VFISX vs. VSBSX
Compare and contrast key facts about Vanguard Short-Term Treasury Fund Investor Shares (VFISX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX).
VFISX is managed by Vanguard. It was launched on Oct 28, 1991. VSBSX is managed by Vanguard. It was launched on Dec 28, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFISX or VSBSX.
Key characteristics
| VFISX | VSBSX | |
|---|---|---|
| YTD Return | 2.93% | 3.32% |
| 1Y Return | 5.47% | 5.24% |
| 3Y Return (Ann) | 0.47% | 0.98% |
| 5Y Return (Ann) | 0.64% | 1.03% |
| 10Y Return (Ann) | 0.91% | 1.14% |
| Sharpe Ratio | 2.05 | 2.88 |
| Sortino Ratio | 3.45 | 4.58 |
| Omega Ratio | 1.45 | 1.64 |
| Calmar Ratio | 0.91 | 1.66 |
| Martin Ratio | 10.00 | 15.32 |
| Ulcer Index | 0.55% | 0.35% |
| Daily Std Dev | 2.66% | 1.86% |
| Max Drawdown | -8.22% | -6.54% |
| Current Drawdown | -1.37% | -0.93% |
Correlation
The correlation between VFISX and VSBSX is 0.78, 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.
Performance
VFISX vs. VSBSX - Performance Comparison
In the year-to-date period, VFISX achieves a 2.93% return, which is significantly lower than VSBSX's 3.32% return. Over the past 10 years, VFISX has underperformed VSBSX with an annualized return of 0.91%, while VSBSX has yielded a comparatively higher 1.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFISX vs. VSBSX - Expense Ratio Comparison
VFISX has a 0.20% expense ratio, which is higher than VSBSX's 0.07% 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%.
Risk-Adjusted Performance
VFISX vs. VSBSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Fund Investor Shares (VFISX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX). 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
VFISX vs. VSBSX - Dividend Comparison
VFISX's dividend yield for the trailing twelve months is around 4.40%, more than VSBSX's 4.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFISX Vanguard Short-Term Treasury Fund Investor Shares | 4.40% | 3.96% | 1.92% | 0.34% | 0.75% | 2.38% | 2.10% | 1.18% | 0.91% | 0.69% | 0.50% | 0.37% |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 4.12% | 3.29% | 1.12% | 0.33% | 1.11% | 2.27% | 1.80% | 1.09% | 0.81% | 0.67% | 0.40% | 0.27% |
Drawdowns
VFISX vs. VSBSX - Drawdown Comparison
The maximum VFISX drawdown since its inception was -8.22%, which is greater than VSBSX's maximum drawdown of -6.54%. Use the drawdown chart below to compare losses from any high point for VFISX and VSBSX. For additional features, visit the drawdowns tool.
Volatility
VFISX vs. VSBSX - Volatility Comparison
Vanguard Short-Term Treasury Fund Investor Shares (VFISX) has a higher volatility of 0.63% compared to Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) at 0.33%. This indicates that VFISX's price experiences larger fluctuations and is considered to be riskier than VSBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.