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VEDTX vs. VTIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEDTX vs. VTIAX - Performance Comparison

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

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VEDTX vs. VTIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEDTX
Vanguard Extended Duration Treasury Index Fund
-0.10%1.34%-13.35%2.15%-39.40%-6.52%24.20%19.16%-3.50%12.69%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
-1.02%32.18%5.34%15.28%-16.02%8.59%11.27%21.52%-14.46%27.54%

Returns By Period

In the year-to-date period, VEDTX achieves a -0.10% return, which is significantly higher than VTIAX's -1.02% return. Over the past 10 years, VEDTX has underperformed VTIAX with an annualized return of -3.01%, while VTIAX has yielded a comparatively higher 8.51% annualized return.


VEDTX

1D
2.03%
1M
-5.72%
YTD
-0.10%
6M
-2.34%
1Y
-3.84%
3Y*
-6.38%
5Y*
-9.15%
10Y*
-3.01%

VTIAX

1D
-0.17%
1M
-11.11%
YTD
-1.02%
6M
3.45%
1Y
24.00%
3Y*
14.20%
5Y*
6.87%
10Y*
8.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEDTX vs. VTIAX - Expense Ratio Comparison

VEDTX has a 0.06% expense ratio, which is lower than VTIAX's 0.11% 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%.


Return for Risk

VEDTX vs. VTIAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VEDTX
VEDTX Risk / Return Rank: 55
Overall Rank
VEDTX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VEDTX Sortino Ratio Rank: 44
Sortino Ratio Rank
VEDTX Omega Ratio Rank: 44
Omega Ratio Rank
VEDTX Calmar Ratio Rank: 66
Calmar Ratio Rank
VEDTX Martin Ratio Rank: 66
Martin Ratio Rank

VTIAX
VTIAX Risk / Return Rank: 8080
Overall Rank
VTIAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VTIAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VTIAX Omega Ratio Rank: 7878
Omega Ratio Rank
VTIAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
VTIAX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VEDTX vs. VTIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury Index Fund (VEDTX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.


VEDTXVTIAXDifference

Sharpe ratio

Return per unit of total volatility

-0.14

1.50

-1.63

Sortino ratio

Return per unit of downside risk

-0.07

1.99

-2.06

Omega ratio

Gain probability vs. loss probability

0.99

1.30

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.03

1.92

-1.95

Martin ratio

Return relative to average drawdown

-0.05

7.64

-7.69

VEDTX vs. VTIAX - Sharpe Ratio Comparison

The current VEDTX Sharpe Ratio is -0.14, which is lower than the VTIAX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of VEDTX and VTIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEDTXVTIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

1.50

-1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

0.47

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.15

0.54

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.38

-0.27

Correlation

The correlation between VEDTX and VTIAX 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.


Dividends

VEDTX vs. VTIAX - Dividend Comparison

VEDTX's dividend yield for the trailing twelve months is around 3.72%, more than VTIAX's 3.03% yield.


TTM20252024202320222021202020192018201720162015
VEDTX
Vanguard Extended Duration Treasury Index Fund
3.72%4.94%4.68%3.55%3.30%1.96%5.56%3.53%2.94%2.23%5.34%4.28%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.03%3.15%3.33%3.22%3.04%3.05%2.10%3.04%3.16%2.73%2.93%2.84%

Drawdowns

VEDTX vs. VTIAX - Drawdown Comparison

The maximum VEDTX drawdown since its inception was -60.00%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VEDTX and VTIAX.


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Drawdown Indicators


VEDTXVTIAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.00%

-35.83%

-24.17%

Max Drawdown (1Y)

Largest decline over 1 year

-14.29%

-11.28%

-3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-55.15%

-29.56%

-25.59%

Max Drawdown (10Y)

Largest decline over 10 years

-60.00%

-35.83%

-24.17%

Current Drawdown

Current decline from peak

-54.07%

-11.28%

-42.79%

Average Drawdown

Average peak-to-trough decline

-23.19%

-8.15%

-15.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.38%

2.84%

+4.54%

Volatility

VEDTX vs. VTIAX - Volatility Comparison

The current volatility for Vanguard Extended Duration Treasury Index Fund (VEDTX) is 5.63%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 6.80%. This indicates that VEDTX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEDTXVTIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

6.80%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

10.50%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

17.45%

15.53%

+1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.90%

14.80%

+7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

15.83%

+4.32%