VNJUX vs. VFISX
Compare and contrast key facts about Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares (VNJUX) and Vanguard Short-Term Treasury Fund Investor Shares (VFISX).
VNJUX is managed by Vanguard. It was launched on May 14, 2001. VFISX is managed by Vanguard. It was launched on Oct 28, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VNJUX or VFISX.
Key characteristics
| VNJUX | VFISX | |
|---|---|---|
| YTD Return | 2.05% | 3.14% |
| 1Y Return | 9.38% | 5.68% |
| 3Y Return (Ann) | -0.33% | 0.45% |
| 5Y Return (Ann) | 1.51% | 0.72% |
| 10Y Return (Ann) | 2.76% | 0.94% |
| Sharpe Ratio | 2.39 | 2.05 |
| Sortino Ratio | 3.60 | 3.45 |
| Omega Ratio | 1.53 | 1.45 |
| Calmar Ratio | 0.93 | 0.91 |
| Martin Ratio | 9.79 | 10.21 |
| Ulcer Index | 0.96% | 0.54% |
| Daily Std Dev | 3.92% | 2.66% |
| Max Drawdown | -16.13% | -8.22% |
| Current Drawdown | -1.71% | -1.17% |
Correlation
The correlation between VNJUX and VFISX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VNJUX vs. VFISX - Performance Comparison
In the year-to-date period, VNJUX achieves a 2.05% return, which is significantly lower than VFISX's 3.14% return. Over the past 10 years, VNJUX has outperformed VFISX with an annualized return of 2.76%, while VFISX has yielded a comparatively lower 0.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VNJUX vs. VFISX - Expense Ratio Comparison
VNJUX has a 0.09% expense ratio, which is lower than VFISX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VNJUX vs. VFISX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares (VNJUX) and Vanguard Short-Term Treasury Fund Investor Shares (VFISX). 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.
Dividends
VNJUX vs. VFISX - Dividend Comparison
VNJUX's dividend yield for the trailing twelve months is around 3.45%, less than VFISX's 4.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNJUX Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares | 3.45% | 3.31% | 3.22% | 2.77% | 3.01% | 3.33% | 3.60% | 3.60% | 3.79% | 3.61% | 3.61% | 3.84% |
VFISX Vanguard Short-Term Treasury Fund Investor Shares | 4.39% | 3.96% | 1.92% | 0.34% | 0.75% | 2.38% | 2.10% | 1.18% | 0.91% | 0.69% | 0.50% | 0.37% |
Drawdowns
VNJUX vs. VFISX - Drawdown Comparison
The maximum VNJUX drawdown since its inception was -16.13%, which is greater than VFISX's maximum drawdown of -8.22%. Use the drawdown chart below to compare losses from any high point for VNJUX and VFISX. For additional features, visit the drawdowns tool.
Volatility
VNJUX vs. VFISX - Volatility Comparison
Vanguard New Jersey Long-Term Tax-Exempt Fund Admiral Shares (VNJUX) has a higher volatility of 1.93% compared to Vanguard Short-Term Treasury Fund Investor Shares (VFISX) at 0.60%. This indicates that VNJUX's price experiences larger fluctuations and is considered to be riskier than VFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.