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VFIUX vs. VUSUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFIUX vs. VUSUX - 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 Long-Term Treasury Fund Admiral Shares (VUSUX). The values are adjusted to include any dividend payments, if applicable.

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VFIUX vs. VUSUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
-0.46%7.65%1.49%3.85%-10.34%-2.30%8.31%6.40%1.11%1.67%
VUSUX
Vanguard Long-Term Treasury Fund Admiral Shares
-0.54%5.66%-6.30%3.43%-29.51%-4.71%18.10%14.26%-1.80%8.72%

Returns By Period

In the year-to-date period, VFIUX achieves a -0.46% return, which is significantly higher than VUSUX's -0.54% return. Over the past 10 years, VFIUX has outperformed VUSUX with an annualized return of 1.39%, while VUSUX has yielded a comparatively lower -0.83% annualized return.


VFIUX

1D
0.10%
1M
-1.68%
YTD
-0.46%
6M
0.42%
1Y
3.62%
3Y*
3.17%
5Y*
0.31%
10Y*
1.39%

VUSUX

1D
0.00%
1M
-3.43%
YTD
-0.54%
6M
-0.94%
1Y
-0.54%
3Y*
-1.53%
5Y*
-4.89%
10Y*
-0.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFIUX vs. VUSUX - Expense Ratio Comparison

Both VFIUX and VUSUX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VFIUX vs. VUSUX — Risk / Return Rank

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

VFIUX
VFIUX Risk / Return Rank: 4444
Overall Rank
VFIUX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VFIUX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VFIUX Omega Ratio Rank: 2828
Omega Ratio Rank
VFIUX Calmar Ratio Rank: 6363
Calmar Ratio Rank
VFIUX Martin Ratio Rank: 4545
Martin Ratio Rank

VUSUX
VUSUX Risk / Return Rank: 66
Overall Rank
VUSUX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VUSUX Sortino Ratio Rank: 55
Sortino Ratio Rank
VUSUX Omega Ratio Rank: 44
Omega Ratio Rank
VUSUX Calmar Ratio Rank: 99
Calmar Ratio Rank
VUSUX Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VFIUX vs. VUSUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) and Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX). 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.


VFIUXVUSUXDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.03

+0.87

Sortino ratio

Return per unit of downside risk

1.36

0.11

+1.25

Omega ratio

Gain probability vs. loss probability

1.16

1.01

+0.15

Calmar ratio

Return relative to maximum drawdown

1.54

0.16

+1.38

Martin ratio

Return relative to average drawdown

4.71

0.36

+4.35

VFIUX vs. VUSUX - Sharpe Ratio Comparison

The current VFIUX Sharpe Ratio is 0.90, which is higher than the VUSUX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of VFIUX and VUSUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VFIUXVUSUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.03

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.34

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

-0.06

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.30

+0.39

Correlation

The correlation between VFIUX and VUSUX is 0.87, 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.


Dividends

VFIUX vs. VUSUX - Dividend Comparison

VFIUX's dividend yield for the trailing twelve months is around 3.67%, less than VUSUX's 4.11% yield.


TTM20252024202320222021202020192018201720162015
VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
3.67%3.99%4.16%3.25%2.07%1.07%4.94%2.40%2.44%1.86%2.87%2.60%
VUSUX
Vanguard Long-Term Treasury Fund Admiral Shares
4.11%4.39%4.15%3.43%3.05%4.46%10.28%2.92%2.91%2.74%5.38%5.62%

Drawdowns

VFIUX vs. VUSUX - Drawdown Comparison

The maximum VFIUX drawdown since its inception was -15.41%, smaller than the maximum VUSUX drawdown of -46.12%. Use the drawdown chart below to compare losses from any high point for VFIUX and VUSUX.


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Drawdown Indicators


VFIUXVUSUXDifference

Max Drawdown

Largest peak-to-trough decline

-15.41%

-46.12%

+30.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-8.76%

+5.91%

Max Drawdown (5Y)

Largest decline over 5 years

-14.88%

-41.34%

+26.46%

Max Drawdown (10Y)

Largest decline over 10 years

-15.41%

-46.12%

+30.71%

Current Drawdown

Current decline from peak

-2.16%

-36.34%

+34.18%

Average Drawdown

Average peak-to-trough decline

-2.80%

-11.37%

+8.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

3.94%

-3.01%

Volatility

VFIUX vs. VUSUX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) is 1.44%, while Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) has a volatility of 3.60%. This indicates that VFIUX experiences smaller price fluctuations and is considered to be less risky than VUSUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFIUXVUSUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

3.60%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

6.06%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

10.49%

-6.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

14.64%

-9.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

13.78%

-9.12%