VEDTX vs. VFIRX
Compare and contrast key facts about Vanguard Extended Duration Treasury Index Fund (VEDTX) and Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX).
VEDTX is managed by Vanguard. It was launched on Nov 27, 2007. VFIRX is managed by Vanguard. It was launched on Feb 13, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEDTX or VFIRX.
Key characteristics
| VEDTX | VFIRX | |
|---|---|---|
| YTD Return | -9.35% | 3.02% |
| 1Y Return | 8.39% | 5.58% |
| 3Y Return (Ann) | -17.37% | 0.58% |
| 5Y Return (Ann) | -8.57% | 0.75% |
| 10Y Return (Ann) | -1.03% | 1.01% |
| Sharpe Ratio | 0.38 | 2.09 |
| Sortino Ratio | 0.68 | 3.53 |
| Omega Ratio | 1.08 | 1.46 |
| Calmar Ratio | 0.14 | 0.97 |
| Martin Ratio | 0.91 | 10.32 |
| Ulcer Index | 8.83% | 0.54% |
| Daily Std Dev | 20.94% | 2.68% |
| Max Drawdown | -60.00% | -8.06% |
| Current Drawdown | -52.53% | -1.36% |
Correlation
The correlation between VEDTX and VFIRX is 0.55, 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.
Performance
VEDTX vs. VFIRX - Performance Comparison
In the year-to-date period, VEDTX achieves a -9.35% return, which is significantly lower than VFIRX's 3.02% return. Over the past 10 years, VEDTX has underperformed VFIRX with an annualized return of -1.03%, while VFIRX has yielded a comparatively higher 1.01% 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. VFIRX - Expense Ratio Comparison
VEDTX has a 0.06% expense ratio, which is lower than VFIRX's 0.10% expense ratio. Despite the difference, 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. VFIRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury Index Fund (VEDTX) and Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX). 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. VFIRX - Dividend Comparison
VEDTX's dividend yield for the trailing twelve months is around 4.28%, less than VFIRX's 4.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEDTX Vanguard Extended Duration Treasury Index Fund | 4.28% | 3.55% | 3.30% | 1.96% | 2.05% | 2.56% | 2.94% | 2.70% | 3.10% | 3.17% | 2.84% | 3.72% |
VFIRX Vanguard Short-Term Treasury Fund Admiral Shares | 4.51% | 4.07% | 2.01% | 0.43% | 0.86% | 2.49% | 2.21% | 1.27% | 1.00% | 0.79% | 0.61% | 0.47% |
Drawdowns
VEDTX vs. VFIRX - Drawdown Comparison
The maximum VEDTX drawdown since its inception was -60.00%, which is greater than VFIRX's maximum drawdown of -8.06%. Use the drawdown chart below to compare losses from any high point for VEDTX and VFIRX. For additional features, visit the drawdowns tool.
Volatility
VEDTX vs. VFIRX - Volatility Comparison
Vanguard Extended Duration Treasury Index Fund (VEDTX) has a higher volatility of 7.79% compared to Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) at 0.63%. This indicates that VEDTX's price experiences larger fluctuations and is considered to be riskier than VFIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.