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VFIRX vs. FUTBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFIRX vs. FUTBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) and Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX). The values are adjusted to include any dividend payments, if applicable.

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VFIRX vs. FUTBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFIRX
Vanguard Short-Term Treasury Fund Admiral Shares
-0.11%5.47%3.85%3.66%-4.61%-0.80%4.06%3.71%1.47%0.49%
FUTBX
Fidelity SAI U.S. Treasury Bond Index Fund
-0.23%6.12%0.70%4.19%-13.00%-2.54%7.76%7.30%0.95%2.28%

Returns By Period

In the year-to-date period, VFIRX achieves a -0.11% return, which is significantly higher than FUTBX's -0.23% return.


VFIRX

1D
0.20%
1M
-1.10%
YTD
-0.11%
6M
0.94%
1Y
3.42%
3Y*
3.79%
5Y*
1.46%
10Y*
1.67%

FUTBX

1D
0.46%
1M
-2.12%
YTD
-0.23%
6M
0.50%
1Y
2.86%
3Y*
2.46%
5Y*
-0.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFIRX vs. FUTBX - Expense Ratio Comparison

VFIRX has a 0.10% expense ratio, which is higher than FUTBX's 0.03% 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%.


Return for Risk

VFIRX vs. FUTBX — Risk / Return Rank

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

VFIRX
VFIRX Risk / Return Rank: 9090
Overall Rank
VFIRX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VFIRX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VFIRX Omega Ratio Rank: 8686
Omega Ratio Rank
VFIRX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VFIRX Martin Ratio Rank: 9191
Martin Ratio Rank

FUTBX
FUTBX Risk / Return Rank: 3939
Overall Rank
FUTBX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FUTBX Sortino Ratio Rank: 3434
Sortino Ratio Rank
FUTBX Omega Ratio Rank: 2525
Omega Ratio Rank
FUTBX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FUTBX Martin Ratio Rank: 3434
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.

VFIRX vs. FUTBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) and Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX). 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.


VFIRXFUTBXDifference

Sharpe ratio

Return per unit of total volatility

1.69

0.79

+0.91

Sortino ratio

Return per unit of downside risk

2.83

1.14

+1.68

Omega ratio

Gain probability vs. loss probability

1.36

1.14

+0.22

Calmar ratio

Return relative to maximum drawdown

2.93

1.43

+1.49

Martin ratio

Return relative to average drawdown

10.51

3.64

+6.87

VFIRX vs. FUTBX - Sharpe Ratio Comparison

The current VFIRX Sharpe Ratio is 1.69, which is higher than the FUTBX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of VFIRX and FUTBX, 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


VFIRXFUTBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

0.79

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

-0.05

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.25

+0.91

Correlation

The correlation between VFIRX and FUTBX is 0.73, 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.


Dividends

VFIRX vs. FUTBX - Dividend Comparison

VFIRX's dividend yield for the trailing twelve months is around 3.58%, more than FUTBX's 3.30% yield.


TTM20252024202320222021202020192018201720162015
VFIRX
Vanguard Short-Term Treasury Fund Admiral Shares
3.58%3.99%4.49%4.07%2.03%0.60%2.30%2.49%2.21%1.25%1.28%0.93%
FUTBX
Fidelity SAI U.S. Treasury Bond Index Fund
3.30%3.43%2.90%2.12%1.12%0.86%4.54%2.75%2.05%1.65%0.00%0.00%

Drawdowns

VFIRX vs. FUTBX - Drawdown Comparison

The maximum VFIRX drawdown since its inception was -6.73%, smaller than the maximum FUTBX drawdown of -19.69%. Use the drawdown chart below to compare losses from any high point for VFIRX and FUTBX.


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Drawdown Indicators


VFIRXFUTBXDifference

Max Drawdown

Largest peak-to-trough decline

-6.73%

-19.69%

+12.96%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-2.71%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-6.73%

-17.03%

+10.30%

Max Drawdown (10Y)

Largest decline over 10 years

-6.73%

Current Drawdown

Current decline from peak

-1.10%

-7.89%

+6.79%

Average Drawdown

Average peak-to-trough decline

-0.71%

-6.94%

+6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

1.07%

-0.68%

Volatility

VFIRX vs. FUTBX - Volatility Comparison

The current volatility for Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) is 0.70%, while Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) has a volatility of 1.46%. This indicates that VFIRX experiences smaller price fluctuations and is considered to be less risky than FUTBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFIRXFUTBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

1.46%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

1.42%

2.54%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

2.25%

4.25%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.65%

5.79%

-3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.11%

5.17%

-3.06%