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VEDTX vs. EDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEDTX and EDV is -0.27. 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.


Performance

VEDTX vs. EDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Duration Treasury Index Fund (VEDTX) and Vanguard Extended Duration Treasury ETF (EDV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VEDTX:

-0.49

EDV:

-0.49

Sortino Ratio

VEDTX:

-0.49

EDV:

-0.49

Omega Ratio

VEDTX:

0.94

EDV:

0.94

Calmar Ratio

VEDTX:

-0.16

EDV:

-0.16

Martin Ratio

VEDTX:

-0.78

EDV:

-0.78

Ulcer Index

VEDTX:

11.94%

EDV:

11.95%

Daily Std Dev

VEDTX:

21.00%

EDV:

20.93%

Max Drawdown

VEDTX:

-61.37%

EDV:

-59.96%

Current Drawdown

VEDTX:

-58.86%

EDV:

-57.34%

Returns By Period

The year-to-date returns for both stocks are quite close, with VEDTX having a -6.12% return and EDV slightly lower at -6.17%. Over the past 10 years, VEDTX has underperformed EDV with an annualized return of -3.04%, while EDV has yielded a comparatively higher -2.25% annualized return.


VEDTX

YTD

-6.12%

1M

-3.48%

6M

-9.42%

1Y

-10.19%

3Y*

-11.76%

5Y*

-15.35%

10Y*

-3.04%

EDV

YTD

-6.17%

1M

-3.49%

6M

-9.34%

1Y

-10.15%

3Y*

-11.67%

5Y*

-14.74%

10Y*

-2.25%

*Annualized

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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 Rank

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

VEDTX
The Risk-Adjusted Performance Rank of VEDTX is 77
Overall Rank
The Sharpe Ratio Rank of VEDTX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of VEDTX is 55
Sortino Ratio Rank
The Omega Ratio Rank of VEDTX is 77
Omega Ratio Rank
The Calmar Ratio Rank of VEDTX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of VEDTX is 77
Martin Ratio Rank

EDV
The Risk-Adjusted Performance Rank of EDV is 77
Overall Rank
The Sharpe Ratio Rank of EDV is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of EDV is 55
Sortino Ratio Rank
The Omega Ratio Rank of EDV is 66
Omega Ratio Rank
The Calmar Ratio Rank of EDV is 1010
Calmar Ratio Rank
The Martin Ratio Rank of EDV is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VEDTX Sharpe Ratio is -0.49, which is comparable to the EDV Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of VEDTX and EDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VEDTX vs. EDV - Dividend Comparison

VEDTX's dividend yield for the trailing twelve months is around 5.09%, which matches EDV's 5.06% yield.


TTM20242023202220212020201920182017201620152014
VEDTX
Vanguard Extended Duration Treasury Index Fund
5.09%4.69%3.55%3.30%1.96%2.05%2.56%2.94%2.70%3.10%3.17%2.84%
EDV
Vanguard Extended Duration Treasury ETF
5.06%4.65%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%

Drawdowns

VEDTX vs. EDV - Drawdown Comparison

The maximum VEDTX drawdown since its inception was -61.37%, 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.


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Volatility

VEDTX vs. EDV - Volatility Comparison

Vanguard Extended Duration Treasury Index Fund (VEDTX) and Vanguard Extended Duration Treasury ETF (EDV) have volatilities of 5.22% and 5.27%, 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.


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