VEDTX vs. VBTLX
Compare and contrast key facts about Vanguard Extended Duration Treasury Index Fund (VEDTX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
VEDTX is managed by Vanguard. It was launched on Nov 27, 2007. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEDTX or VBTLX.
Key characteristics
| VEDTX | VBTLX | |
|---|---|---|
| YTD Return | -6.78% | 2.22% |
| 1Y Return | 12.22% | 8.98% |
| 3Y Return (Ann) | -17.43% | -2.42% |
| 5Y Return (Ann) | -7.50% | -0.02% |
| 10Y Return (Ann) | -0.64% | 1.46% |
| Sharpe Ratio | 0.40 | 1.38 |
| Sortino Ratio | 0.70 | 2.04 |
| Omega Ratio | 1.08 | 1.25 |
| Calmar Ratio | 0.15 | 0.50 |
| Martin Ratio | 0.95 | 4.90 |
| Ulcer Index | 8.76% | 1.64% |
| Daily Std Dev | 21.12% | 5.82% |
| Max Drawdown | -60.00% | -19.05% |
| Current Drawdown | -51.19% | -8.51% |
Correlation
The correlation between VEDTX and VBTLX is 0.86, 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. VBTLX - Performance Comparison
In the year-to-date period, VEDTX achieves a -6.78% return, which is significantly lower than VBTLX's 2.22% return. Over the past 10 years, VEDTX has underperformed VBTLX with an annualized return of -0.64%, while VBTLX has yielded a comparatively higher 1.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VEDTX vs. VBTLX - Expense Ratio Comparison
VEDTX has a 0.06% expense ratio, which is higher than VBTLX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VEDTX vs. VBTLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury Index Fund (VEDTX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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. VBTLX - Dividend Comparison
VEDTX's dividend yield for the trailing twelve months is around 4.16%, more than VBTLX's 3.58% 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% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.58% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% | 2.56% |
Drawdowns
VEDTX vs. VBTLX - Drawdown Comparison
The maximum VEDTX drawdown since its inception was -60.00%, which is greater than VBTLX's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for VEDTX and VBTLX. For additional features, visit the drawdowns tool.
Volatility
VEDTX vs. VBTLX - Volatility Comparison
Vanguard Extended Duration Treasury Index Fund (VEDTX) has a higher volatility of 7.48% compared to Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) at 1.66%. This indicates that VEDTX's price experiences larger fluctuations and is considered to be riskier than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.