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

Correlation

The correlation between VFIUX and VFTAX is -0.02. 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.


-0.50.00.51.0-0.0

Performance

VFIUX vs. VFTAX - 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 FTSE Social Index Fund Admiral Shares (VFTAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.54%
11.40%
VFIUX
VFTAX

Key characteristics

Sharpe Ratio

VFIUX:

0.18

VFTAX:

2.08

Sortino Ratio

VFIUX:

0.29

VFTAX:

2.76

Omega Ratio

VFIUX:

1.03

VFTAX:

1.38

Calmar Ratio

VFIUX:

0.06

VFTAX:

3.06

Martin Ratio

VFIUX:

0.46

VFTAX:

13.02

Ulcer Index

VFIUX:

2.04%

VFTAX:

2.19%

Daily Std Dev

VFIUX:

5.15%

VFTAX:

13.75%

Max Drawdown

VFIUX:

-18.44%

VFTAX:

-34.20%

Current Drawdown

VFIUX:

-11.92%

VFTAX:

-2.00%

Returns By Period

In the year-to-date period, VFIUX achieves a 0.51% return, which is significantly lower than VFTAX's 27.96% return.


VFIUX

YTD

0.51%

1M

-0.82%

6M

0.55%

1Y

0.93%

5Y*

-0.81%

10Y*

0.63%

VFTAX

YTD

27.96%

1M

1.11%

6M

11.40%

1Y

28.41%

5Y*

14.97%

10Y*

N/A

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. VFTAX - Expense Ratio Comparison

VFIUX has a 0.10% expense ratio, which is lower than VFTAX's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VFTAX
Vanguard FTSE Social Index Fund Admiral Shares
Expense ratio chart for VFTAX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
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%

Risk-Adjusted Performance

VFIUX vs. VFTAX - 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 FTSE Social Index Fund Admiral Shares (VFTAX). 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-1.000.001.002.003.004.000.182.08
The chart of Sortino ratio for VFIUX, currently valued at 0.29, compared to the broader market-2.000.002.004.006.008.0010.000.292.76
The chart of Omega ratio for VFIUX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.003.501.031.38
The chart of Calmar ratio for VFIUX, currently valued at 0.06, compared to the broader market0.002.004.006.008.0010.0012.000.063.06
The chart of Martin ratio for VFIUX, currently valued at 0.46, compared to the broader market0.0020.0040.0060.000.4613.02
VFIUX
VFTAX

The current VFIUX Sharpe Ratio is 0.18, which is lower than the VFTAX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of VFIUX and VFTAX, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.18
2.08
VFIUX
VFTAX

Dividends

VFIUX vs. VFTAX - Dividend Comparison

VFIUX's dividend yield for the trailing twelve months is around 3.82%, more than VFTAX's 0.72% 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%
VFTAX
Vanguard FTSE Social Index Fund Admiral Shares
0.72%1.10%1.34%0.94%1.21%1.44%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VFIUX vs. VFTAX - Drawdown Comparison

The maximum VFIUX drawdown since its inception was -18.44%, smaller than the maximum VFTAX drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for VFIUX and VFTAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.92%
-2.00%
VFIUX
VFTAX

Volatility

VFIUX vs. VFTAX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) is 1.37%, while Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) has a volatility of 4.13%. This indicates that VFIUX experiences smaller price fluctuations and is considered to be less risky than VFTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
1.37%
4.13%
VFIUX
VFTAX
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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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