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.
Performance
VFIUX vs. VGSH - Performance Comparison
Returns By Period
In the year-to-date period, VFIUX achieves a 1.34% return, which is significantly lower than VGSH's 3.35% return. Over the past 10 years, VFIUX has underperformed VGSH with an annualized return of 0.67%, while VGSH has yielded a comparatively higher 1.26% annualized return.
VFIUX
1.34%
-0.98%
3.12%
5.25%
-0.75%
0.67%
VGSH
3.35%
-0.18%
2.94%
4.95%
1.26%
1.26%
Key characteristics
| VFIUX | VGSH | |
|---|---|---|
| Sharpe Ratio | 0.97 | 2.65 |
| Sortino Ratio | 1.43 | 4.24 |
| Omega Ratio | 1.18 | 1.56 |
| Calmar Ratio | 0.32 | 2.41 |
| Martin Ratio | 2.84 | 13.15 |
| Ulcer Index | 1.81% | 0.38% |
| Daily Std Dev | 5.30% | 1.87% |
| Max Drawdown | -18.44% | -5.70% |
| Current Drawdown | -11.20% | -0.85% |
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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%.
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.
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 4.11%, which matches VGSH's 4.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | 4.11% | 3.55% | 2.07% | 1.03% | 1.28% | 2.42% | 2.44% | 1.88% | 1.70% | 1.79% | 1.75% | 1.62% |
VGSH Vanguard Short-Term Treasury ETF | 4.15% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% | 0.34% |
Drawdowns
VFIUX vs. VGSH - Drawdown Comparison
The maximum VFIUX drawdown since its inception was -18.44%, 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 1.29% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.41%. 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.