VDADX vs. VSBSX
Compare and contrast key facts about Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX).
VDADX is managed by Vanguard. It was launched on Dec 19, 2013. VSBSX is managed by Vanguard. It was launched on Dec 28, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VDADX or VSBSX.
Performance
VDADX vs. VSBSX - Performance Comparison
Returns By Period
In the year-to-date period, VDADX achieves a 18.16% return, which is significantly higher than VSBSX's 3.42% return. Over the past 10 years, VDADX has outperformed VSBSX with an annualized return of 11.65%, while VSBSX has yielded a comparatively lower 1.14% annualized return.
VDADX
18.16%
-1.21%
8.91%
24.93%
12.39%
11.65%
VSBSX
3.42%
-0.30%
2.88%
4.97%
1.06%
1.14%
Key characteristics
| VDADX | VSBSX | |
|---|---|---|
| Sharpe Ratio | 2.57 | 2.81 |
| Sortino Ratio | 3.68 | 4.42 |
| Omega Ratio | 1.47 | 1.62 |
| Calmar Ratio | 4.98 | 1.75 |
| Martin Ratio | 16.38 | 14.20 |
| Ulcer Index | 1.52% | 0.36% |
| Daily Std Dev | 9.70% | 1.83% |
| Max Drawdown | -31.70% | -6.54% |
| Current Drawdown | -2.14% | -0.82% |
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VDADX vs. VSBSX - Expense Ratio Comparison
VDADX has a 0.08% expense ratio, which is higher than VSBSX's 0.07% 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%.
Correlation
The correlation between VDADX and VSBSX is -0.10. 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.
Risk-Adjusted Performance
VDADX vs. VSBSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX). 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.
Dividends
VDADX vs. VSBSX - Dividend Comparison
VDADX's dividend yield for the trailing twelve months is around 1.70%, less than VSBSX's 4.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | 1.70% | 1.86% | 1.94% | 1.53% | 1.61% | 1.69% | 2.07% | 1.88% | 2.14% | 2.34% | 1.95% | 0.00% |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 4.12% | 3.29% | 1.12% | 0.33% | 1.11% | 2.27% | 1.80% | 1.09% | 0.81% | 0.67% | 0.40% | 0.27% |
Drawdowns
VDADX vs. VSBSX - Drawdown Comparison
The maximum VDADX drawdown since its inception was -31.70%, which is greater than VSBSX's maximum drawdown of -6.54%. Use the drawdown chart below to compare losses from any high point for VDADX and VSBSX. For additional features, visit the drawdowns tool.
Volatility
VDADX vs. VSBSX - Volatility Comparison
Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) has a higher volatility of 3.51% compared to Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) at 0.37%. This indicates that VDADX's price experiences larger fluctuations and is considered to be riskier than VSBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.