VEDTX vs. EDV
Compare and contrast key facts about Vanguard Extended Duration Treasury Index Fund (VEDTX) and Vanguard Extended Duration Treasury ETF (EDV).
VEDTX is managed by Vanguard. It was launched on Nov 27, 2007. EDV is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. It was launched on Dec 6, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEDTX or EDV.
Key characteristics
| VEDTX | EDV | |
|---|---|---|
| YTD Return | -6.78% | -6.30% |
| 1Y Return | 12.22% | 12.09% |
| 3Y Return (Ann) | -17.43% | -17.35% |
| 5Y Return (Ann) | -7.50% | -7.49% |
| 10Y Return (Ann) | -0.64% | -0.72% |
| Sharpe Ratio | 0.40 | 0.40 |
| Sortino Ratio | 0.70 | 0.70 |
| Omega Ratio | 1.08 | 1.08 |
| Calmar Ratio | 0.15 | 0.15 |
| Martin Ratio | 0.95 | 0.98 |
| Ulcer Index | 8.76% | 8.63% |
| Daily Std Dev | 21.12% | 21.04% |
| Max Drawdown | -60.00% | -59.96% |
| Current Drawdown | -51.19% | -51.17% |
Correlation
The correlation between VEDTX and EDV is 0.96, 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.
Performance
VEDTX vs. EDV - Performance Comparison
In the year-to-date period, VEDTX achieves a -6.78% return, which is significantly lower than EDV's -6.30% return. Over the past 10 years, VEDTX has outperformed EDV with an annualized return of -0.64%, while EDV has yielded a comparatively lower -0.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VEDTX vs. EDV - Expense Ratio Comparison
Both VEDTX and EDV have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VEDTX vs. EDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury Index Fund (VEDTX) and Vanguard Extended Duration Treasury ETF (EDV). 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
VEDTX vs. EDV - Dividend Comparison
VEDTX's dividend yield for the trailing twelve months is around 4.16%, which matches EDV's 4.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEDTX Vanguard Extended Duration Treasury Index Fund | 4.16% | 3.55% | 3.30% | 1.96% | 2.05% | 2.56% | 2.94% | 2.70% | 3.10% | 3.17% | 2.84% | 3.72% |
EDV Vanguard Extended Duration Treasury ETF | 4.14% | 3.55% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% | 5.03% |
Drawdowns
VEDTX vs. EDV - Drawdown Comparison
The maximum VEDTX drawdown since its inception was -60.00%, roughly equal to the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for VEDTX and EDV. For additional features, visit the drawdowns tool.
Volatility
VEDTX vs. EDV - Volatility Comparison
Vanguard Extended Duration Treasury Index Fund (VEDTX) and Vanguard Extended Duration Treasury ETF (EDV) have volatilities of 7.48% and 7.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.