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

Performance

VFSUX vs. VTI - 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 Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.78%
13.42%
VFSUX
VTI

Returns By Period

In the year-to-date period, VFSUX achieves a 4.32% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, VFSUX has underperformed VTI with an annualized return of 2.13%, while VTI has yielded a comparatively higher 12.67% annualized return.


VFSUX

YTD

4.32%

1M

-0.48%

6M

3.78%

1Y

7.05%

5Y (annualized)

1.87%

10Y (annualized)

2.13%

VTI

YTD

25.64%

1M

2.57%

6M

14.24%

1Y

32.95%

5Y (annualized)

15.11%

10Y (annualized)

12.67%

Key characteristics


VFSUXVTI
Sharpe Ratio2.572.68
Sortino Ratio4.143.57
Omega Ratio1.531.49
Calmar Ratio1.863.91
Martin Ratio13.7917.13
Ulcer Index0.52%1.96%
Daily Std Dev2.78%12.51%
Max Drawdown-9.59%-55.45%
Current Drawdown-1.34%-0.84%

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VFSUX vs. VTI - Expense Ratio Comparison

VFSUX has a 0.10% 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%.


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 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 VFSUX 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

VFSUX vs. VTI - 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 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 VFSUX, currently valued at 2.57, compared to the broader market-1.000.001.002.003.004.005.002.572.68
The chart of Sortino ratio for VFSUX, currently valued at 4.14, compared to the broader market0.005.0010.004.143.57
The chart of Omega ratio for VFSUX, currently valued at 1.53, compared to the broader market1.002.003.004.001.531.49
The chart of Calmar ratio for VFSUX, currently valued at 1.86, compared to the broader market0.005.0010.0015.0020.001.863.91
The chart of Martin ratio for VFSUX, currently valued at 13.79, compared to the broader market0.0020.0040.0060.0080.00100.0013.7917.13
VFSUX
VTI

The current VFSUX Sharpe Ratio is 2.57, which is comparable to the VTI Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of VFSUX 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
2.57
2.68
VFSUX
VTI

Dividends

VFSUX vs. VTI - Dividend Comparison

VFSUX's dividend yield for the trailing twelve months is around 4.03%, more than VTI's 1.27% yield.


TTM20232022202120202019201820172016201520142013
VFSUX
Vanguard Short-Term Investment-Grade Fund Admiral Shares
4.03%3.14%2.03%1.73%2.33%2.92%2.78%2.10%2.05%2.07%2.00%1.93%
VTI
Vanguard Total Stock Market ETF
1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VFSUX vs. VTI - Drawdown Comparison

The maximum VFSUX drawdown since its inception was -9.59%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VFSUX and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.34%
-0.84%
VFSUX
VTI

Volatility

VFSUX vs. VTI - Volatility Comparison

The current volatility for Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX) is 0.70%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.19%. This indicates that VFSUX 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
0.70%
4.19%
VFSUX
VTI