VFIRX vs. VEDTX
Compare and contrast key facts about Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) and Vanguard Extended Duration Treasury Index Fund (VEDTX).
VFIRX is managed by Vanguard. It was launched on Feb 13, 2001. VEDTX is managed by Vanguard. It was launched on Nov 27, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFIRX or VEDTX.
Performance
VFIRX vs. VEDTX - Performance Comparison
Returns By Period
In the year-to-date period, VFIRX achieves a 3.12% return, which is significantly higher than VEDTX's -10.19% return. Over the past 10 years, VFIRX has outperformed VEDTX with an annualized return of 1.02%, while VEDTX has yielded a comparatively lower -1.21% annualized return.
VFIRX
3.12%
-0.26%
3.13%
5.26%
0.77%
1.02%
VEDTX
-10.19%
-2.43%
0.02%
2.28%
-9.11%
-1.21%
Key characteristics
| VFIRX | VEDTX | |
|---|---|---|
| Sharpe Ratio | 2.01 | 0.14 |
| Sortino Ratio | 3.36 | 0.35 |
| Omega Ratio | 1.44 | 1.04 |
| Calmar Ratio | 0.96 | 0.05 |
| Martin Ratio | 9.09 | 0.32 |
| Ulcer Index | 0.58% | 9.14% |
| Daily Std Dev | 2.62% | 20.65% |
| Max Drawdown | -8.06% | -60.00% |
| Current Drawdown | -1.26% | -52.98% |
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VFIRX vs. VEDTX - Expense Ratio Comparison
VFIRX has a 0.10% expense ratio, which is higher than VEDTX's 0.06% 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%.
Correlation
The correlation between VFIRX and VEDTX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VFIRX vs. VEDTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) and Vanguard Extended Duration Treasury Index Fund (VEDTX). 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. VEDTX - Dividend Comparison
VFIRX's dividend yield for the trailing twelve months is around 4.51%, more than VEDTX's 4.32% 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% |
VEDTX Vanguard Extended Duration Treasury Index Fund | 4.32% | 3.55% | 3.30% | 1.96% | 2.05% | 2.56% | 2.94% | 2.70% | 3.10% | 3.17% | 2.84% | 3.72% |
Drawdowns
VFIRX vs. VEDTX - Drawdown Comparison
The maximum VFIRX drawdown since its inception was -8.06%, smaller than the maximum VEDTX drawdown of -60.00%. Use the drawdown chart below to compare losses from any high point for VFIRX and VEDTX. For additional features, visit the drawdowns tool.
Volatility
VFIRX vs. VEDTX - Volatility Comparison
The current volatility for Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) is 0.67%, while Vanguard Extended Duration Treasury Index Fund (VEDTX) has a volatility of 6.92%. This indicates that VFIRX experiences smaller price fluctuations and is considered to be less risky than VEDTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.