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VSGBX vs. VUSB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSGBX and VUSB is -0.80. 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

VSGBX vs. VUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Federal Fund Investor Shares (VSGBX) and Vanguard Ultra-Short Bond ETF (VUSB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

VSGBX:

2.92%

VUSB:

0.80%

Max Drawdown

VSGBX:

-0.29%

VUSB:

-0.06%

Current Drawdown

VSGBX:

-0.29%

VUSB:

0.00%

Returns By Period


VSGBX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VUSB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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VSGBX vs. VUSB - Expense Ratio Comparison

VSGBX has a 0.20% expense ratio, which is higher than VUSB's 0.10% 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%.


Risk-Adjusted Performance

VSGBX vs. VUSB — Risk-Adjusted Performance Rank

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

VSGBX
The Risk-Adjusted Performance Rank of VSGBX is 9595
Overall Rank
The Sharpe Ratio Rank of VSGBX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of VSGBX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of VSGBX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of VSGBX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VSGBX is 9595
Martin Ratio Rank

VUSB
The Risk-Adjusted Performance Rank of VUSB is 9999
Overall Rank
The Sharpe Ratio Rank of VUSB is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSB is 9999
Sortino Ratio Rank
The Omega Ratio Rank of VUSB is 9999
Omega Ratio Rank
The Calmar Ratio Rank of VUSB is 9999
Calmar Ratio Rank
The Martin Ratio Rank of VUSB is 9999
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.

VSGBX vs. VUSB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Federal Fund Investor Shares (VSGBX) and Vanguard Ultra-Short Bond ETF (VUSB). 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

VSGBX vs. VUSB - Dividend Comparison

VSGBX's dividend yield for the trailing twelve months is around 3.14%, less than VUSB's 5.02% yield.


TTM20242023202220212020201920182017201620152014
VSGBX
Vanguard Short-Term Federal Fund Investor Shares
3.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSB
Vanguard Ultra-Short Bond ETF
5.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VSGBX vs. VUSB - Drawdown Comparison

The maximum VSGBX drawdown since its inception was -0.29%, which is greater than VUSB's maximum drawdown of -0.06%. Use the drawdown chart below to compare losses from any high point for VSGBX and VUSB. For additional features, visit the drawdowns tool.


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Volatility

VSGBX vs. VUSB - Volatility Comparison


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