VGSH vs. BRK-B
VGSH (Vanguard Short-Term Treasury ETF) is Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, VGSH returned 1.73%/yr vs 13.22%/yr for BRK-B. At a correlation of -0.17, they often move in opposite directions.
Performance
VGSH vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, VGSH achieves a 0.57% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, VGSH has underperformed BRK-B with an annualized return of 1.73%, while BRK-B has yielded a comparatively higher 13.22% annualized return.
VGSH
- 1D
- -0.03%
- 1M
- 0.13%
- YTD
- 0.57%
- 6M
- 0.83%
- 1Y
- 3.31%
- 3Y*
- 4.25%
- 5Y*
- 1.83%
- 10Y*
- 1.73%
BRK-B
- 1D
- 0.71%
- 1M
- 0.77%
- YTD
- -2.67%
- 6M
- -2.06%
- 1Y
- -0.22%
- 3Y*
- 13.30%
- 5Y*
- 11.27%
- 10Y*
- 13.22%
VGSH vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | 0.57% | 5.07% | 4.00% | 4.31% | -3.86% | -0.60% | 3.04% | 3.52% | 1.55% | 0.04% |
BRK-B Berkshire Hathaway Inc. | -2.67% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between VGSH and BRK-B is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2009 | -0.17 |
The correlation between VGSH and BRK-B shifts across timeframes, from -0.17 (all time) to 0.07 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VGSH vs. BRK-B — Risk / Return Rank
VGSH
BRK-B
VGSH vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury ETF (VGSH) and Berkshire Hathaway Inc. (BRK-B). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VGSH | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.63 | ||
| Sortino ratioReturn per unit of downside risk | +4.23 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.01 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | -0.02 | +3.78 |
| Martin ratioReturn relative to average drawdown | 14.67 | -0.05 | +14.72 |
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Drawdowns
VGSH vs. BRK-B - Drawdown Comparison
The maximum VGSH drawdown since its inception was -5.70%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VGSH and BRK-B.
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Drawdown Indicators
| VGSH | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.70% | -53.86% | +48.16% |
Max Drawdown (1Y)Largest decline over 1 year | -0.88% | -9.42% | +8.54% |
Max Drawdown (3Y)Largest decline over 3 years | -0.97% | -14.95% | +13.98% |
Max Drawdown (5Y)Largest decline over 5 years | -5.66% | -26.58% | +20.92% |
Max Drawdown (10Y)Largest decline over 10 years | -5.70% | -29.57% | +23.87% |
Current DrawdownCurrent decline from peak | -0.21% | -9.36% | +9.15% |
Average DrawdownAverage peak-to-trough decline | -0.60% | -11.07% | +10.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 4.53% | -4.30% |
Volatility
VGSH vs. BRK-B - Volatility Comparison
The current volatility for Vanguard Short-Term Treasury ETF (VGSH) is 0.37%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.95%. This indicates that VGSH experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGSH | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.37% | 3.95% | -3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 0.90% | 10.78% | -9.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.28% | 14.38% | -13.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.97% | 17.12% | -15.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.58% | 19.44% | -17.86% |
Dividends
VGSH vs. BRK-B - Dividend Comparison
VGSH's dividend yield for the trailing twelve months is around 3.87%, while BRK-B has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGSH Vanguard Short-Term Treasury ETF | 3.87% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
Frequently Asked Questions
VGSH and BRK-B have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-B has higher volatility (3.95%) compared to VGSH (0.37%). In terms of maximum drawdown, VGSH dropped -5.70% vs BRK-B's -53.86%.
VGSH currently has the higher Sharpe Ratio (2.61 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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