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VGVT vs. USDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGVT vs. USDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Government Securities Active ETF (VGVT) and SGI Enhanced Core ETF (USDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGVT achieves a 0.11% return, which is significantly lower than USDX's 1.99% return.


VGVT

1D
-0.15%
1M
0.17%
YTD
0.11%
6M
0.10%
1Y
3Y*
5Y*
10Y*

USDX

1D
0.00%
1M
0.43%
YTD
1.99%
6M
2.50%
1Y
6.22%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGVT vs. USDX - Yearly Performance Comparison


2026 (YTD)2025
VGVT
Vanguard Government Securities Active ETF
0.11%3.28%
USDX
SGI Enhanced Core ETF
1.99%3.81%

Correlation

The correlation between VGVT and USDX is -0.02, 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 (All Time)
Calculated using the full available price history since Jul 10, 2025

-0.02

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Return for Risk

VGVT vs. USDX — Risk / Return Rank

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

VGVT

USDX
USDX Risk / Return Rank: 9494
Overall Rank
USDX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
USDX Sortino Ratio Rank: 9494
Sortino Ratio Rank
USDX Omega Ratio Rank: 9696
Omega Ratio Rank
USDX Calmar Ratio Rank: 9393
Calmar Ratio Rank
USDX Martin Ratio Rank: 9797
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.

VGVT vs. USDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Government Securities Active ETF (VGVT) and SGI Enhanced Core ETF (USDX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VGVT vs. USDX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VGVTUSDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.26

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

4.03

-2.86

Drawdowns

VGVT vs. USDX - Drawdown Comparison

The maximum VGVT drawdown since its inception was -2.77%, which is greater than USDX's maximum drawdown of -0.94%. Use the drawdown chart below to compare losses from any high point for VGVT and USDX.


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Drawdown Indicators


VGVTUSDXDifference

Max Drawdown

Largest peak-to-trough decline

-2.77%

-0.94%

-1.83%

Max Drawdown (1Y)

Largest decline over 1 year

-0.94%

Current Drawdown

Current decline from peak

-1.76%

-0.45%

-1.31%

Average Drawdown

Average peak-to-trough decline

-0.67%

-0.06%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.13%

Volatility

VGVT vs. USDX - Volatility Comparison


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Volatility by Period


VGVTUSDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

3.22%

1.91%

+1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.22%

1.68%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.22%

1.68%

+1.54%

VGVT vs. USDX - Expense Ratio Comparison

VGVT has a 0.10% expense ratio, which is lower than USDX's 0.98% expense ratio.


Dividends

VGVT vs. USDX - Dividend Comparison

VGVT's dividend yield for the trailing twelve months is around 3.99%, less than USDX's 5.89% yield.


PositionTTM20252024
USDX
SGI Enhanced Core ETF
5.89%5.88%4.60%
VGVT
Vanguard Government Securities Active ETF
3.99%2.29%0.00%

Frequently Asked Questions


VGVT and USDX have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGVT is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGVT is cheaper with a 0.10% expense ratio, compared with 0.98% for USDX.

USDX has the higher dividend yield at 5.89%, compared with 3.99% for VGVT.

They also come from different issuers: Vanguard and Summit Global Investments. Their fees differ too: 0.10% for VGVT and 0.98% for USDX.

Portfolio Optimizer

Find the right allocation for VGVT and USDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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