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VFIUX vs. VEDTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFIUX and VEDTX is -0.27. 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: -0.3

Performance

VFIUX vs. VEDTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) and Vanguard Extended Duration Treasury Index Fund (VEDTX). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
32.57%
18.49%
VFIUX
VEDTX

Key characteristics

Sharpe Ratio

VFIUX:

1.54

VEDTX:

0.08

Sortino Ratio

VFIUX:

2.37

VEDTX:

0.25

Omega Ratio

VFIUX:

1.28

VEDTX:

1.03

Calmar Ratio

VFIUX:

0.51

VEDTX:

0.03

Martin Ratio

VFIUX:

3.74

VEDTX:

0.16

Ulcer Index

VFIUX:

2.08%

VEDTX:

10.79%

Daily Std Dev

VFIUX:

5.07%

VEDTX:

20.81%

Max Drawdown

VFIUX:

-18.44%

VEDTX:

-61.37%

Current Drawdown

VFIUX:

-8.12%

VEDTX:

-55.56%

Returns By Period

In the year-to-date period, VFIUX achieves a 3.31% return, which is significantly higher than VEDTX's 1.40% return. Over the past 10 years, VFIUX has outperformed VEDTX with an annualized return of 0.84%, while VEDTX has yielded a comparatively lower -2.97% annualized return.


VFIUX

YTD

3.31%

1M

0.66%

6M

2.67%

1Y

8.13%

5Y*

-1.40%

10Y*

0.84%

VEDTX

YTD

1.40%

1M

-2.21%

6M

-4.32%

1Y

2.86%

5Y*

-14.65%

10Y*

-2.97%

*Annualized

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VFIUX vs. VEDTX - Expense Ratio Comparison

VFIUX has a 0.10% expense ratio, which is higher than VEDTX's 0.06% 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 VFIUX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFIUX: 0.10%
Expense ratio chart for VEDTX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEDTX: 0.06%

Risk-Adjusted Performance

VFIUX vs. VEDTX — Risk-Adjusted Performance Rank

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

VFIUX
The Risk-Adjusted Performance Rank of VFIUX is 8181
Overall Rank
The Sharpe Ratio Rank of VFIUX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIUX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VFIUX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VFIUX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VFIUX is 7878
Martin Ratio Rank

VEDTX
The Risk-Adjusted Performance Rank of VEDTX is 2727
Overall Rank
The Sharpe Ratio Rank of VEDTX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of VEDTX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of VEDTX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of VEDTX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of VEDTX is 2626
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.

VFIUX vs. VEDTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) and Vanguard Extended Duration Treasury Index Fund (VEDTX). 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 VFIUX, currently valued at 1.54, compared to the broader market-1.000.001.002.003.00
VFIUX: 1.54
VEDTX: 0.08
The chart of Sortino ratio for VFIUX, currently valued at 2.37, compared to the broader market-2.000.002.004.006.008.00
VFIUX: 2.37
VEDTX: 0.25
The chart of Omega ratio for VFIUX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.00
VFIUX: 1.28
VEDTX: 1.03
The chart of Calmar ratio for VFIUX, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.00
VFIUX: 0.51
VEDTX: 0.03
The chart of Martin ratio for VFIUX, currently valued at 3.74, compared to the broader market0.0010.0020.0030.0040.0050.00
VFIUX: 3.74
VEDTX: 0.16

The current VFIUX Sharpe Ratio is 1.54, which is higher than the VEDTX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of VFIUX and VEDTX, 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.54
0.08
VFIUX
VEDTX

Dividends

VFIUX vs. VEDTX - Dividend Comparison

VFIUX's dividend yield for the trailing twelve months is around 4.08%, less than VEDTX's 4.71% yield.


TTM20242023202220212020201920182017201620152014
VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
4.08%4.16%3.55%2.07%1.03%1.28%2.42%2.44%1.88%1.70%1.79%1.75%
VEDTX
Vanguard Extended Duration Treasury Index Fund
4.71%4.69%3.55%3.30%1.96%2.05%2.56%2.94%2.70%3.10%3.17%2.84%

Drawdowns

VFIUX vs. VEDTX - Drawdown Comparison

The maximum VFIUX drawdown since its inception was -18.44%, smaller than the maximum VEDTX drawdown of -61.37%. Use the drawdown chart below to compare losses from any high point for VFIUX and VEDTX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-8.12%
-55.56%
VFIUX
VEDTX

Volatility

VFIUX vs. VEDTX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) is 1.98%, while Vanguard Extended Duration Treasury Index Fund (VEDTX) has a volatility of 9.20%. This indicates that VFIUX experiences smaller price fluctuations and is considered to be less risky than VEDTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
1.98%
9.20%
VFIUX
VEDTX