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

Correlation

The correlation between VEDTX and VFIRX is -0.20. 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. VFIRX - Performance Comparison

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

15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
16.80%
25.43%
VEDTX
VFIRX

Key characteristics

Sharpe Ratio

VEDTX:

-0.06

VFIRX:

2.27

Sortino Ratio

VEDTX:

0.05

VFIRX:

3.90

Omega Ratio

VEDTX:

1.01

VFIRX:

1.51

Calmar Ratio

VEDTX:

-0.02

VFIRX:

1.57

Martin Ratio

VEDTX:

-0.12

VFIRX:

10.39

Ulcer Index

VEDTX:

11.18%

VFIRX:

0.55%

Daily Std Dev

VEDTX:

20.87%

VFIRX:

2.50%

Max Drawdown

VEDTX:

-61.37%

VFIRX:

-8.06%

Current Drawdown

VEDTX:

-56.19%

VFIRX:

-0.40%

Returns By Period

In the year-to-date period, VEDTX achieves a -0.04% return, which is significantly lower than VFIRX's 1.97% return. Over the past 10 years, VEDTX has underperformed VFIRX with an annualized return of -2.72%, while VFIRX has yielded a comparatively higher 1.25% annualized return.


VEDTX

YTD

-0.04%

1M

-3.65%

6M

-3.56%

1Y

-2.87%

5Y*

-14.12%

10Y*

-2.72%

VFIRX

YTD

1.97%

1M

-0.10%

6M

2.69%

1Y

5.68%

5Y*

0.62%

10Y*

1.25%

*Annualized

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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 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 1616
Overall Rank
The Sharpe Ratio Rank of VEDTX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of VEDTX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of VEDTX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of VEDTX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of VEDTX is 1717
Martin Ratio Rank

VFIRX
The Risk-Adjusted Performance Rank of VFIRX is 9393
Overall Rank
The Sharpe Ratio Rank of VFIRX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIRX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of VFIRX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of VFIRX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VFIRX is 9494
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. 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.


The current VEDTX Sharpe Ratio is -0.06, which is lower than the VFIRX Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of VEDTX and VFIRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.06
2.27
VEDTX
VFIRX

Dividends

VEDTX vs. VFIRX - Dividend Comparison

VEDTX's dividend yield for the trailing twelve months is around 4.78%, more than VFIRX's 3.97% yield.


TTM20242023202220212020201920182017201620152014
VEDTX
Vanguard Extended Duration Treasury Index Fund
4.78%4.69%3.55%3.30%1.96%2.05%2.56%2.94%2.70%3.10%3.17%2.84%
VFIRX
Vanguard Short-Term Treasury Fund Admiral Shares
3.97%4.49%4.07%2.01%0.43%0.86%2.49%2.21%1.27%1.00%0.79%0.61%

Drawdowns

VEDTX vs. VFIRX - Drawdown Comparison

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-56.19%
-0.40%
VEDTX
VFIRX

Volatility

VEDTX vs. VFIRX - Volatility Comparison

Vanguard Extended Duration Treasury Index Fund (VEDTX) has a higher volatility of 7.66% compared to Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) at 0.83%. 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.


0.00%2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
7.66%
0.83%
VEDTX
VFIRX

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