VFIRX vs. VFIUX
Compare and contrast key facts about Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) and Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX).
VFIRX is managed by Vanguard. It was launched on Feb 13, 2001. VFIUX 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: VFIRX or VFIUX.
Performance
VFIRX vs. VFIUX - Performance Comparison
Returns By Period
In the year-to-date period, VFIRX achieves a 3.12% return, which is significantly higher than VFIUX's 1.34% return. Over the past 10 years, VFIRX has outperformed VFIUX with an annualized return of 1.02%, while VFIUX has yielded a comparatively lower 0.68% annualized return.
VFIRX
3.12%
-0.26%
3.02%
5.26%
0.77%
1.02%
VFIUX
1.34%
-1.08%
2.80%
5.14%
-0.75%
0.68%
Key characteristics
| VFIRX | VFIUX | |
|---|---|---|
| Sharpe Ratio | 2.05 | 0.99 |
| Sortino Ratio | 3.43 | 1.46 |
| Omega Ratio | 1.45 | 1.18 |
| Calmar Ratio | 0.98 | 0.33 |
| Martin Ratio | 9.37 | 2.92 |
| Ulcer Index | 0.57% | 1.80% |
| Daily Std Dev | 2.62% | 5.30% |
| Max Drawdown | -8.06% | -18.44% |
| Current Drawdown | -1.26% | -11.20% |
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VFIRX vs. VFIUX - Expense Ratio Comparison
Both VFIRX and VFIUX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VFIRX and VFIUX is 0.83, 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.
Risk-Adjusted Performance
VFIRX vs. VFIUX - 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 Intermediate-Term Treasury Fund Admiral Shares (VFIUX). 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. VFIUX - Dividend Comparison
VFIRX's dividend yield for the trailing twelve months is around 4.51%, more than VFIUX's 4.11% 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% |
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | 4.11% | 3.55% | 2.07% | 1.03% | 1.28% | 2.42% | 2.44% | 1.88% | 1.70% | 1.79% | 1.75% | 1.62% |
Drawdowns
VFIRX vs. VFIUX - Drawdown Comparison
The maximum VFIRX drawdown since its inception was -8.06%, smaller than the maximum VFIUX drawdown of -18.44%. Use the drawdown chart below to compare losses from any high point for VFIRX and VFIUX. For additional features, visit the drawdowns tool.
Volatility
VFIRX vs. VFIUX - Volatility Comparison
The current volatility for Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) is 0.67%, while Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) has a volatility of 1.30%. This indicates that VFIRX experiences smaller price fluctuations and is considered to be less risky than VFIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.