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VFIRX vs. USFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFIRX and USFR is -0.00. 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.


-0.50.00.51.0-0.0

Performance

VFIRX vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.17%
19.57%
VFIRX
USFR

Key characteristics

Sharpe Ratio

VFIRX:

1.38

USFR:

15.94

Sortino Ratio

VFIRX:

2.24

USFR:

56.52

Omega Ratio

VFIRX:

1.28

USFR:

14.04

Calmar Ratio

VFIRX:

0.86

USFR:

91.11

Martin Ratio

VFIRX:

5.34

USFR:

775.89

Ulcer Index

VFIRX:

0.65%

USFR:

0.01%

Daily Std Dev

VFIRX:

2.53%

USFR:

0.34%

Max Drawdown

VFIRX:

-8.06%

USFR:

-1.36%

Current Drawdown

VFIRX:

-1.36%

USFR:

0.00%

Returns By Period

In the year-to-date period, VFIRX achieves a 3.02% return, which is significantly lower than USFR's 5.31% return. Over the past 10 years, VFIRX has underperformed USFR with an annualized return of 1.05%, while USFR has yielded a comparatively higher 2.44% annualized return.


VFIRX

YTD

3.02%

1M

-0.10%

6M

2.16%

1Y

3.50%

5Y*

0.75%

10Y*

1.05%

USFR

YTD

5.31%

1M

0.42%

6M

2.47%

1Y

5.38%

5Y*

2.59%

10Y*

2.44%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VFIRX vs. USFR - Expense Ratio Comparison

VFIRX has a 0.10% expense ratio, which is lower than USFR's 0.15% 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%.


USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
Expense ratio chart for USFR: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VFIRX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VFIRX vs. USFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). 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.


Sharpe ratio
The chart of Sharpe ratio for VFIRX, currently valued at 1.38, compared to the broader market-1.000.001.002.003.004.001.3815.94
The chart of Sortino ratio for VFIRX, currently valued at 2.24, compared to the broader market-2.000.002.004.006.008.0010.002.2456.52
The chart of Omega ratio for VFIRX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.2814.04
The chart of Calmar ratio for VFIRX, currently valued at 0.86, compared to the broader market0.002.004.006.008.0010.0012.0014.000.8691.11
The chart of Martin ratio for VFIRX, currently valued at 5.34, compared to the broader market0.0020.0040.0060.005.34775.89
VFIRX
USFR

The current VFIRX Sharpe Ratio is 1.38, which is lower than the USFR Sharpe Ratio of 15.94. The chart below compares the historical Sharpe Ratios of VFIRX and USFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.005.0010.0015.00JulyAugustSeptemberOctoberNovemberDecember
1.38
15.94
VFIRX
USFR

Dividends

VFIRX vs. USFR - Dividend Comparison

VFIRX's dividend yield for the trailing twelve months is around 4.15%, less than USFR's 4.75% yield.


TTM20232022202120202019201820172016201520142013
VFIRX
Vanguard Short-Term Treasury Fund Admiral Shares
4.15%4.07%2.01%0.43%0.86%2.49%2.21%1.27%1.00%0.79%0.61%0.47%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
4.75%5.12%1.78%0.01%0.40%2.08%1.67%1.04%0.29%0.00%0.00%0.00%

Drawdowns

VFIRX vs. USFR - Drawdown Comparison

The maximum VFIRX drawdown since its inception was -8.06%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for VFIRX and USFR. For additional features, visit the drawdowns tool.


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.36%
0
VFIRX
USFR

Volatility

VFIRX vs. USFR - Volatility Comparison

Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) has a higher volatility of 0.52% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.07%. This indicates that VFIRX's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.20%0.40%0.60%0.80%1.00%JulyAugustSeptemberOctoberNovemberDecember
0.52%
0.07%
VFIRX
USFR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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