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VFISX vs. VTABX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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VFISX vs. VTABX - 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%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
-0.45%2.96%3.92%8.77%-12.92%-2.22%4.54%8.83%2.97%2.39%

Returns By Period

In the year-to-date period, VFISX achieves a -0.02% return, which is significantly higher than VTABX's -0.45% return. Over the past 10 years, VFISX has underperformed VTABX with an annualized return of 1.58%, while VTABX has yielded a comparatively higher 1.79% 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%

VTABX

1D
0.37%
1M
-1.99%
YTD
-0.45%
6M
0.01%
1Y
2.44%
3Y*
3.81%
5Y*
0.15%
10Y*
1.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

VFISX vs. VTABX — 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

VTABX
VTABX Risk / Return Rank: 3535
Overall Rank
VTABX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTABX Sortino Ratio Rank: 3636
Sortino Ratio Rank
VTABX Omega Ratio Rank: 3030
Omega Ratio Rank
VTABX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VTABX Martin Ratio Rank: 3636
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. VTABX - Risk-Adjusted Trends 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.


VFISXVTABXDifference

Sharpe ratio

Return per unit of total volatility

1.56

0.89

+0.67

Sortino ratio

Return per unit of downside risk

2.57

1.23

+1.33

Omega ratio

Gain probability vs. loss probability

1.33

1.16

+0.17

Calmar ratio

Return relative to maximum drawdown

2.70

0.94

+1.77

Martin ratio

Return relative to average drawdown

9.57

3.89

+5.68

VFISX vs. VTABX - Sharpe Ratio Comparison

The current VFISX Sharpe Ratio is 1.56, which is higher than the VTABX Sharpe Ratio of 0.89. 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.


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Sharpe Ratios by Period


VFISXVTABXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

0.89

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.03

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.50

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

0.73

+0.80

Correlation

The correlation between VFISX and VTABX is 0.51, 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.


Dividends

VFISX vs. VTABX - Dividend Comparison

VFISX's dividend yield for the trailing twelve months is around 3.48%, less than VTABX's 4.21% 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%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
4.21%4.36%4.33%4.39%1.48%3.70%1.08%4.28%3.00%2.23%1.80%1.64%

Drawdowns

VFISX vs. VTABX - Drawdown Comparison

The maximum VFISX drawdown since its inception was -6.86%, smaller than the maximum VTABX drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for VFISX and VTABX.


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Drawdown Indicators


VFISXVTABXDifference

Max Drawdown

Largest peak-to-trough decline

-6.86%

-16.16%

+9.30%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-2.90%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-6.86%

-15.81%

+8.95%

Max Drawdown (10Y)

Largest decline over 10 years

-6.86%

-16.16%

+9.30%

Current Drawdown

Current decline from peak

-1.00%

-2.29%

+1.29%

Average Drawdown

Average peak-to-trough decline

-0.65%

-3.06%

+2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.70%

-0.30%

Volatility

VFISX vs. VTABX - Volatility Comparison

The current volatility for Vanguard Short-Term Treasury Fund Investor Shares (VFISX) is 0.66%, while Vanguard Total International Bond Index Fund Admiral Shares (VTABX) has a volatility of 1.46%. 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.


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Volatility by Period


VFISXVTABXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

1.46%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

2.03%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

2.23%

3.06%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.64%

4.39%

-1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.10%

3.58%

-1.48%