VEDTX vs. CDCDX
VEDTX (Vanguard Extended Duration Treasury Index Fund) and CDCDX (The Community Development Fund) are both Government Bonds funds. Over the past 5 years, VEDTX returned -12.86%/yr vs 0.45%/yr for CDCDX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. VEDTX charges 0.06%/yr vs 1.00%/yr for CDCDX.
Performance
VEDTX vs. CDCDX - Performance Comparison
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Returns By Period
In the year-to-date period, VEDTX achieves a -6.16% return, which is significantly lower than CDCDX's -0.09% return.
VEDTX
- 1D
- 0.45%
- 1M
- -6.26%
- 6M
- -5.44%
- YTD
- -6.16%
- 1Y
- -5.84%
- 3Y*
- -4.61%
- 5Y*
- -12.86%
- 10Y*
- -4.45%
- ALL TIME*
- 2.08%
CDCDX
- 1D
- 0.23%
- 1M
- -0.78%
- 6M
- -0.26%
- YTD
- -0.09%
- 1Y
- 1.12%
- 3Y*
- 3.19%
- 5Y*
- 0.45%
- 10Y*
- —
- ALL TIME*
- 1.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VEDTX vs. CDCDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEDTX Vanguard Extended Duration Treasury Index Fund | -6.16% | 1.34% | -13.35% | 2.15% | -39.40% | -6.52% | 24.20% | 19.16% | -3.50% | 12.69% |
CDCDX The Community Development Fund | -0.09% | 4.71% | 2.41% | 3.76% | -6.68% | -1.86% | 4.39% | 5.35% | -0.30% | 1.54% |
Correlation
The correlation between VEDTX and CDCDX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.70 |
The correlation between VEDTX and CDCDX has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.
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Return for Risk
VEDTX vs. CDCDX — Risk / Return Rank
VEDTX
CDCDX
VEDTX vs. CDCDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury Index Fund (VEDTX) and The Community Development Fund (CDCDX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VEDTX | CDCDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.12 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 0.92 | -1.33 |
| Martin ratioReturn relative to average drawdown | -0.87 | 2.18 | -3.05 |
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Drawdowns
VEDTX vs. CDCDX - Drawdown Comparison
The maximum VEDTX drawdown since its inception was -60.00%, which is greater than CDCDX's maximum drawdown of -10.67%. Use the drawdown chart below to compare losses from any high point for VEDTX and CDCDX.
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Drawdown Indicators
| VEDTX | CDCDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.00% | -10.67% | -49.33% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -2.29% | -10.83% |
Max Drawdown (3Y)Largest decline over 3 years | -22.83% | -3.31% | -19.52% |
Max Drawdown (5Y)Largest decline over 5 years | -55.15% | -9.97% | -45.18% |
Max Drawdown (10Y)Largest decline over 10 years | -60.00% | — | — |
Current DrawdownCurrent decline from peak | -56.86% | -1.84% | -55.02% |
Average DrawdownAverage peak-to-trough decline | -23.76% | -2.45% | -21.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.29% | 0.93% | +5.36% |
Volatility
VEDTX vs. CDCDX - Volatility Comparison
Vanguard Extended Duration Treasury Index Fund (VEDTX) has a higher volatility of 4.07% compared to The Community Development Fund (CDCDX) at 0.97%. This indicates that VEDTX's price experiences larger fluctuations and is considered to be riskier than CDCDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEDTX | CDCDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 0.97% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.30% | 2.32% | +7.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.13% | 3.13% | +11.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.78% | 3.63% | +18.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.03% | 3.13% | +16.90% |
VEDTX vs. CDCDX - Expense Ratio Comparison
VEDTX has a 0.06% expense ratio, which is lower than CDCDX's 1.00% expense ratio.
Dividends
VEDTX vs. CDCDX - Dividend Comparison
VEDTX's dividend yield for the trailing twelve months is around 5.45%, more than CDCDX's 2.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDCDX The Community Development Fund | 2.27% | 2.12% | 2.73% | 3.36% | 3.19% | 0.96% | 1.46% | 1.86% | 1.90% | 1.94% | 0.00% | 0.00% |
VEDTX Vanguard Extended Duration Treasury Index Fund | 5.45% | 4.94% | 4.68% | 3.55% | 3.30% | 1.96% | 5.56% | 3.53% | 2.94% | 2.23% | 5.34% | 4.28% |
Frequently Asked Questions
VEDTX and CDCDX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VEDTX has higher volatility (4.07%) compared to CDCDX (0.97%). In terms of maximum drawdown, VEDTX dropped -60.00% vs CDCDX's -10.67%.
CDCDX currently has the higher Sharpe Ratio (0.67 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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