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VFSUX vs. VFIDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFSUX and VFIDX is 0.84, 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.


-0.50.00.51.00.8

Performance

VFSUX vs. VFIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.98%
2.13%
VFSUX
VFIDX

Key characteristics

Sharpe Ratio

VFSUX:

1.85

VFIDX:

0.63

Sortino Ratio

VFSUX:

2.92

VFIDX:

0.92

Omega Ratio

VFSUX:

1.36

VFIDX:

1.11

Calmar Ratio

VFSUX:

2.90

VFIDX:

0.26

Martin Ratio

VFSUX:

10.04

VFIDX:

2.07

Ulcer Index

VFSUX:

0.50%

VFIDX:

1.68%

Daily Std Dev

VFSUX:

2.71%

VFIDX:

5.56%

Max Drawdown

VFSUX:

-9.58%

VFIDX:

-22.52%

Current Drawdown

VFSUX:

-1.00%

VFIDX:

-8.46%

Returns By Period

In the year-to-date period, VFSUX achieves a 4.50% return, which is significantly higher than VFIDX's 2.63% return. Over the past 10 years, VFSUX has outperformed VFIDX with an annualized return of 2.21%, while VFIDX has yielded a comparatively lower 1.86% annualized return.


VFSUX

YTD

4.50%

1M

-0.10%

6M

2.98%

1Y

5.02%

5Y*

1.87%

10Y*

2.21%

VFIDX

YTD

2.63%

1M

-0.54%

6M

2.13%

1Y

3.48%

5Y*

0.07%

10Y*

1.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VFSUX vs. VFIDX - Expense Ratio Comparison

Both VFSUX and VFIDX 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%.


VFSUX
Vanguard Short-Term Investment-Grade Fund Admiral Shares
Expense ratio chart for VFSUX: 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%
Expense ratio chart for VFIDX: 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

VFSUX vs. VFIDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX). 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 VFSUX, currently valued at 1.85, compared to the broader market-1.000.001.002.003.004.001.850.63
The chart of Sortino ratio for VFSUX, currently valued at 2.92, compared to the broader market-2.000.002.004.006.008.0010.002.920.92
The chart of Omega ratio for VFSUX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.11
The chart of Calmar ratio for VFSUX, currently valued at 2.90, compared to the broader market0.002.004.006.008.0010.0012.0014.002.900.26
The chart of Martin ratio for VFSUX, currently valued at 10.04, compared to the broader market0.0020.0040.0060.0010.042.07
VFSUX
VFIDX

The current VFSUX Sharpe Ratio is 1.85, which is higher than the VFIDX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VFSUX and VFIDX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.85
0.63
VFSUX
VFIDX

Dividends

VFSUX vs. VFIDX - Dividend Comparison

VFSUX's dividend yield for the trailing twelve months is around 4.10%, less than VFIDX's 4.62% yield.


TTM20232022202120202019201820172016201520142013
VFSUX
Vanguard Short-Term Investment-Grade Fund Admiral Shares
4.10%3.14%2.03%1.73%2.33%2.92%2.78%2.10%2.05%2.07%2.00%1.93%
VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
4.62%3.89%3.21%2.36%2.59%3.12%3.32%2.91%2.98%3.21%3.26%3.38%

Drawdowns

VFSUX vs. VFIDX - Drawdown Comparison

The maximum VFSUX drawdown since its inception was -9.58%, smaller than the maximum VFIDX drawdown of -22.52%. Use the drawdown chart below to compare losses from any high point for VFSUX and VFIDX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.00%
-8.46%
VFSUX
VFIDX

Volatility

VFSUX vs. VFIDX - Volatility Comparison

The current volatility for Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX) is 0.66%, while Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) has a volatility of 1.81%. This indicates that VFSUX experiences smaller price fluctuations and is considered to be less risky than VFIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
0.66%
1.81%
VFSUX
VFIDX
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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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