VEDTX vs. PRGMX
Compare and contrast key facts about Vanguard Extended Duration Treasury Index Fund (VEDTX) and T. Rowe Price GNMA Fund (PRGMX).
VEDTX is managed by Vanguard. It was launched on Nov 27, 2007. PRGMX is managed by T. Rowe Price. It was launched on Nov 25, 1985.
Performance
VEDTX vs. PRGMX - Performance Comparison
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VEDTX vs. PRGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEDTX Vanguard Extended Duration Treasury Index Fund | -0.41% | 1.34% | -13.35% | 2.15% | -39.40% | -6.52% | 24.20% | 19.16% | -3.50% | 12.69% |
PRGMX T. Rowe Price GNMA Fund | 0.87% | 10.46% | 0.92% | 5.62% | -11.45% | -2.18% | 4.21% | 5.18% | 0.58% | 1.23% |
Returns By Period
In the year-to-date period, VEDTX achieves a -0.41% return, which is significantly lower than PRGMX's 0.87% return. Over the past 10 years, VEDTX has underperformed PRGMX with an annualized return of -3.04%, while PRGMX has yielded a comparatively higher 1.40% annualized return.
VEDTX
- 1D
- -0.31%
- 1M
- -4.73%
- YTD
- -0.41%
- 6M
- -2.83%
- 1Y
- -5.35%
- 3Y*
- -6.48%
- 5Y*
- -9.55%
- 10Y*
- -3.04%
PRGMX
- 1D
- 0.24%
- 1M
- -1.44%
- YTD
- 0.87%
- 6M
- 2.89%
- 1Y
- 7.97%
- 3Y*
- 4.79%
- 5Y*
- 0.72%
- 10Y*
- 1.40%
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VEDTX vs. PRGMX - Expense Ratio Comparison
VEDTX has a 0.06% expense ratio, which is lower than PRGMX's 0.58% expense ratio.
Return for Risk
VEDTX vs. PRGMX — Risk / Return Rank
VEDTX
PRGMX
VEDTX vs. PRGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury Index Fund (VEDTX) and T. Rowe Price GNMA Fund (PRGMX). 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.
| VEDTX | PRGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.24 | 1.77 | -2.01 |
Sortino ratioReturn per unit of downside risk | -0.21 | 2.53 | -2.75 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.33 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | -0.19 | 3.01 | -3.20 |
Martin ratioReturn relative to average drawdown | -0.36 | 8.77 | -9.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VEDTX | PRGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.24 | 1.77 | -2.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.44 | 0.11 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.15 | 0.30 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.94 | -0.83 |
Correlation
The correlation between VEDTX and PRGMX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VEDTX vs. PRGMX - Dividend Comparison
VEDTX's dividend yield for the trailing twelve months is around 3.73%, less than PRGMX's 6.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEDTX Vanguard Extended Duration Treasury Index Fund | 3.73% | 4.94% | 4.68% | 3.55% | 3.30% | 1.96% | 5.56% | 3.53% | 2.94% | 2.23% | 5.34% | 4.28% |
PRGMX T. Rowe Price GNMA Fund | 6.90% | 6.52% | 3.54% | 3.54% | 1.38% | 0.59% | 1.44% | 2.39% | 2.78% | 2.98% | 2.88% | 3.12% |
Drawdowns
VEDTX vs. PRGMX - Drawdown Comparison
The maximum VEDTX drawdown since its inception was -60.00%, which is greater than PRGMX's maximum drawdown of -18.22%. Use the drawdown chart below to compare losses from any high point for VEDTX and PRGMX.
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Drawdown Indicators
| VEDTX | PRGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.00% | -18.22% | -41.78% |
Max Drawdown (1Y)Largest decline over 1 year | -14.29% | -2.93% | -11.36% |
Max Drawdown (5Y)Largest decline over 5 years | -55.15% | -17.70% | -37.45% |
Max Drawdown (10Y)Largest decline over 10 years | -60.00% | -18.22% | -41.78% |
Current DrawdownCurrent decline from peak | -54.21% | -1.91% | -52.30% |
Average DrawdownAverage peak-to-trough decline | -23.20% | -2.25% | -20.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.40% | 1.00% | +6.40% |
Volatility
VEDTX vs. PRGMX - Volatility Comparison
Vanguard Extended Duration Treasury Index Fund (VEDTX) has a higher volatility of 5.52% compared to T. Rowe Price GNMA Fund (PRGMX) at 1.74%. This indicates that VEDTX's price experiences larger fluctuations and is considered to be riskier than PRGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEDTX | PRGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 1.74% | +3.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 2.76% | +7.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.42% | 4.77% | +12.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.90% | 6.33% | +15.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.14% | 4.73% | +15.41% |