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

Correlation

The correlation between VEDTX and VFIUX is 0.80, 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.


-0.50.00.51.00.8

Performance

VEDTX vs. VFIUX - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-10.53%
-0.99%
VEDTX
VFIUX

Key characteristics

Sharpe Ratio

VEDTX:

-0.09

VFIUX:

0.88

Sortino Ratio

VEDTX:

0.01

VFIUX:

1.30

Omega Ratio

VEDTX:

1.00

VFIUX:

1.16

Calmar Ratio

VEDTX:

-0.03

VFIUX:

0.29

Martin Ratio

VEDTX:

-0.19

VFIUX:

2.01

Ulcer Index

VEDTX:

9.63%

VFIUX:

2.16%

Daily Std Dev

VEDTX:

19.53%

VFIUX:

4.94%

Max Drawdown

VEDTX:

-61.37%

VFIUX:

-18.44%

Current Drawdown

VEDTX:

-54.77%

VFIUX:

-10.10%

Returns By Period

In the year-to-date period, VEDTX achieves a 3.20% return, which is significantly higher than VFIUX's 1.07% return. Over the past 10 years, VEDTX has underperformed VFIUX with an annualized return of -3.20%, while VFIUX has yielded a comparatively higher 0.66% annualized return.


VEDTX

YTD

3.20%

1M

3.61%

6M

-10.54%

1Y

-1.53%

5Y*

-11.29%

10Y*

-3.20%

VFIUX

YTD

1.07%

1M

1.28%

6M

-1.00%

1Y

4.66%

5Y*

-0.90%

10Y*

0.66%

*Annualized

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. VFIUX - Expense Ratio Comparison

VEDTX has a 0.06% expense ratio, which is lower than VFIUX'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%.


VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
Expense ratio chart for VFIUX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VEDTX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VEDTX vs. VFIUX — 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 66
Overall Rank
The Sharpe Ratio Rank of VEDTX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VEDTX is 66
Sortino Ratio Rank
The Omega Ratio Rank of VEDTX is 66
Omega Ratio Rank
The Calmar Ratio Rank of VEDTX is 66
Calmar Ratio Rank
The Martin Ratio Rank of VEDTX is 66
Martin Ratio Rank

VFIUX
The Risk-Adjusted Performance Rank of VFIUX is 3838
Overall Rank
The Sharpe Ratio Rank of VFIUX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIUX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VFIUX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VFIUX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VFIUX is 3232
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. VFIUX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury Index Fund (VEDTX) and Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX). 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.


Sharpe ratio
The chart of Sharpe ratio for VEDTX, currently valued at -0.09, compared to the broader market-1.000.001.002.003.004.00-0.090.88
The chart of Sortino ratio for VEDTX, currently valued at 0.01, compared to the broader market0.002.004.006.008.0010.0012.000.011.30
The chart of Omega ratio for VEDTX, currently valued at 1.00, compared to the broader market1.002.003.004.001.001.16
The chart of Calmar ratio for VEDTX, currently valued at -0.03, compared to the broader market0.005.0010.0015.0020.00-0.030.29
The chart of Martin ratio for VEDTX, currently valued at -0.19, compared to the broader market0.0020.0040.0060.0080.00-0.192.01
VEDTX
VFIUX

The current VEDTX Sharpe Ratio is -0.09, which is lower than the VFIUX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VEDTX and VFIUX, 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.09
0.88
VEDTX
VFIUX

Dividends

VEDTX vs. VFIUX - Dividend Comparison

VEDTX's dividend yield for the trailing twelve months is around 4.54%, more than VFIUX's 4.15% yield.


TTM20242023202220212020201920182017201620152014
VEDTX
Vanguard Extended Duration Treasury Index Fund
4.54%4.69%3.55%3.30%1.96%2.05%2.56%2.94%2.70%3.10%3.17%2.84%
VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
4.15%4.16%3.55%2.07%1.03%1.28%2.42%2.44%1.88%1.70%1.79%1.75%

Drawdowns

VEDTX vs. VFIUX - Drawdown Comparison

The maximum VEDTX drawdown since its inception was -61.37%, which is greater than VFIUX's maximum drawdown of -18.44%. Use the drawdown chart below to compare losses from any high point for VEDTX and VFIUX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-54.77%
-10.10%
VEDTX
VFIUX

Volatility

VEDTX vs. VFIUX - Volatility Comparison

Vanguard Extended Duration Treasury Index Fund (VEDTX) has a higher volatility of 5.78% compared to Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) at 1.33%. This indicates that VEDTX's price experiences larger fluctuations and is considered to be riskier than VFIUX 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%SeptemberOctoberNovemberDecember2025February
5.78%
1.33%
VEDTX
VFIUX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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