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VSBSX vs. FEUGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSBSX vs. FEUGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) and Federated Hermes Adjustable Rate Fund (FEUGX). The values are adjusted to include any dividend payments, if applicable.

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VSBSX vs. FEUGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
0.29%5.08%4.39%4.23%-3.87%-0.69%3.09%3.51%1.52%0.35%
FEUGX
Federated Hermes Adjustable Rate Fund
0.80%5.26%4.81%4.20%-2.36%-0.29%0.96%2.95%1.66%0.67%

Returns By Period

In the year-to-date period, VSBSX achieves a 0.29% return, which is significantly lower than FEUGX's 0.80% return. Over the past 10 years, VSBSX has underperformed FEUGX with an annualized return of 1.74%, while FEUGX has yielded a comparatively higher 1.88% annualized return.


VSBSX

1D
0.10%
1M
-0.31%
YTD
0.29%
6M
1.25%
1Y
3.68%
3Y*
4.11%
5Y*
1.84%
10Y*
1.74%

FEUGX

1D
-0.11%
1M
-0.32%
YTD
0.80%
6M
2.04%
1Y
4.52%
3Y*
4.53%
5Y*
2.47%
10Y*
1.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSBSX vs. FEUGX - Expense Ratio Comparison

VSBSX has a 0.07% expense ratio, which is lower than FEUGX's 0.55% expense ratio.


Return for Risk

VSBSX vs. FEUGX — Risk / Return Rank

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

VSBSX
VSBSX Risk / Return Rank: 9797
Overall Rank
VSBSX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VSBSX Sortino Ratio Rank: 9797
Sortino Ratio Rank
VSBSX Omega Ratio Rank: 9696
Omega Ratio Rank
VSBSX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VSBSX Martin Ratio Rank: 9797
Martin Ratio Rank

FEUGX
FEUGX Risk / Return Rank: 9999
Overall Rank
FEUGX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FEUGX Sortino Ratio Rank: 9999
Sortino Ratio Rank
FEUGX Omega Ratio Rank: 9999
Omega Ratio Rank
FEUGX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FEUGX Martin Ratio Rank: 9999
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.

VSBSX vs. FEUGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) and Federated Hermes Adjustable Rate Fund (FEUGX). 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.


VSBSXFEUGXDifference

Sharpe ratio

Return per unit of total volatility

2.60

3.06

-0.46

Sortino ratio

Return per unit of downside risk

4.12

7.86

-3.74

Omega ratio

Gain probability vs. loss probability

1.56

2.73

-1.17

Calmar ratio

Return relative to maximum drawdown

4.52

9.44

-4.92

Martin ratio

Return relative to average drawdown

17.41

32.30

-14.89

VSBSX vs. FEUGX - Sharpe Ratio Comparison

The current VSBSX Sharpe Ratio is 2.60, which is comparable to the FEUGX Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of VSBSX and FEUGX, 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


VSBSXFEUGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

3.06

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

1.68

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

1.51

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.97

+0.10

Correlation

The correlation between VSBSX and FEUGX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VSBSX vs. FEUGX - Dividend Comparison

VSBSX's dividend yield for the trailing twelve months is around 3.57%, less than FEUGX's 4.08% yield.


TTM20252024202320222021202020192018201720162015
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
3.57%3.98%4.50%3.29%1.12%0.63%1.72%2.26%1.80%1.10%0.76%0.71%
FEUGX
Federated Hermes Adjustable Rate Fund
4.08%4.57%4.36%3.88%1.11%0.12%1.06%2.70%1.75%0.98%0.67%0.50%

Drawdowns

VSBSX vs. FEUGX - Drawdown Comparison

The maximum VSBSX drawdown since its inception was -5.77%, smaller than the maximum FEUGX drawdown of -18.32%. Use the drawdown chart below to compare losses from any high point for VSBSX and FEUGX.


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Drawdown Indicators


VSBSXFEUGXDifference

Max Drawdown

Largest peak-to-trough decline

-5.77%

-18.32%

+12.55%

Max Drawdown (1Y)

Largest decline over 1 year

-0.84%

-0.53%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-5.77%

-3.05%

-2.72%

Max Drawdown (10Y)

Largest decline over 10 years

-5.77%

-3.17%

-2.60%

Current Drawdown

Current decline from peak

-0.43%

-0.32%

-0.11%

Average Drawdown

Average peak-to-trough decline

-0.59%

-1.15%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.16%

+0.06%

Volatility

VSBSX vs. FEUGX - Volatility Comparison

Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) has a higher volatility of 0.53% compared to Federated Hermes Adjustable Rate Fund (FEUGX) at 0.23%. This indicates that VSBSX's price experiences larger fluctuations and is considered to be riskier than FEUGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSBSXFEUGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

0.23%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

0.84%

0.96%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

1.44%

1.56%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.94%

1.48%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.53%

1.25%

+0.28%