VEDTX vs. VTSAX
Compare and contrast key facts about Vanguard Extended Duration Treasury Index Fund (VEDTX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VEDTX is managed by Vanguard. It was launched on Nov 27, 2007. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEDTX or VTSAX.
Key characteristics
| VEDTX | VTSAX | |
|---|---|---|
| YTD Return | -7.29% | 26.64% |
| 1Y Return | 10.48% | 38.74% |
| 3Y Return (Ann) | -16.76% | 8.84% |
| 5Y Return (Ann) | -7.90% | 15.44% |
| 10Y Return (Ann) | -0.81% | 12.93% |
| Sharpe Ratio | 0.56 | 3.22 |
| Sortino Ratio | 0.92 | 4.27 |
| Omega Ratio | 1.11 | 1.60 |
| Calmar Ratio | 0.21 | 4.77 |
| Martin Ratio | 1.32 | 20.94 |
| Ulcer Index | 8.79% | 1.95% |
| Daily Std Dev | 20.86% | 12.64% |
| Max Drawdown | -60.00% | -55.34% |
| Current Drawdown | -51.45% | 0.00% |
Correlation
The correlation between VEDTX and VTSAX is -0.29. 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. VTSAX - Performance Comparison
In the year-to-date period, VEDTX achieves a -7.29% return, which is significantly lower than VTSAX's 26.64% return. Over the past 10 years, VEDTX has underperformed VTSAX with an annualized return of -0.81%, while VTSAX has yielded a comparatively higher 12.93% 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. 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%.
Risk-Adjusted Performance
VEDTX vs. VTSAX - Risk-Adjusted Performance 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.
Dividends
VEDTX vs. VTSAX - Dividend Comparison
VEDTX's dividend yield for the trailing twelve months is around 4.19%, more than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEDTX Vanguard Extended Duration Treasury Index Fund | 4.19% | 3.55% | 3.30% | 1.96% | 2.05% | 2.56% | 2.94% | 2.70% | 3.10% | 3.17% | 2.84% | 3.72% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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 -55.34%. Use the drawdown chart below to compare losses from any high point for VEDTX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VEDTX vs. VTSAX - Volatility Comparison
Vanguard Extended Duration Treasury Index Fund (VEDTX) has a higher volatility of 7.48% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.03%. 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.