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

Correlation

The correlation between VFIUX and VEDTX is 0.80, 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.


-0.50.00.51.00.8

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.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.55%
-9.38%
VFIUX
VEDTX

Key characteristics

Sharpe Ratio

VFIUX:

0.18

VEDTX:

-0.70

Sortino Ratio

VFIUX:

0.29

VEDTX:

-0.88

Omega Ratio

VFIUX:

1.03

VEDTX:

0.90

Calmar Ratio

VFIUX:

0.06

VEDTX:

-0.25

Martin Ratio

VFIUX:

0.46

VEDTX:

-1.44

Ulcer Index

VFIUX:

2.04%

VEDTX:

9.78%

Daily Std Dev

VFIUX:

5.15%

VEDTX:

20.20%

Max Drawdown

VFIUX:

-18.44%

VEDTX:

-60.00%

Current Drawdown

VFIUX:

-11.92%

VEDTX:

-55.18%

Returns By Period

In the year-to-date period, VFIUX achieves a 0.51% return, which is significantly higher than VEDTX's -14.40% return. Over the past 10 years, VFIUX has outperformed VEDTX with an annualized return of 0.63%, while VEDTX has yielded a comparatively lower -2.31% annualized return.


VFIUX

YTD

0.51%

1M

-0.82%

6M

0.55%

1Y

0.93%

5Y*

-0.81%

10Y*

0.63%

VEDTX

YTD

-14.40%

1M

-4.87%

6M

-9.38%

1Y

-13.59%

5Y*

-9.52%

10Y*

-2.31%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
Expense ratio chart for VFIUX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VEDTX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VFIUX, currently valued at 0.18, compared to the broader market-1.000.001.002.003.004.000.18-0.70
The chart of Sortino ratio for VFIUX, currently valued at 0.29, compared to the broader market-2.000.002.004.006.008.0010.000.29-0.88
The chart of Omega ratio for VFIUX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.003.501.030.90
The chart of Calmar ratio for VFIUX, currently valued at 0.06, compared to the broader market0.002.004.006.008.0010.0012.000.06-0.25
The chart of Martin ratio for VFIUX, currently valued at 0.46, compared to the broader market0.0020.0040.0060.000.46-1.44
VFIUX
VEDTX

The current VFIUX Sharpe Ratio is 0.18, which is higher than the VEDTX Sharpe Ratio of -0.70. 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.18
-0.70
VFIUX
VEDTX

Dividends

VFIUX vs. VEDTX - Dividend Comparison

VFIUX's dividend yield for the trailing twelve months is around 3.82%, more than VEDTX's 3.44% yield.


TTM20232022202120202019201820172016201520142013
VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
3.82%3.55%2.07%1.03%1.28%2.42%2.44%1.88%1.70%1.79%1.75%1.62%
VEDTX
Vanguard Extended Duration Treasury Index Fund
3.44%3.55%3.30%1.96%2.05%2.56%2.94%2.70%3.10%3.17%2.84%3.72%

Drawdowns

VFIUX vs. VEDTX - Drawdown Comparison

The maximum VFIUX drawdown since its inception was -18.44%, smaller than the maximum VEDTX drawdown of -60.00%. 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%JulyAugustSeptemberOctoberNovemberDecember
-11.92%
-55.18%
VFIUX
VEDTX

Volatility

VFIUX vs. VEDTX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) is 1.37%, while Vanguard Extended Duration Treasury Index Fund (VEDTX) has a volatility of 6.83%. 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.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.37%
6.83%
VFIUX
VEDTX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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