VEDTX vs. VUSUX
Compare and contrast key facts about Vanguard Extended Duration Treasury Index Fund (VEDTX) and Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX).
VEDTX is managed by Vanguard. It was launched on Nov 27, 2007. VUSUX is managed by Vanguard. It was launched on Feb 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEDTX or VUSUX.
Key characteristics
| VEDTX | VUSUX | |
|---|---|---|
| YTD Return | -6.78% | -2.46% |
| 1Y Return | 12.22% | 10.63% |
| 3Y Return (Ann) | -17.43% | -11.20% |
| 5Y Return (Ann) | -7.50% | -6.24% |
| 10Y Return (Ann) | -0.64% | -1.37% |
| Sharpe Ratio | 0.40 | 0.60 |
| Sortino Ratio | 0.70 | 0.92 |
| Omega Ratio | 1.08 | 1.11 |
| Calmar Ratio | 0.15 | 0.17 |
| Martin Ratio | 0.95 | 1.61 |
| Ulcer Index | 8.76% | 5.15% |
| Daily Std Dev | 21.12% | 13.85% |
| Max Drawdown | -60.00% | -51.18% |
| Current Drawdown | -51.19% | -42.86% |
Correlation
The correlation between VEDTX and VUSUX is 0.98, 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.
Performance
VEDTX vs. VUSUX - Performance Comparison
In the year-to-date period, VEDTX achieves a -6.78% return, which is significantly lower than VUSUX's -2.46% return. Over the past 10 years, VEDTX has outperformed VUSUX with an annualized return of -0.64%, while VUSUX has yielded a comparatively lower -1.37% 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. VUSUX - Expense Ratio Comparison
VEDTX has a 0.06% expense ratio, which is lower than VUSUX'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. VUSUX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury Index Fund (VEDTX) and Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX). 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. VUSUX - Dividend Comparison
VEDTX's dividend yield for the trailing twelve months is around 4.16%, more than VUSUX's 3.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEDTX Vanguard Extended Duration Treasury Index Fund | 4.16% | 3.55% | 3.30% | 1.96% | 2.05% | 2.56% | 2.94% | 2.70% | 3.10% | 3.17% | 2.84% | 3.72% |
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | 3.90% | 3.42% | 3.03% | 1.97% | 2.10% | 2.63% | 2.92% | 2.74% | 2.96% | 2.99% | 2.96% | 3.53% |
Drawdowns
VEDTX vs. VUSUX - Drawdown Comparison
The maximum VEDTX drawdown since its inception was -60.00%, which is greater than VUSUX's maximum drawdown of -51.18%. Use the drawdown chart below to compare losses from any high point for VEDTX and VUSUX. For additional features, visit the drawdowns tool.
Volatility
VEDTX vs. VUSUX - Volatility Comparison
Vanguard Extended Duration Treasury Index Fund (VEDTX) has a higher volatility of 7.48% compared to Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) at 4.44%. This indicates that VEDTX's price experiences larger fluctuations and is considered to be riskier than VUSUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.