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VBTLX vs. VFSUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBTLX vs. VFSUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) 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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VBTLX vs. VFSUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-0.49%7.17%1.26%5.74%-13.16%-1.81%7.72%8.73%-0.25%3.56%
VFSUX
Vanguard Short-Term Investment-Grade Fund Admiral Shares
-0.38%6.87%5.08%6.17%-5.75%-0.62%5.26%5.85%0.98%2.13%

Returns By Period

In the year-to-date period, VBTLX achieves a -0.49% return, which is significantly lower than VFSUX's -0.38% return. Over the past 10 years, VBTLX has underperformed VFSUX with an annualized return of 1.60%, while VFSUX has yielded a comparatively higher 2.59% annualized return.


VBTLX

1D
0.52%
1M
-2.23%
YTD
-0.49%
6M
0.50%
1Y
3.77%
3Y*
3.44%
5Y*
0.23%
10Y*
1.60%

VFSUX

1D
0.19%
1M
-1.42%
YTD
-0.38%
6M
0.77%
1Y
4.36%
3Y*
5.25%
5Y*
2.31%
10Y*
2.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBTLX vs. VFSUX - Expense Ratio Comparison

VBTLX has a 0.05% expense ratio, which is lower than VFSUX's 0.10% 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%.


Return for Risk

VBTLX vs. VFSUX — Risk / Return Rank

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

VBTLX
VBTLX Risk / Return Rank: 5656
Overall Rank
VBTLX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VBTLX Sortino Ratio Rank: 5555
Sortino Ratio Rank
VBTLX Omega Ratio Rank: 4040
Omega Ratio Rank
VBTLX Calmar Ratio Rank: 7777
Calmar Ratio Rank
VBTLX Martin Ratio Rank: 5252
Martin Ratio Rank

VFSUX
VFSUX Risk / Return Rank: 9393
Overall Rank
VFSUX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VFSUX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VFSUX Omega Ratio Rank: 9292
Omega Ratio Rank
VFSUX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VFSUX Martin Ratio Rank: 9494
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.

VBTLX vs. VFSUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) 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.


VBTLXVFSUXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.93

-0.94

Sortino ratio

Return per unit of downside risk

1.44

3.19

-1.74

Omega ratio

Gain probability vs. loss probability

1.18

1.43

-0.26

Calmar ratio

Return relative to maximum drawdown

1.78

2.97

-1.18

Martin ratio

Return relative to average drawdown

5.08

12.05

-6.97

VBTLX vs. VFSUX - Sharpe Ratio Comparison

The current VBTLX Sharpe Ratio is 1.00, which is lower than the VFSUX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of VBTLX and VFSUX, 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


VBTLXVFSUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.93

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.79

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

1.05

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.34

-0.58

Correlation

The correlation between VBTLX and VFSUX is 0.81, 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

VBTLX vs. VFSUX - Dividend Comparison

VBTLX's dividend yield for the trailing twelve months is around 3.61%, less than VFSUX's 4.30% yield.


TTM20252024202320222021202020192018201720162015
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.61%3.87%3.69%3.10%2.59%1.96%2.39%2.74%2.57%2.56%2.53%2.82%
VFSUX
Vanguard Short-Term Investment-Grade Fund Admiral Shares
4.30%4.59%4.16%3.14%2.03%1.79%2.34%2.92%2.79%2.11%2.14%2.09%

Drawdowns

VBTLX vs. VFSUX - Drawdown Comparison

The maximum VBTLX drawdown since its inception was -18.81%, which is greater than VFSUX's maximum drawdown of -9.24%. Use the drawdown chart below to compare losses from any high point for VBTLX and VFSUX.


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Drawdown Indicators


VBTLXVFSUXDifference

Max Drawdown

Largest peak-to-trough decline

-18.81%

-9.24%

-9.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-1.71%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-9.24%

-8.90%

Max Drawdown (10Y)

Largest decline over 10 years

-18.81%

-9.24%

-9.57%

Current Drawdown

Current decline from peak

-3.06%

-1.42%

-1.64%

Average Drawdown

Average peak-to-trough decline

-2.67%

-0.88%

-1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.42%

+0.54%

Volatility

VBTLX vs. VFSUX - Volatility Comparison

Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a higher volatility of 1.55% compared to Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX) at 0.75%. This indicates that VBTLX'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


VBTLXVFSUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

0.75%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.59%

1.50%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

2.53%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.98%

2.95%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

2.47%

+2.50%