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

Correlation

The correlation between VFIRX and VUSUX is -0.20. 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.


Performance

VFIRX vs. VUSUX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VFIRX:

2.17

VUSUX:

-0.06

Sortino Ratio

VFIRX:

3.75

VUSUX:

0.14

Omega Ratio

VFIRX:

1.48

VUSUX:

1.02

Calmar Ratio

VFIRX:

1.55

VUSUX:

0.01

Martin Ratio

VFIRX:

9.96

VUSUX:

0.06

Ulcer Index

VFIRX:

0.56%

VUSUX:

7.09%

Daily Std Dev

VFIRX:

2.56%

VUSUX:

13.04%

Max Drawdown

VFIRX:

-8.06%

VUSUX:

-51.18%

Current Drawdown

VFIRX:

-0.80%

VUSUX:

-44.90%

Returns By Period

In the year-to-date period, VFIRX achieves a 1.91% return, which is significantly higher than VUSUX's 0.37% return. Over the past 10 years, VFIRX has outperformed VUSUX with an annualized return of 1.25%, while VUSUX has yielded a comparatively lower -1.64% annualized return.


VFIRX

YTD

1.91%

1M

-0.06%

6M

2.63%

1Y

5.62%

5Y*

0.61%

10Y*

1.25%

VUSUX

YTD

0.37%

1M

-0.92%

6M

-1.19%

1Y

-0.19%

5Y*

-10.30%

10Y*

-1.64%

*Annualized

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VFIRX vs. VUSUX - Expense Ratio Comparison

Both VFIRX and VUSUX 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%.


Risk-Adjusted Performance

VFIRX vs. VUSUX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VFIRX
The Risk-Adjusted Performance Rank of VFIRX is 9393
Overall Rank
The Sharpe Ratio Rank of VFIRX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIRX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of VFIRX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of VFIRX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VFIRX is 9393
Martin Ratio Rank

VUSUX
The Risk-Adjusted Performance Rank of VUSUX is 1616
Overall Rank
The Sharpe Ratio Rank of VUSUX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSUX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of VUSUX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of VUSUX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of VUSUX is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VFIRX vs. VUSUX - 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 Long-Term Treasury Fund Admiral Shares (VUSUX). 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.


The current VFIRX Sharpe Ratio is 2.17, which is higher than the VUSUX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of VFIRX and VUSUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VFIRX vs. VUSUX - Dividend Comparison

VFIRX's dividend yield for the trailing twelve months is around 4.33%, which matches VUSUX's 4.29% yield.


TTM20242023202220212020201920182017201620152014
VFIRX
Vanguard Short-Term Treasury Fund Admiral Shares
4.33%4.49%4.05%2.03%0.64%2.31%2.48%2.20%1.26%1.30%0.94%0.68%
VUSUX
Vanguard Long-Term Treasury Fund Admiral Shares
4.29%4.16%3.42%3.03%1.97%2.10%2.63%2.92%2.74%2.96%2.99%2.96%

Drawdowns

VFIRX vs. VUSUX - Drawdown Comparison

The maximum VFIRX drawdown since its inception was -8.06%, smaller than the maximum VUSUX drawdown of -51.18%. Use the drawdown chart below to compare losses from any high point for VFIRX and VUSUX. For additional features, visit the drawdowns tool.


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Volatility

VFIRX vs. VUSUX - Volatility Comparison

The current volatility for Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) is 0.81%, while Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) has a volatility of 3.35%. This indicates that VFIRX experiences smaller price fluctuations and is considered to be less risky than VUSUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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