VFISX vs. VTABX
Compare and contrast key facts about Vanguard Short-Term Treasury Fund Investor Shares (VFISX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX).
VFISX is managed by Vanguard. It was launched on Oct 28, 1991. VTABX is managed by Vanguard. It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFISX or VTABX.
Key characteristics
| VFISX | VTABX | |
|---|---|---|
| YTD Return | 3.14% | 3.09% |
| 1Y Return | 5.68% | 8.36% |
| 3Y Return (Ann) | 0.45% | -1.31% |
| 5Y Return (Ann) | 0.72% | -0.17% |
| 10Y Return (Ann) | 0.94% | 1.94% |
| Sharpe Ratio | 2.05 | 2.00 |
| Sortino Ratio | 3.45 | 3.09 |
| Omega Ratio | 1.45 | 1.36 |
| Calmar Ratio | 0.91 | 0.62 |
| Martin Ratio | 10.21 | 7.71 |
| Ulcer Index | 0.54% | 1.02% |
| Daily Std Dev | 2.66% | 3.93% |
| Max Drawdown | -8.22% | -16.82% |
| Current Drawdown | -1.17% | -5.40% |
Correlation
The correlation between VFISX and VTABX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VFISX vs. VTABX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VFISX having a 3.14% return and VTABX slightly lower at 3.09%. Over the past 10 years, VFISX has underperformed VTABX with an annualized return of 0.94%, while VTABX has yielded a comparatively higher 1.94% 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. 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%.
Risk-Adjusted Performance
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.
Dividends
VFISX vs. VTABX - Dividend Comparison
VFISX's dividend yield for the trailing twelve months is around 4.39%, less than VTABX's 4.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFISX Vanguard Short-Term Treasury Fund Investor Shares | 4.39% | 3.96% | 1.92% | 0.34% | 0.75% | 2.38% | 2.10% | 1.18% | 0.91% | 0.69% | 0.50% | 0.37% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.75% | 4.39% | 1.48% | 3.04% | 0.93% | 3.38% | 2.99% | 2.24% | 1.90% | 1.64% | 1.54% | 0.87% |
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.
Volatility
VFISX vs. VTABX - Volatility Comparison
The current volatility for Vanguard Short-Term Treasury Fund Investor Shares (VFISX) is 0.60%, while Vanguard Total International Bond Index Fund Admiral Shares (VTABX) has a volatility of 0.96%. 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.