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

Correlation

The correlation between VSBSX and VFISX is 0.78, 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.


-0.50.00.51.00.8

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.

8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
18.02%
11.10%
VSBSX
VFISX

Key characteristics

Sharpe Ratio

VSBSX:

2.34

VFISX:

1.35

Sortino Ratio

VSBSX:

3.52

VFISX:

2.18

Omega Ratio

VSBSX:

1.49

VFISX:

1.28

Calmar Ratio

VSBSX:

4.34

VFISX:

0.78

Martin Ratio

VSBSX:

10.04

VFISX:

5.14

Ulcer Index

VSBSX:

0.40%

VFISX:

0.66%

Daily Std Dev

VSBSX:

1.72%

VFISX:

2.52%

Max Drawdown

VSBSX:

-5.77%

VFISX:

-8.22%

Current Drawdown

VSBSX:

-0.49%

VFISX:

-1.37%

Returns By Period

In the year-to-date period, VSBSX achieves a 3.78% return, which is significantly higher than VFISX's 2.93% return. Over the past 10 years, VSBSX has outperformed VFISX with an annualized return of 1.30%, while VFISX has yielded a comparatively lower 0.95% annualized return.


VSBSX

YTD

3.78%

1M

0.34%

6M

2.60%

1Y

3.89%

5Y*

1.30%

10Y*

1.30%

VFISX

YTD

2.93%

1M

-0.10%

6M

2.11%

1Y

3.40%

5Y*

0.65%

10Y*

0.95%

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. 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%.


VFISX
Vanguard Short-Term Treasury Fund Investor Shares
Expense ratio chart for VFISX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VSBSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VSBSX, currently valued at 2.34, compared to the broader market-1.000.001.002.003.004.002.341.35
The chart of Sortino ratio for VSBSX, currently valued at 3.52, compared to the broader market-2.000.002.004.006.008.0010.003.522.18
The chart of Omega ratio for VSBSX, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.003.501.491.28
The chart of Calmar ratio for VSBSX, currently valued at 4.34, compared to the broader market0.002.004.006.008.0010.0012.0014.004.340.78
The chart of Martin ratio for VSBSX, currently valued at 10.04, compared to the broader market0.0020.0040.0060.0010.045.14
VSBSX
VFISX

The current VSBSX Sharpe Ratio is 2.34, which is higher than the VFISX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of VSBSX and VFISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.34
1.35
VSBSX
VFISX

Dividends

VSBSX vs. VFISX - Dividend Comparison

VSBSX's dividend yield for the trailing twelve months is around 3.81%, less than VFISX's 4.06% yield.


TTM20232022202120202019201820172016201520142013
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
3.81%3.29%1.12%0.33%1.11%2.27%1.80%1.09%0.81%0.67%0.40%0.27%
VFISX
Vanguard Short-Term Treasury Fund Investor Shares
4.06%3.96%1.92%0.34%0.75%2.38%2.10%1.18%0.91%0.69%0.50%0.37%

Drawdowns

VSBSX vs. VFISX - Drawdown Comparison

The maximum VSBSX drawdown since its inception was -5.77%, 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.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.49%
-1.37%
VSBSX
VFISX

Volatility

VSBSX vs. VFISX - Volatility Comparison

The current volatility for Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) is 0.40%, while Vanguard Short-Term Treasury Fund Investor Shares (VFISX) has a volatility of 0.52%. This indicates that VSBSX experiences smaller price fluctuations and is considered to be less risky than VFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.40%0.60%0.80%1.00%JulyAugustSeptemberOctoberNovemberDecember
0.40%
0.52%
VSBSX
VFISX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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