PortfoliosLab logoPortfoliosLab logo
VSDB vs. VXUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSDB vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short Duration Bond ETF Shares (VSDB) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VSDB vs. VXUS - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VSDB achieves a 0.21% return, which is significantly lower than VXUS's 2.32% return.


VSDB

1D
0.28%
1M
-0.89%
YTD
0.21%
6M
1.62%
1Y
3Y*
5Y*
10Y*

VXUS

1D
3.32%
1M
-7.90%
YTD
2.32%
6M
7.01%
1Y
28.12%
3Y*
15.50%
5Y*
7.32%
10Y*
8.91%
*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.


VSDB vs. VXUS - Expense Ratio Comparison

VSDB has a 0.15% expense ratio, which is higher than VXUS's 0.05% expense ratio. However, 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

VSDB vs. VXUS — Risk / Return Rank

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

VSDB

VXUS
VXUS Risk / Return Rank: 8686
Overall Rank
VXUS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 8787
Sortino Ratio Rank
VXUS Omega Ratio Rank: 8787
Omega Ratio Rank
VXUS Calmar Ratio Rank: 8686
Calmar Ratio Rank
VXUS Martin Ratio Rank: 8585
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.

VSDB vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short Duration Bond ETF Shares (VSDB) and Vanguard Total International Stock ETF (VXUS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VSDB vs. VXUS - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


VSDBVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

2.70

0.35

+2.36

Correlation

The correlation between VSDB and VXUS is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VSDB vs. VXUS - Dividend Comparison

VSDB's dividend yield for the trailing twelve months is around 3.82%, more than VXUS's 2.97% yield.


TTM20252024202320222021202020192018201720162015
VSDB
Vanguard Short Duration Bond ETF Shares
3.82%3.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.97%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Drawdowns

VSDB vs. VXUS - Drawdown Comparison

The maximum VSDB drawdown since its inception was -1.42%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VSDB and VXUS.


Loading graphics...

Drawdown Indicators


VSDBVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-1.42%

-35.97%

+34.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-0.89%

-8.33%

+7.44%

Average Drawdown

Average peak-to-trough decline

-0.17%

-8.29%

+8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

Volatility

VSDB vs. VXUS - Volatility Comparison


Loading graphics...

Volatility by Period


VSDBVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.50%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

17.19%

-15.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

15.82%

-13.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

17.09%

-15.18%