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VBLAX vs. VUSTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VBLAX and VUSTX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VBLAX vs. VUSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) and Vanguard Long-Term Treasury Fund Investor Shares (VUSTX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VBLAX:

0.02

VUSTX:

-0.05

Sortino Ratio

VBLAX:

0.18

VUSTX:

0.08

Omega Ratio

VBLAX:

1.02

VUSTX:

1.01

Calmar Ratio

VBLAX:

0.02

VUSTX:

-0.00

Martin Ratio

VBLAX:

0.14

VUSTX:

-0.01

Ulcer Index

VBLAX:

5.87%

VUSTX:

7.05%

Daily Std Dev

VBLAX:

11.59%

VUSTX:

13.16%

Max Drawdown

VBLAX:

-40.12%

VUSTX:

-46.21%

Current Drawdown

VBLAX:

-31.76%

VUSTX:

-40.01%

Returns By Period

In the year-to-date period, VBLAX achieves a -0.81% return, which is significantly lower than VUSTX's -0.69% return.


VBLAX

YTD

-0.81%

1M

-0.88%

6M

-2.21%

1Y

0.25%

5Y*

-5.78%

10Y*

N/A

VUSTX

YTD

-0.69%

1M

-1.82%

6M

-2.12%

1Y

-0.70%

5Y*

-9.15%

10Y*

-0.55%

*Annualized

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VBLAX vs. VUSTX - Expense Ratio Comparison

VBLAX has a 0.07% expense ratio, which is lower than VUSTX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

VBLAX vs. VUSTX — Risk-Adjusted Performance Rank

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

VBLAX
The Risk-Adjusted Performance Rank of VBLAX is 2020
Overall Rank
The Sharpe Ratio Rank of VBLAX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of VBLAX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of VBLAX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of VBLAX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of VBLAX is 2121
Martin Ratio Rank

VUSTX
The Risk-Adjusted Performance Rank of VUSTX is 1616
Overall Rank
The Sharpe Ratio Rank of VUSTX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSTX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of VUSTX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of VUSTX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of VUSTX is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VBLAX vs. VUSTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) 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.


The current VBLAX Sharpe Ratio is 0.02, which is higher than the VUSTX Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of VBLAX and VUSTX, 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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Dividends

VBLAX vs. VUSTX - Dividend Comparison

VBLAX's dividend yield for the trailing twelve months is around 4.76%, more than VUSTX's 4.22% yield.


TTM20242023202220212020201920182017201620152014
VBLAX
Vanguard Long-Term Bond Index Fund Admiral Shares
4.76%4.61%4.08%4.13%3.34%5.82%3.25%0.00%0.00%0.00%0.00%0.00%
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
4.22%4.04%3.33%2.93%4.51%10.37%2.82%2.82%2.63%5.27%5.52%4.34%

Drawdowns

VBLAX vs. VUSTX - Drawdown Comparison

The maximum VBLAX drawdown since its inception was -40.12%, smaller than the maximum VUSTX drawdown of -46.21%. Use the drawdown chart below to compare losses from any high point for VBLAX and VUSTX. For additional features, visit the drawdowns tool.


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Volatility

VBLAX vs. VUSTX - Volatility Comparison

The current volatility for Vanguard Long-Term Bond Index Fund Admiral Shares (VBLAX) is 3.13%, while Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) has a volatility of 3.60%. This indicates that VBLAX 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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