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VSBSX vs. VFISX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSBSX and VFISX is -0.16. 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

VSBSX vs. VFISX - 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 Short-Term Treasury Fund Investor Shares (VFISX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sortino Ratio

VSBSX:

-1.00

VFISX:

3.65

Omega Ratio

VSBSX:

0.00

VFISX:

1.47

Calmar Ratio

VSBSX:

0.00

VFISX:

1.36

Ulcer Index

VSBSX:

0.00%

VFISX:

0.56%

Daily Std Dev

VSBSX:

0.00%

VFISX:

2.49%

Max Drawdown

VSBSX:

-0.87%

VFISX:

-8.22%

Current Drawdown

VSBSX:

-0.02%

VFISX:

-0.60%

Returns By Period


VSBSX

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

5Y*

0.00%

10Y*

0.00%

VFISX

YTD

1.73%

1M

0.20%

6M

2.33%

1Y

5.47%

5Y*

0.48%

10Y*

1.13%

*Annualized

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VSBSX vs. VFISX - Expense Ratio Comparison

VSBSX has a 0.07% 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

VSBSX vs. VFISX — Risk-Adjusted Performance Rank

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

VSBSX
The Risk-Adjusted Performance Rank of VSBSX is 9797
Overall Rank
The Sharpe Ratio Rank of VSBSX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of VSBSX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of VSBSX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of VSBSX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of VSBSX is 9797
Martin Ratio Rank

VFISX
The Risk-Adjusted Performance Rank of VFISX is 9393
Overall Rank
The Sharpe Ratio Rank of VFISX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of VFISX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of VFISX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of VFISX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of VFISX is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VSBSX vs. VFISX - Risk-Adjusted Performance Comparison

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



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Dividends

VSBSX vs. VFISX - Dividend Comparison

VSBSX has not paid dividends to shareholders, while VFISX's dividend yield for the trailing twelve months is around 3.88%.


TTM20242023202220212020201920182017201620152014
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFISX
Vanguard Short-Term Treasury Fund Investor Shares
3.88%4.38%3.96%1.92%0.34%0.75%2.38%2.10%1.18%0.91%0.69%0.50%

Drawdowns

VSBSX vs. VFISX - Drawdown Comparison

The maximum VSBSX drawdown since its inception was -0.87%, smaller than the maximum VFISX drawdown of -8.22%. Use the drawdown chart below to compare losses from any high point for VSBSX and VFISX. For additional features, visit the drawdowns tool.


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Volatility

VSBSX vs. VFISX - Volatility Comparison


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