VFIRX vs. VSGDX
Compare and contrast key facts about Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) and Vanguard Short-Term Federal Fund Admiral Shares (VSGDX).
VFIRX is managed by Vanguard. It was launched on Feb 13, 2001. VSGDX 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 VSGDX.
Performance
VFIRX vs. VSGDX - Performance Comparison
Returns By Period
In the year-to-date period, VFIRX achieves a 3.23% return, which is significantly lower than VSGDX's 3.55% return. Over the past 10 years, VFIRX has underperformed VSGDX with an annualized return of 1.03%, while VSGDX has yielded a comparatively higher 1.23% annualized return.
VFIRX
3.23%
-0.36%
3.02%
5.47%
0.77%
1.03%
VSGDX
3.55%
-0.40%
3.13%
5.84%
0.96%
1.23%
Key characteristics
| VFIRX | VSGDX | |
|---|---|---|
| Sharpe Ratio | 2.05 | 2.25 |
| Sortino Ratio | 3.43 | 3.59 |
| Omega Ratio | 1.45 | 1.47 |
| Calmar Ratio | 0.98 | 1.08 |
| Martin Ratio | 9.54 | 11.41 |
| Ulcer Index | 0.56% | 0.51% |
| Daily Std Dev | 2.62% | 2.60% |
| Max Drawdown | -8.06% | -8.19% |
| Current Drawdown | -1.16% | -1.08% |
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VFIRX vs. VSGDX - Expense Ratio Comparison
Both VFIRX and VSGDX 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 VSGDX is 0.82, 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. VSGDX - 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 Short-Term Federal Fund Admiral Shares (VSGDX). 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. VSGDX - Dividend Comparison
VFIRX's dividend yield for the trailing twelve months is around 4.50%, more than VSGDX's 3.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIRX Vanguard Short-Term Treasury Fund Admiral Shares | 4.50% | 4.07% | 2.01% | 0.43% | 0.86% | 2.49% | 2.21% | 1.27% | 1.00% | 0.79% | 0.61% | 0.47% |
VSGDX Vanguard Short-Term Federal Fund Admiral Shares | 3.56% | 3.42% | 1.77% | 0.58% | 1.40% | 2.41% | 2.02% | 1.41% | 1.18% | 0.97% | 0.71% | 0.64% |
Drawdowns
VFIRX vs. VSGDX - Drawdown Comparison
The maximum VFIRX drawdown since its inception was -8.06%, roughly equal to the maximum VSGDX drawdown of -8.19%. Use the drawdown chart below to compare losses from any high point for VFIRX and VSGDX. For additional features, visit the drawdowns tool.
Volatility
VFIRX vs. VSGDX - Volatility Comparison
Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) and Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) have volatilities of 0.69% and 0.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.