VFIRX vs. USFR
Compare and contrast key facts about Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR).
VFIRX is managed by Vanguard. It was launched on Feb 13, 2001. USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFIRX or USFR.
Performance
VFIRX vs. USFR - Performance Comparison
Returns By Period
In the year-to-date period, VFIRX achieves a 3.12% return, which is significantly lower than USFR's 4.85% return. Over the past 10 years, VFIRX has underperformed USFR with an annualized return of 1.02%, while USFR has yielded a comparatively higher 2.42% annualized return.
VFIRX
3.12%
-0.26%
3.02%
5.26%
0.77%
1.02%
USFR
4.85%
0.45%
2.48%
5.36%
2.52%
2.42%
Key characteristics
| VFIRX | USFR | |
|---|---|---|
| Sharpe Ratio | 2.05 | 15.25 |
| Sortino Ratio | 3.43 | 55.87 |
| Omega Ratio | 1.45 | 13.90 |
| Calmar Ratio | 0.98 | 89.99 |
| Martin Ratio | 9.37 | 766.69 |
| Ulcer Index | 0.57% | 0.01% |
| Daily Std Dev | 2.62% | 0.35% |
| Max Drawdown | -8.06% | -1.36% |
| Current Drawdown | -1.26% | 0.00% |
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%.
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.
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.
Dividends
VFIRX vs. USFR - Dividend Comparison
VFIRX's dividend yield for the trailing twelve months is around 4.51%, less than USFR's 5.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIRX Vanguard Short-Term Treasury Fund Admiral Shares | 4.51% | 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 | 5.30% | 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.
Volatility
VFIRX vs. USFR - Volatility Comparison
Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) has a higher volatility of 0.67% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.09%. 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.