PortfoliosLab logoPortfoliosLab logo
VSBSX vs. TWUSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSBSX vs. TWUSX - 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 American Century Short-Term Government Fund (TWUSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VSBSX vs. TWUSX - 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%
TWUSX
American Century Short-Term Government Fund
0.02%4.94%3.59%3.70%-4.31%-0.09%3.36%2.91%1.12%0.22%

Returns By Period

In the year-to-date period, VSBSX achieves a 0.29% return, which is significantly higher than TWUSX's 0.02% return. Over the past 10 years, VSBSX has outperformed TWUSX with an annualized return of 1.74%, while TWUSX has yielded a comparatively lower 1.48% 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%

TWUSX

1D
0.11%
1M
-0.54%
YTD
0.02%
6M
0.92%
1Y
3.39%
3Y*
3.54%
5Y*
1.46%
10Y*
1.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VSBSX vs. TWUSX - Expense Ratio Comparison

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


Return for Risk

VSBSX vs. TWUSX — 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

TWUSX
TWUSX Risk / Return Rank: 9292
Overall Rank
TWUSX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TWUSX Sortino Ratio Rank: 9595
Sortino Ratio Rank
TWUSX Omega Ratio Rank: 8888
Omega Ratio Rank
TWUSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
TWUSX Martin Ratio Rank: 9494
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. TWUSX - 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 American Century Short-Term Government Fund (TWUSX). 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.


VSBSXTWUSXDifference

Sharpe ratio

Return per unit of total volatility

2.60

1.84

+0.76

Sortino ratio

Return per unit of downside risk

4.12

3.16

+0.96

Omega ratio

Gain probability vs. loss probability

1.56

1.40

+0.16

Calmar ratio

Return relative to maximum drawdown

4.52

3.93

+0.59

Martin ratio

Return relative to average drawdown

17.41

12.74

+4.68

VSBSX vs. TWUSX - Sharpe Ratio Comparison

The current VSBSX Sharpe Ratio is 2.60, which is higher than the TWUSX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of VSBSX and TWUSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VSBSXTWUSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

1.84

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.64

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

0.82

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

-0.00

+1.07

Correlation

The correlation between VSBSX and TWUSX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VSBSX vs. TWUSX - Dividend Comparison

VSBSX's dividend yield for the trailing twelve months is around 3.57%, more than TWUSX's 3.34% 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%
TWUSX
American Century Short-Term Government Fund
3.34%3.70%4.06%3.83%1.12%1.05%0.72%1.81%1.74%1.06%0.57%0.53%

Drawdowns

VSBSX vs. TWUSX - Drawdown Comparison

The maximum VSBSX drawdown since its inception was -5.77%, smaller than the maximum TWUSX drawdown of -91.08%. Use the drawdown chart below to compare losses from any high point for VSBSX and TWUSX.


Loading graphics...

Drawdown Indicators


VSBSXTWUSXDifference

Max Drawdown

Largest peak-to-trough decline

-5.77%

-91.08%

+85.31%

Max Drawdown (1Y)

Largest decline over 1 year

-0.84%

-0.98%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-5.77%

-5.85%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-5.77%

-5.85%

+0.08%

Current Drawdown

Current decline from peak

-0.43%

-74.71%

+74.28%

Average Drawdown

Average peak-to-trough decline

-0.59%

-81.79%

+81.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.30%

-0.08%

Volatility

VSBSX vs. TWUSX - Volatility Comparison

Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) and American Century Short-Term Government Fund (TWUSX) have volatilities of 0.53% and 0.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VSBSXTWUSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

0.52%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.84%

1.12%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

1.44%

1.94%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.94%

2.28%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.53%

1.80%

-0.27%