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VDST.L vs. VFINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VDST.L vs. VFINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) and Vanguard 500 Index Fund Investor Shares (VFINX). The values are adjusted to include any dividend payments, if applicable.

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VDST.L vs. VFINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VDST.L
Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating
0.89%4.26%5.24%4.98%0.95%0.01%0.03%
VFINX
Vanguard 500 Index Fund Investor Shares
-3.57%17.71%24.84%26.12%-18.24%28.53%13.01%

Returns By Period

In the year-to-date period, VDST.L achieves a 0.89% return, which is significantly higher than VFINX's -3.57% return.


VDST.L

1D
0.12%
1M
0.34%
YTD
0.89%
6M
1.88%
1Y
4.06%
3Y*
4.74%
5Y*
3.25%
10Y*

VFINX

1D
0.12%
1M
-4.08%
YTD
-3.57%
6M
-1.46%
1Y
23.34%
3Y*
18.33%
5Y*
11.82%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VDST.L vs. VFINX - Expense Ratio Comparison

VDST.L has a 0.07% expense ratio, which is lower than VFINX's 0.14% 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

VDST.L vs. VFINX — Risk / Return Rank

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

VDST.L
VDST.L Risk / Return Rank: 9999
Overall Rank
VDST.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VDST.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
VDST.L Omega Ratio Rank: 9999
Omega Ratio Rank
VDST.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
VDST.L Martin Ratio Rank: 9999
Martin Ratio Rank

VFINX
VFINX Risk / Return Rank: 4545
Overall Rank
VFINX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VFINX Sortino Ratio Rank: 4141
Sortino Ratio Rank
VFINX Omega Ratio Rank: 4545
Omega Ratio Rank
VFINX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VFINX Martin Ratio Rank: 5757
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.

VDST.L vs. VFINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) and Vanguard 500 Index Fund Investor Shares (VFINX). 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.


VDST.LVFINXDifference

Sharpe ratio

Return per unit of total volatility

8.27

0.95

+7.31

Sortino ratio

Return per unit of downside risk

18.93

1.46

+17.46

Omega ratio

Gain probability vs. loss probability

4.26

1.22

+3.04

Calmar ratio

Return relative to maximum drawdown

35.32

1.50

+33.82

Martin ratio

Return relative to average drawdown

205.32

7.06

+198.26

VDST.L vs. VFINX - Sharpe Ratio Comparison

The current VDST.L Sharpe Ratio is 8.27, which is higher than the VFINX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of VDST.L and VFINX, 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


VDST.LVFINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.27

0.95

+7.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

7.91

0.70

+7.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

7.78

0.60

+7.18

Correlation

The correlation between VDST.L and VFINX 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.


Dividends

VDST.L vs. VFINX - Dividend Comparison

VDST.L has not paid dividends to shareholders, while VFINX's dividend yield for the trailing twelve months is around 1.07%.


TTM20252024202320222021202020192018201720162015
VDST.L
Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFINX
Vanguard 500 Index Fund Investor Shares
1.07%1.02%1.14%1.36%1.57%1.15%1.45%1.77%1.94%1.69%1.92%1.99%

Drawdowns

VDST.L vs. VFINX - Drawdown Comparison

The maximum VDST.L drawdown since its inception was -0.36%, smaller than the maximum VFINX drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VDST.L and VFINX.


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Drawdown Indicators


VDST.LVFINXDifference

Max Drawdown

Largest peak-to-trough decline

-0.36%

-55.25%

+54.89%

Max Drawdown (1Y)

Largest decline over 1 year

-0.11%

-8.92%

+8.81%

Max Drawdown (5Y)

Largest decline over 5 years

-0.36%

-24.59%

+24.23%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

Current Drawdown

Current decline from peak

0.00%

-5.47%

+5.47%

Average Drawdown

Average peak-to-trough decline

-0.03%

-8.31%

+8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

2.58%

-2.56%

Volatility

VDST.L vs. VFINX - Volatility Comparison

The current volatility for Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) is 0.22%, while Vanguard 500 Index Fund Investor Shares (VFINX) has a volatility of 5.30%. This indicates that VDST.L experiences smaller price fluctuations and is considered to be less risky than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDST.LVFINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

5.30%

-5.08%

Volatility (6M)

Calculated over the trailing 6-month period

0.32%

9.55%

-9.23%

Volatility (1Y)

Calculated over the trailing 1-year period

0.49%

18.32%

-17.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.47%

16.90%

-16.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.46%

18.04%

-17.58%