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VFTAX vs. VFIUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFTAX vs. VFIUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX). The values are adjusted to include any dividend payments, if applicable.

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VFTAX vs. VFIUX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VFTAX
Vanguard FTSE Social Index Fund Admiral Shares
-7.52%17.25%25.97%31.78%-24.22%27.70%22.63%23.59%
VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
-0.46%7.65%1.49%3.85%-10.34%-2.30%8.31%5.97%

Returns By Period

In the year-to-date period, VFTAX achieves a -7.52% return, which is significantly lower than VFIUX's -0.46% return.


VFTAX

1D
3.30%
1M
-5.55%
YTD
-7.52%
6M
-5.72%
1Y
15.05%
3Y*
17.90%
5Y*
10.43%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFTAX vs. VFIUX - Expense Ratio Comparison

VFTAX has a 0.14% expense ratio, which is higher than VFIUX's 0.10% 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%.


Return for Risk

VFTAX vs. VFIUX — Risk / Return Rank

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

VFTAX
VFTAX Risk / Return Rank: 4343
Overall Rank
VFTAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VFTAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VFTAX Omega Ratio Rank: 3939
Omega Ratio Rank
VFTAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VFTAX Martin Ratio Rank: 5252
Martin Ratio Rank

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
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.

VFTAX vs. VFIUX - Risk-Adjusted Trends Comparison

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


VFTAXVFIUXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.90

-0.10

Sortino ratio

Return per unit of downside risk

1.28

1.36

-0.09

Omega ratio

Gain probability vs. loss probability

1.19

1.16

+0.03

Calmar ratio

Return relative to maximum drawdown

1.32

1.54

-0.22

Martin ratio

Return relative to average drawdown

5.15

4.71

+0.45

VFTAX vs. VFIUX - Sharpe Ratio Comparison

The current VFTAX Sharpe Ratio is 0.80, which is comparable to the VFIUX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of VFTAX and VFIUX, 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


VFTAXVFIUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.90

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.05

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.69

+0.01

Correlation

The correlation between VFTAX and VFIUX is -0.02. 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.


Dividends

VFTAX vs. VFIUX - Dividend Comparison

VFTAX's dividend yield for the trailing twelve months is around 0.96%, less than VFIUX's 3.67% yield.


TTM20252024202320222021202020192018201720162015
VFTAX
Vanguard FTSE Social Index Fund Admiral Shares
0.96%0.85%0.99%1.10%1.34%0.94%1.21%1.43%0.00%0.00%0.00%0.00%
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%

Drawdowns

VFTAX vs. VFIUX - Drawdown Comparison

The maximum VFTAX drawdown since its inception was -34.20%, which is greater than VFIUX's maximum drawdown of -15.41%. Use the drawdown chart below to compare losses from any high point for VFTAX and VFIUX.


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Drawdown Indicators


VFTAXVFIUXDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-15.41%

-18.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-2.85%

-9.30%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-14.88%

-14.24%

Max Drawdown (10Y)

Largest decline over 10 years

-15.41%

Current Drawdown

Current decline from peak

-8.93%

-2.16%

-6.77%

Average Drawdown

Average peak-to-trough decline

-6.39%

-2.80%

-3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

0.93%

+2.19%

Volatility

VFTAX vs. VFIUX - Volatility Comparison

Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) has a higher volatility of 5.93% compared to Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) at 1.44%. This indicates that VFTAX's price experiences larger fluctuations and is considered to be riskier than VFIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFTAXVFIUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

1.44%

+4.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.54%

2.57%

+7.97%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

4.30%

+15.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.35%

5.59%

+12.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.92%

4.66%

+16.26%