VSBIX vs. VFV.TO
Compare and contrast key facts about Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) and Vanguard S&P 500 Index ETF (VFV.TO).
VSBIX is managed by Vanguard. It was launched on Aug 23, 2010. VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSBIX or VFV.TO.
Key characteristics
| VSBIX | VFV.TO | |
|---|---|---|
| YTD Return | 3.42% | 33.15% |
| 1Y Return | 5.49% | 40.57% |
| 3Y Return (Ann) | 0.97% | 14.16% |
| 5Y Return (Ann) | 1.11% | 16.88% |
| 10Y Return (Ann) | 1.18% | 15.47% |
| Sharpe Ratio | 2.81 | 3.52 |
| Sortino Ratio | 4.47 | 4.89 |
| Omega Ratio | 1.61 | 1.67 |
| Calmar Ratio | 1.62 | 5.19 |
| Martin Ratio | 15.98 | 25.28 |
| Ulcer Index | 0.33% | 1.56% |
| Daily Std Dev | 1.88% | 11.22% |
| Max Drawdown | -6.49% | -27.43% |
| Current Drawdown | -0.83% | 0.00% |
Correlation
The correlation between VSBIX and VFV.TO is -0.13. 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.
Performance
VSBIX vs. VFV.TO - Performance Comparison
In the year-to-date period, VSBIX achieves a 3.42% return, which is significantly lower than VFV.TO's 33.15% return. Over the past 10 years, VSBIX has underperformed VFV.TO with an annualized return of 1.18%, while VFV.TO has yielded a comparatively higher 15.47% 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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VSBIX vs. VFV.TO - Expense Ratio Comparison
VSBIX has a 0.05% expense ratio, which is lower than VFV.TO's 0.09% 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
VSBIX vs. VFV.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) and Vanguard S&P 500 Index ETF (VFV.TO). 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
VSBIX vs. VFV.TO - Dividend Comparison
VSBIX's dividend yield for the trailing twelve months is around 4.14%, more than VFV.TO's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSBIX Vanguard Short-Term Treasury Index Fund Institutional Shares | 4.14% | 3.31% | 1.14% | 0.35% | 1.14% | 2.28% | 1.81% | 1.11% | 0.85% | 0.70% | 0.44% | 0.29% |
VFV.TO Vanguard S&P 500 Index ETF | 0.98% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% | 1.42% |
Drawdowns
VSBIX vs. VFV.TO - Drawdown Comparison
The maximum VSBIX drawdown since its inception was -6.49%, smaller than the maximum VFV.TO drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for VSBIX and VFV.TO. For additional features, visit the drawdowns tool.
Volatility
VSBIX vs. VFV.TO - Volatility Comparison
The current volatility for Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) is 0.35%, while Vanguard S&P 500 Index ETF (VFV.TO) has a volatility of 3.78%. This indicates that VSBIX experiences smaller price fluctuations and is considered to be less risky than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.