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VSBSX vs. VDADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSBSX vs. VDADX - 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 Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). The values are adjusted to include any dividend payments, if applicable.

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VSBSX vs. VDADX - 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%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
-1.77%14.17%16.99%14.44%-9.80%23.59%15.47%29.68%-2.06%22.22%

Returns By Period

In the year-to-date period, VSBSX achieves a 0.29% return, which is significantly higher than VDADX's -1.77% return. Over the past 10 years, VSBSX has underperformed VDADX with an annualized return of 1.74%, while VDADX has yielded a comparatively higher 12.24% 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%

VDADX

1D
2.08%
1M
-4.97%
YTD
-1.77%
6M
-0.04%
1Y
12.87%
3Y*
13.78%
5Y*
9.75%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSBSX vs. VDADX - Expense Ratio Comparison

VSBSX has a 0.07% expense ratio, which is lower than VDADX's 0.08% 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%.


Return for Risk

VSBSX vs. VDADX — 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

VDADX
VDADX Risk / Return Rank: 4545
Overall Rank
VDADX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VDADX Sortino Ratio Rank: 3939
Sortino Ratio Rank
VDADX Omega Ratio Rank: 3939
Omega Ratio Rank
VDADX Calmar Ratio Rank: 5151
Calmar Ratio Rank
VDADX Martin Ratio Rank: 5959
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. VDADX - 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 Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). 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.


VSBSXVDADXDifference

Sharpe ratio

Return per unit of total volatility

2.60

0.83

+1.77

Sortino ratio

Return per unit of downside risk

4.12

1.28

+2.84

Omega ratio

Gain probability vs. loss probability

1.56

1.18

+0.38

Calmar ratio

Return relative to maximum drawdown

4.52

1.28

+3.24

Martin ratio

Return relative to average drawdown

17.41

5.71

+11.70

VSBSX vs. VDADX - Sharpe Ratio Comparison

The current VSBSX Sharpe Ratio is 2.60, which is higher than the VDADX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of VSBSX and VDADX, 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


VSBSXVDADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

0.83

+1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.68

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

0.76

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.72

+0.35

Correlation

The correlation between VSBSX and VDADX is -0.09. 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.


Dividends

VSBSX vs. VDADX - Dividend Comparison

VSBSX's dividend yield for the trailing twelve months is around 3.57%, more than VDADX's 1.58% 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%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.58%1.60%1.71%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%

Drawdowns

VSBSX vs. VDADX - Drawdown Comparison

The maximum VSBSX drawdown since its inception was -5.77%, smaller than the maximum VDADX drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for VSBSX and VDADX.


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Drawdown Indicators


VSBSXVDADXDifference

Max Drawdown

Largest peak-to-trough decline

-5.77%

-31.70%

+25.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.84%

-10.87%

+10.03%

Max Drawdown (5Y)

Largest decline over 5 years

-5.77%

-20.42%

+14.65%

Max Drawdown (10Y)

Largest decline over 10 years

-5.77%

-31.70%

+25.93%

Current Drawdown

Current decline from peak

-0.43%

-6.01%

+5.58%

Average Drawdown

Average peak-to-trough decline

-0.59%

-3.44%

+2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

2.43%

-2.21%

Volatility

VSBSX vs. VDADX - Volatility Comparison

The current volatility for Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) is 0.53%, while Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) has a volatility of 4.12%. This indicates that VSBSX experiences smaller price fluctuations and is considered to be less risky than VDADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSBSXVDADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

4.12%

-3.59%

Volatility (6M)

Calculated over the trailing 6-month period

0.84%

7.86%

-7.02%

Volatility (1Y)

Calculated over the trailing 1-year period

1.44%

15.33%

-13.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.94%

14.30%

-12.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.53%

16.19%

-14.66%