VFIUX vs. VGSH
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) and Vanguard Short-Term Treasury ETF (VGSH).
VFIUX is managed by Vanguard. It was launched on Feb 12, 2001. VGSH is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-3 Year Government Float Adjusted Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFIUX or VGSH.
Key characteristics
| VFIUX | VGSH | |
|---|---|---|
| YTD Return | 4.68% | 4.13% |
| 1Y Return | 10.23% | 7.00% |
| 3Y Return (Ann) | -1.18% | 1.23% |
| 5Y Return (Ann) | 0.71% | 1.50% |
| 10Y Return (Ann) | 1.72% | 1.37% |
| Sharpe Ratio | 1.70 | 3.66 |
| Daily Std Dev | 5.75% | 1.93% |
| Max Drawdown | -15.31% | -5.70% |
| Current Drawdown | -4.74% | 0.00% |
Correlation
The correlation between VFIUX and VGSH is 0.74, 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.
Performance
VFIUX vs. VGSH - Performance Comparison
In the year-to-date period, VFIUX achieves a 4.68% return, which is significantly higher than VGSH's 4.13% return. Over the past 10 years, VFIUX has outperformed VGSH with an annualized return of 1.72%, while VGSH has yielded a comparatively lower 1.37% 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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VFIUX vs. VGSH - Expense Ratio Comparison
VFIUX has a 0.10% expense ratio, which is higher than VGSH's 0.04% 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
VFIUX vs. VGSH - 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 Short-Term Treasury ETF (VGSH). 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
VFIUX vs. VGSH - Dividend Comparison
VFIUX's dividend yield for the trailing twelve months is around 3.91%, less than VGSH's 4.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | 3.91% | 3.56% | 2.07% | 1.19% | 4.96% | 2.41% | 2.44% | 1.85% | 2.87% | 2.46% | 1.96% | 1.97% |
VGSH Vanguard Short-Term Treasury ETF | 4.00% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.82% | 0.71% | 0.46% | 0.34% |
Drawdowns
VFIUX vs. VGSH - Drawdown Comparison
The maximum VFIUX drawdown since its inception was -15.31%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for VFIUX and VGSH. For additional features, visit the drawdowns tool.
Volatility
VFIUX vs. VGSH - Volatility Comparison
Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) has a higher volatility of 1.12% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.42%. This indicates that VFIUX's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.