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VFISX vs. TFLO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFISX vs. TFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Treasury Fund Investor Shares (VFISX) and iShares Treasury Floating Rate Bond ETF (TFLO). The values are adjusted to include any dividend payments, if applicable.

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VFISX vs. TFLO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFISX
Vanguard Short-Term Treasury Fund Investor Shares
-0.02%5.36%3.75%3.54%-4.71%-0.88%3.95%3.60%1.36%0.38%
TFLO
iShares Treasury Floating Rate Bond ETF
0.94%4.22%5.34%5.12%1.99%-0.02%0.43%2.04%1.76%1.01%

Returns By Period

In the year-to-date period, VFISX achieves a -0.02% return, which is significantly lower than TFLO's 0.94% return. Over the past 10 years, VFISX has underperformed TFLO with an annualized return of 1.58%, while TFLO has yielded a comparatively higher 2.27% annualized return.


VFISX

1D
0.10%
1M
-0.70%
YTD
-0.02%
6M
0.90%
1Y
3.32%
3Y*
3.72%
5Y*
1.38%
10Y*
1.58%

TFLO

1D
0.02%
1M
0.30%
YTD
0.94%
6M
2.01%
1Y
4.08%
3Y*
4.85%
5Y*
3.49%
10Y*
2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFISX vs. TFLO - Expense Ratio Comparison

VFISX has a 0.20% expense ratio, which is higher than TFLO's 0.15% 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%.


Return for Risk

VFISX vs. TFLO — Risk / Return Rank

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

VFISX
VFISX Risk / Return Rank: 8686
Overall Rank
VFISX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VFISX Sortino Ratio Rank: 9090
Sortino Ratio Rank
VFISX Omega Ratio Rank: 8181
Omega Ratio Rank
VFISX Calmar Ratio Rank: 9191
Calmar Ratio Rank
VFISX Martin Ratio Rank: 8787
Martin Ratio Rank

TFLO
TFLO Risk / Return Rank: 100100
Overall Rank
TFLO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TFLO Sortino Ratio Rank: 100100
Sortino Ratio Rank
TFLO Omega Ratio Rank: 100100
Omega Ratio Rank
TFLO Calmar Ratio Rank: 100100
Calmar Ratio Rank
TFLO Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VFISX vs. TFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Fund Investor Shares (VFISX) and iShares Treasury Floating Rate Bond ETF (TFLO). 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.


VFISXTFLODifference

Sharpe ratio

Return per unit of total volatility

1.56

13.82

-12.26

Sortino ratio

Return per unit of downside risk

2.57

45.26

-42.69

Omega ratio

Gain probability vs. loss probability

1.33

11.00

-9.68

Calmar ratio

Return relative to maximum drawdown

2.70

207.22

-204.52

Martin ratio

Return relative to average drawdown

9.57

736.01

-726.44

VFISX vs. TFLO - Sharpe Ratio Comparison

The current VFISX Sharpe Ratio is 1.56, which is lower than the TFLO Sharpe Ratio of 13.82. The chart below compares the historical Sharpe Ratios of VFISX and TFLO, 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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Sharpe Ratios by Period


VFISXTFLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

13.82

-12.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

9.84

-9.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

4.54

-3.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

0.97

+0.57

Correlation

The correlation between VFISX and TFLO is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VFISX vs. TFLO - Dividend Comparison

VFISX's dividend yield for the trailing twelve months is around 3.48%, less than TFLO's 4.00% yield.


TTM20252024202320222021202020192018201720162015
VFISX
Vanguard Short-Term Treasury Fund Investor Shares
3.48%3.89%4.38%3.95%1.93%0.52%2.20%2.39%2.10%1.15%1.18%0.83%
TFLO
iShares Treasury Floating Rate Bond ETF
4.00%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%

Drawdowns

VFISX vs. TFLO - Drawdown Comparison

The maximum VFISX drawdown since its inception was -6.86%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for VFISX and TFLO.


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Drawdown Indicators


VFISXTFLODifference

Max Drawdown

Largest peak-to-trough decline

-6.86%

-5.01%

-1.85%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-0.02%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-6.86%

-0.13%

-6.73%

Max Drawdown (10Y)

Largest decline over 10 years

-6.86%

-0.50%

-6.36%

Current Drawdown

Current decline from peak

-1.00%

0.00%

-1.00%

Average Drawdown

Average peak-to-trough decline

-0.65%

-0.10%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.01%

+0.39%

Volatility

VFISX vs. TFLO - Volatility Comparison

Vanguard Short-Term Treasury Fund Investor Shares (VFISX) has a higher volatility of 0.66% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.07%. This indicates that VFISX's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFISXTFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

0.07%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

0.21%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.23%

0.30%

+1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.64%

0.36%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.10%

0.50%

+1.60%