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VDADX vs. VSBSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0-0.1

Performance

VDADX vs. VSBSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
230.77%
14.01%
VDADX
VSBSX

Key characteristics

Sharpe Ratio

VDADX:

1.92

VSBSX:

2.34

Sortino Ratio

VDADX:

2.72

VSBSX:

3.52

Omega Ratio

VDADX:

1.35

VSBSX:

1.49

Calmar Ratio

VDADX:

3.83

VSBSX:

4.34

Martin Ratio

VDADX:

11.82

VSBSX:

10.04

Ulcer Index

VDADX:

1.62%

VSBSX:

0.40%

Daily Std Dev

VDADX:

9.98%

VSBSX:

1.72%

Max Drawdown

VDADX:

-31.70%

VSBSX:

-5.77%

Current Drawdown

VDADX:

-3.58%

VSBSX:

-0.49%

Returns By Period

In the year-to-date period, VDADX achieves a 17.33% return, which is significantly higher than VSBSX's 3.78% return. Over the past 10 years, VDADX has outperformed VSBSX with an annualized return of 11.29%, while VSBSX has yielded a comparatively lower 1.30% annualized return.


VDADX

YTD

17.33%

1M

-1.87%

6M

7.73%

1Y

17.94%

5Y*

11.64%

10Y*

11.29%

VSBSX

YTD

3.78%

1M

0.34%

6M

2.60%

1Y

3.89%

5Y*

1.30%

10Y*

1.30%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
Expense ratio chart for VDADX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VSBSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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.


Sharpe ratio
The chart of Sharpe ratio for VDADX, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.001.922.34
The chart of Sortino ratio for VDADX, currently valued at 2.72, compared to the broader market-2.000.002.004.006.008.0010.002.723.52
The chart of Omega ratio for VDADX, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.351.49
The chart of Calmar ratio for VDADX, currently valued at 3.83, compared to the broader market0.002.004.006.008.0010.0012.0014.003.834.34
The chart of Martin ratio for VDADX, currently valued at 11.82, compared to the broader market0.0020.0040.0060.0011.8210.04
VDADX
VSBSX

The current VDADX Sharpe Ratio is 1.92, which is comparable to the VSBSX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of VDADX and VSBSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.92
2.34
VDADX
VSBSX

Dividends

VDADX vs. VSBSX - Dividend Comparison

VDADX's dividend yield for the trailing twelve months is around 1.25%, less than VSBSX's 3.81% yield.


TTM20232022202120202019201820172016201520142013
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.25%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
3.81%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 -5.77%. Use the drawdown chart below to compare losses from any high point for VDADX and VSBSX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.58%
-0.49%
VDADX
VSBSX

Volatility

VDADX vs. VSBSX - Volatility Comparison

Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) has a higher volatility of 3.58% compared to Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) at 0.40%. 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.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
3.58%
0.40%
VDADX
VSBSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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