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

Correlation

The correlation between VSBSX and VSIGX is -0.17. 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.


-0.50.00.51.0
Correlation: -0.2

Performance

VSBSX vs. VSIGX - 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 Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
19.62%
32.65%
VSBSX
VSIGX

Key characteristics

Sharpe Ratio

VSBSX:

3.76

VSIGX:

1.65

Sortino Ratio

VSBSX:

6.26

VSIGX:

2.55

Omega Ratio

VSBSX:

1.90

VSIGX:

1.30

Calmar Ratio

VSBSX:

4.07

VSIGX:

0.55

Martin Ratio

VSBSX:

18.65

VSIGX:

3.85

Ulcer Index

VSBSX:

0.33%

VSIGX:

1.94%

Daily Std Dev

VSBSX:

1.65%

VSIGX:

4.54%

Max Drawdown

VSBSX:

-6.54%

VSIGX:

-17.20%

Current Drawdown

VSBSX:

0.00%

VSIGX:

-6.95%

Returns By Period

In the year-to-date period, VSBSX achieves a 2.02% return, which is significantly lower than VSIGX's 3.27% return. Over the past 10 years, VSBSX has outperformed VSIGX with an annualized return of 1.36%, while VSIGX has yielded a comparatively lower 1.05% annualized return.


VSBSX

YTD

2.02%

1M

0.66%

6M

2.46%

1Y

6.09%

5Y*

0.97%

10Y*

1.36%

VSIGX

YTD

3.27%

1M

0.83%

6M

2.37%

1Y

7.48%

5Y*

-1.23%

10Y*

1.05%

*Annualized

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VSBSX vs. VSIGX - Expense Ratio Comparison

Both VSBSX and VSIGX have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for VSBSX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSBSX: 0.07%
Expense ratio chart for VSIGX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSIGX: 0.07%

Risk-Adjusted Performance

VSBSX vs. VSIGX — 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 9898
Overall Rank
The Sharpe Ratio Rank of VSBSX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of VSBSX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of VSBSX is 9898
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

VSIGX
The Risk-Adjusted Performance Rank of VSIGX is 8383
Overall Rank
The Sharpe Ratio Rank of VSIGX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VSIGX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of VSIGX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of VSIGX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VSIGX is 8080
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. VSIGX - 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 Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX). 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.


The chart of Sharpe ratio for VSBSX, currently valued at 3.76, compared to the broader market-1.000.001.002.003.00
VSBSX: 3.76
VSIGX: 1.65
The chart of Sortino ratio for VSBSX, currently valued at 6.26, compared to the broader market-2.000.002.004.006.008.00
VSBSX: 6.26
VSIGX: 2.55
The chart of Omega ratio for VSBSX, currently valued at 1.90, compared to the broader market0.501.001.502.002.503.00
VSBSX: 1.90
VSIGX: 1.30
The chart of Calmar ratio for VSBSX, currently valued at 4.07, compared to the broader market0.002.004.006.008.0010.00
VSBSX: 4.07
VSIGX: 0.55
The chart of Martin ratio for VSBSX, currently valued at 18.65, compared to the broader market0.0010.0020.0030.0040.0050.00
VSBSX: 18.65
VSIGX: 3.85

The current VSBSX Sharpe Ratio is 3.76, which is higher than the VSIGX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of VSBSX and VSIGX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
3.76
1.65
VSBSX
VSIGX

Dividends

VSBSX vs. VSIGX - Dividend Comparison

VSBSX's dividend yield for the trailing twelve months is around 4.13%, more than VSIGX's 3.67% yield.


TTM20242023202220212020201920182017201620152014
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
4.13%4.15%3.29%1.12%0.33%1.11%2.27%1.80%1.09%0.81%0.67%0.40%
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
3.67%3.64%2.70%1.70%1.11%1.51%2.21%2.06%1.67%1.56%1.66%1.56%

Drawdowns

VSBSX vs. VSIGX - Drawdown Comparison

The maximum VSBSX drawdown since its inception was -6.54%, smaller than the maximum VSIGX drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for VSBSX and VSIGX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril0
-6.95%
VSBSX
VSIGX

Volatility

VSBSX vs. VSIGX - Volatility Comparison

The current volatility for Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) is 0.69%, while Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) has a volatility of 1.78%. This indicates that VSBSX experiences smaller price fluctuations and is considered to be less risky than VSIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
0.69%
1.78%
VSBSX
VSIGX