5.1%
VFSUX
0.0%

Consumer Defensive

VASVX
4.5%
VFSUX

-

Energy

VASVX
3.7%
VFSUX

-

Communication Services

VASVX
1.8%
VFSUX
100.0%

Utilities

VASVX
0.5%
VFSUX

-

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Return for Risk

VASVX vs. VFSUX — Risk / Return Rank

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

VASVX
VASVX Risk / Return Rank: 2525
Overall Rank
VASVX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VASVX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VASVX Omega Ratio Rank: 2424
Omega Ratio Rank
VASVX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VASVX Martin Ratio Rank: 2424
Martin Ratio Rank

VFSUX
VFSUX Risk / Return Rank: 6161
Overall Rank
VFSUX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VFSUX Sortino Ratio Rank: 7878
Sortino Ratio Rank
VFSUX Omega Ratio Rank: 7171
Omega Ratio Rank
VFSUX Calmar Ratio Rank: 5454
Calmar Ratio Rank
VFSUX Martin Ratio Rank: 5555
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.

VASVX vs. VFSUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Selected Value Fund (VASVX) and Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX). 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.


VASVXVFSUXDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.25

1.47

-0.22

Calmar ratioReturn relative to maximum drawdown

1.87

2.83

-0.96

Martin ratioReturn relative to average drawdown

6.08

11.18

-5.10

VASVX vs. VFSUX - Sharpe Ratio Comparison

The current VASVX Sharpe Ratio is 1.42, which is lower than the VFSUX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of VASVX and VFSUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VASVXVFSUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

2.08

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.81

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

1.06

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

1.35

-0.89

Drawdowns

VASVX vs. VFSUX - Drawdown Comparison

The maximum VASVX drawdown since its inception was -55.70%, which is greater than VFSUX's maximum drawdown of -9.24%. Use the drawdown chart below to compare losses from any high point for VASVX and VFSUX.


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Drawdown Indicators


VASVXVFSUXDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-9.24%

-46.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-1.71%

-10.03%

Max Drawdown (3Y)

Largest decline over 3 years

-25.98%

-1.71%

-24.27%

Max Drawdown (5Y)

Largest decline over 5 years

-25.98%

-9.24%

-16.74%

Max Drawdown (10Y)

Largest decline over 10 years

-48.19%

-9.24%

-38.95%

Current Drawdown

Current decline from peak

-0.93%

-0.23%

-0.70%

Average Drawdown

Average peak-to-trough decline

-9.53%

-0.87%

-8.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

0.43%

+3.17%

Volatility

VASVX vs. VFSUX - Volatility Comparison

Vanguard Selected Value Fund (VASVX) has a higher volatility of 4.12% compared to Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX) at 0.75%. This indicates that VASVX's price experiences larger fluctuations and is considered to be riskier than VFSUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VASVXVFSUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

0.75%

+3.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

1.66%

+9.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.44%

2.33%

+13.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.53%

2.99%

+17.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.46%

2.49%

+19.97%

VASVX vs. VFSUX - Expense Ratio Comparison

VASVX has a 0.32% expense ratio, which is higher than VFSUX's 0.10% expense ratio.


Dividends

VASVX vs. VFSUX - Dividend Comparison

VASVX's dividend yield for the trailing twelve months is around 12.24%, more than VFSUX's 4.72% yield.


PositionTTM20252024202320222021202020192018201720162015
VASVX
Vanguard Selected Value Fund
12.24%13.32%14.35%8.29%13.22%7.77%10.19%7.44%11.90%8.59%4.51%5.68%
VFSUX
Vanguard Short-Term Investment-Grade Fund Admiral Shares
4.72%4.59%4.16%3.14%2.03%1.79%2.34%2.92%2.79%2.11%2.14%2.09%

Frequently Asked Questions


VASVX and VFSUX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VASVX has higher volatility (4.12%) compared to VFSUX (0.75%). In terms of maximum drawdown, VASVX dropped -55.70% vs VFSUX's -9.24%.

VFSUX currently has the higher Sharpe Ratio (2.08 vs 1.42), 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.

Portfolio Optimizer

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