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VFISX vs. VTABX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFISX and VTABX is -0.11. 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.


-0.50.00.51.0
Correlation: -0.1

Performance

VFISX vs. VTABX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Treasury Fund Investor Shares (VFISX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
13.39%
31.85%
VFISX
VTABX

Key characteristics

Sharpe Ratio

VFISX:

2.55

VTABX:

1.70

Sortino Ratio

VFISX:

4.46

VTABX:

2.52

Omega Ratio

VFISX:

1.58

VTABX:

1.30

Calmar Ratio

VFISX:

1.46

VTABX:

0.63

Martin Ratio

VFISX:

11.49

VTABX:

7.53

Ulcer Index

VFISX:

0.55%

VTABX:

0.81%

Daily Std Dev

VFISX:

2.49%

VTABX:

3.57%

Max Drawdown

VFISX:

-8.22%

VTABX:

-16.82%

Current Drawdown

VFISX:

-0.30%

VTABX:

-3.63%

Returns By Period

In the year-to-date period, VFISX achieves a 2.04% return, which is significantly higher than VTABX's 1.23% return. Over the past 10 years, VFISX has underperformed VTABX with an annualized return of 1.16%, while VTABX has yielded a comparatively higher 1.74% annualized return.


VFISX

YTD

2.04%

1M

0.85%

6M

2.57%

1Y

6.56%

5Y*

0.60%

10Y*

1.16%

VTABX

YTD

1.23%

1M

1.71%

6M

1.81%

1Y

6.62%

5Y*

-0.04%

10Y*

1.74%

*Annualized

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VFISX vs. VTABX - Expense Ratio Comparison

VFISX has a 0.20% expense ratio, which is higher than VTABX's 0.11% 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%.


Expense ratio chart for VFISX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFISX: 0.20%
Expense ratio chart for VTABX: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTABX: 0.11%

Risk-Adjusted Performance

VFISX vs. VTABX — Risk-Adjusted Performance Rank

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

VFISX
The Risk-Adjusted Performance Rank of VFISX is 9494
Overall Rank
The Sharpe Ratio Rank of VFISX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of VFISX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of VFISX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of VFISX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VFISX is 9494
Martin Ratio Rank

VTABX
The Risk-Adjusted Performance Rank of VTABX is 8686
Overall Rank
The Sharpe Ratio Rank of VTABX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VTABX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of VTABX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VTABX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VTABX is 9090
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.

VFISX vs. VTABX - 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 Total International Bond Index Fund Admiral Shares (VTABX). 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 chart of Sharpe ratio for VFISX, currently valued at 2.55, compared to the broader market-1.000.001.002.003.00
VFISX: 2.55
VTABX: 1.70
The chart of Sortino ratio for VFISX, currently valued at 4.46, compared to the broader market-2.000.002.004.006.008.00
VFISX: 4.46
VTABX: 2.52
The chart of Omega ratio for VFISX, currently valued at 1.58, compared to the broader market0.501.001.502.002.503.00
VFISX: 1.58
VTABX: 1.30
The chart of Calmar ratio for VFISX, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.00
VFISX: 1.46
VTABX: 0.63
The chart of Martin ratio for VFISX, currently valued at 11.49, compared to the broader market0.0010.0020.0030.0040.0050.00
VFISX: 11.49
VTABX: 7.53

The current VFISX Sharpe Ratio is 2.55, which is higher than the VTABX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of VFISX and VTABX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50NovemberDecember2025FebruaryMarchApril
2.55
1.70
VFISX
VTABX

Dividends

VFISX vs. VTABX - Dividend Comparison

VFISX's dividend yield for the trailing twelve months is around 4.27%, more than VTABX's 4.21% yield.


TTM20242023202220212020201920182017201620152014
VFISX
Vanguard Short-Term Treasury Fund Investor Shares
4.27%4.38%3.96%1.92%0.34%0.75%2.38%2.10%1.18%0.91%0.69%0.50%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
4.21%4.15%4.39%1.48%3.04%0.93%3.38%2.99%2.24%1.90%1.64%1.54%

Drawdowns

VFISX vs. VTABX - Drawdown Comparison

The maximum VFISX drawdown since its inception was -8.22%, smaller than the maximum VTABX drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for VFISX and VTABX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.30%
-3.63%
VFISX
VTABX

Volatility

VFISX vs. VTABX - Volatility Comparison

The current volatility for Vanguard Short-Term Treasury Fund Investor Shares (VFISX) is 1.00%, while Vanguard Total International Bond Index Fund Admiral Shares (VTABX) has a volatility of 1.42%. This indicates that VFISX experiences smaller price fluctuations and is considered to be less risky than VTABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%NovemberDecember2025FebruaryMarchApril
1.00%
1.42%
VFISX
VTABX