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VFSTX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VFSTX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.52%
12.03%
VFSTX
VTI

Returns By Period

In the year-to-date period, VFSTX achieves a 4.34% return, which is significantly lower than VTI's 24.70% return. Over the past 10 years, VFSTX has underperformed VTI with an annualized return of 2.04%, while VTI has yielded a comparatively higher 12.63% annualized return.


VFSTX

YTD

4.34%

1M

-0.41%

6M

3.53%

1Y

7.14%

5Y (annualized)

1.79%

10Y (annualized)

2.04%

VTI

YTD

24.70%

1M

1.36%

6M

12.03%

1Y

32.16%

5Y (annualized)

15.00%

10Y (annualized)

12.63%

Key characteristics


VFSTXVTI
Sharpe Ratio2.592.65
Sortino Ratio4.183.54
Omega Ratio1.541.49
Calmar Ratio1.793.87
Martin Ratio14.2716.96
Ulcer Index0.51%1.95%
Daily Std Dev2.80%12.52%
Max Drawdown-9.68%-55.45%
Current Drawdown-1.08%-1.58%

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VFSTX vs. VTI - Expense Ratio Comparison

VFSTX has a 0.20% expense ratio, which is higher than VTI's 0.03% 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%.


VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
Expense ratio chart for VFSTX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.0-0.1

The correlation between VFSTX and VTI is -0.14. 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.

Risk-Adjusted Performance

VFSTX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX) and Vanguard Total Stock Market ETF (VTI). 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 VFSTX, currently valued at 2.59, compared to the broader market0.002.004.002.592.65
The chart of Sortino ratio for VFSTX, currently valued at 4.18, compared to the broader market0.005.0010.004.183.54
The chart of Omega ratio for VFSTX, currently valued at 1.53, compared to the broader market1.002.003.004.001.541.49
The chart of Calmar ratio for VFSTX, currently valued at 1.79, compared to the broader market0.005.0010.0015.0020.0025.001.793.87
The chart of Martin ratio for VFSTX, currently valued at 14.27, compared to the broader market0.0020.0040.0060.0080.00100.0014.2716.96
VFSTX
VTI

The current VFSTX Sharpe Ratio is 2.59, which is comparable to the VTI Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of VFSTX and VTI, 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.59
2.65
VFSTX
VTI

Dividends

VFSTX vs. VTI - Dividend Comparison

VFSTX's dividend yield for the trailing twelve months is around 3.91%, more than VTI's 1.28% yield.


TTM20232022202120202019201820172016201520142013
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
3.91%3.04%1.93%1.62%2.24%2.81%2.67%1.99%1.97%1.98%1.89%1.82%
VTI
Vanguard Total Stock Market ETF
1.28%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VFSTX vs. VTI - Drawdown Comparison

The maximum VFSTX drawdown since its inception was -9.68%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VFSTX and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.08%
-1.58%
VFSTX
VTI

Volatility

VFSTX vs. VTI - Volatility Comparison

The current volatility for Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX) is 0.80%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.28%. This indicates that VFSTX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.80%
4.28%
VFSTX
VTI