VEDTX vs. VTSAX
VEDTX (Vanguard Extended Duration Treasury Index Fund) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - VEDTX is a Government Bonds fund managed by Vanguard, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, VEDTX returned -4.58%/yr vs 14.47%/yr for VTSAX. Their -0.25 correlation means they have often moved in opposite directions in the past. VEDTX charges 0.06%/yr vs 0.04%/yr for VTSAX.
Performance
VEDTX vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, VEDTX achieves a -5.74% return, which is significantly lower than VTSAX's 9.87% return. Over the past 10 years, VEDTX has underperformed VTSAX with an annualized return of -4.58%, while VTSAX has yielded a comparatively higher 14.47% annualized return.
VEDTX
- 1D
- -0.28%
- 1M
- -5.85%
- 6M
- -5.11%
- YTD
- -5.74%
- 1Y
- -5.04%
- 3Y*
- -6.09%
- 5Y*
- -12.52%
- 10Y*
- -4.58%
- ALL TIME*
- 2.10%
VTSAX
- 1D
- 1.63%
- 1M
- -0.77%
- 6M
- 8.16%
- YTD
- 9.87%
- 1Y
- 21.10%
- 3Y*
- 18.58%
- 5Y*
- 11.61%
- 10Y*
- 14.47%
- ALL TIME*
- 9.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VEDTX vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEDTX Vanguard Extended Duration Treasury Index Fund | -5.74% | 1.34% | -13.35% | 2.15% | -39.40% | -6.52% | 24.20% | 19.16% | -3.50% | 12.69% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 9.87% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Correlation
The correlation between VEDTX and VTSAX is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.09 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2007 | -0.25 |
The correlation between VEDTX and VTSAX shifts across timeframes, from -0.25 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VEDTX vs. VTSAX — Risk / Return Rank
VEDTX
VTSAX
VEDTX vs. VTSAX - 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 Stock Market Index Fund Admiral Shares (VTSAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VEDTX | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.25 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 2.10 | -2.37 |
| Martin ratioReturn relative to average drawdown | -0.53 | 9.09 | -9.62 |
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Drawdowns
VEDTX vs. VTSAX - Drawdown Comparison
The maximum VEDTX drawdown since its inception was -60.00%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VEDTX and VTSAX.
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Drawdown Indicators
| VEDTX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.00% | -55.33% | -4.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -8.92% | -3.49% |
Max Drawdown (3Y)Largest decline over 3 years | -22.83% | -19.36% | -3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -55.15% | -25.36% | -29.79% |
Max Drawdown (10Y)Largest decline over 10 years | -60.00% | -34.97% | -25.03% |
Current DrawdownCurrent decline from peak | -56.66% | -1.88% | -54.78% |
Average DrawdownAverage peak-to-trough decline | -23.75% | -8.96% | -14.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.18% | 2.06% | +4.12% |
Volatility
VEDTX vs. VTSAX - Volatility Comparison
Vanguard Extended Duration Treasury Index Fund (VEDTX) has a higher volatility of 4.08% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.41%. This indicates that VEDTX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEDTX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 3.41% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 10.27% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.18% | 13.13% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.78% | 17.47% | +4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.04% | 18.41% | +1.63% |
VEDTX vs. VTSAX - Expense Ratio Comparison
VEDTX has a 0.06% expense ratio, which is higher than VTSAX's 0.04% 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%.
Dividends
VEDTX vs. VTSAX - Dividend Comparison
VEDTX's dividend yield for the trailing twelve months is around 5.42%, more than VTSAX's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEDTX Vanguard Extended Duration Treasury Index Fund | 5.42% | 4.94% | 4.68% | 3.55% | 3.30% | 1.96% | 5.56% | 3.53% | 2.94% | 2.23% | 5.34% | 4.28% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.06% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
VEDTX and VTSAX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VEDTX has higher volatility (4.08%) compared to VTSAX (3.41%). In terms of maximum drawdown, VEDTX dropped -60.00% vs VTSAX's -55.33%.
VTSAX currently has the higher Sharpe Ratio (1.43 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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