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VSGDX vs. AHITX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSGDX and AHITX is -0.19. 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

VSGDX vs. AHITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and American Funds American High-Income Trust (AHITX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VSGDX:

2.19

AHITX:

1.90

Sortino Ratio

VSGDX:

3.74

AHITX:

2.67

Omega Ratio

VSGDX:

1.46

AHITX:

1.41

Calmar Ratio

VSGDX:

1.76

AHITX:

1.95

Martin Ratio

VSGDX:

11.19

AHITX:

8.21

Ulcer Index

VSGDX:

0.49%

AHITX:

0.94%

Daily Std Dev

VSGDX:

2.46%

AHITX:

4.09%

Max Drawdown

VSGDX:

-8.19%

AHITX:

-34.94%

Current Drawdown

VSGDX:

-0.97%

AHITX:

-0.80%

Returns By Period

In the year-to-date period, VSGDX achieves a 1.47% return, which is significantly higher than AHITX's 1.19% return. Over the past 10 years, VSGDX has underperformed AHITX with an annualized return of 1.39%, while AHITX has yielded a comparatively higher 4.81% annualized return.


VSGDX

YTD

1.47%

1M

-0.39%

6M

2.18%

1Y

5.37%

5Y*

0.79%

10Y*

1.39%

AHITX

YTD

1.19%

1M

2.31%

6M

1.55%

1Y

7.72%

5Y*

7.97%

10Y*

4.81%

*Annualized

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VSGDX vs. AHITX - Expense Ratio Comparison

VSGDX has a 0.10% expense ratio, which is lower than AHITX's 0.69% expense ratio.


Risk-Adjusted Performance

VSGDX vs. AHITX — Risk-Adjusted Performance Rank

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

VSGDX
The Risk-Adjusted Performance Rank of VSGDX is 9494
Overall Rank
The Sharpe Ratio Rank of VSGDX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of VSGDX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of VSGDX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of VSGDX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of VSGDX is 9595
Martin Ratio Rank

AHITX
The Risk-Adjusted Performance Rank of AHITX is 9292
Overall Rank
The Sharpe Ratio Rank of AHITX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of AHITX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of AHITX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of AHITX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of AHITX is 9292
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.

VSGDX vs. AHITX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and American Funds American High-Income Trust (AHITX). 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 current VSGDX Sharpe Ratio is 2.19, which is comparable to the AHITX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of VSGDX and AHITX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VSGDX vs. AHITX - Dividend Comparison

VSGDX's dividend yield for the trailing twelve months is around 3.53%, less than AHITX's 6.31% yield.


TTM20242023202220212020201920182017201620152014
VSGDX
Vanguard Short-Term Federal Fund Admiral Shares
3.53%3.57%3.42%1.77%0.58%1.40%2.41%2.02%1.41%1.18%0.97%0.71%
AHITX
American Funds American High-Income Trust
6.31%6.25%6.43%5.52%4.28%5.81%6.19%6.31%5.47%5.60%6.95%6.37%

Drawdowns

VSGDX vs. AHITX - Drawdown Comparison

The maximum VSGDX drawdown since its inception was -8.19%, smaller than the maximum AHITX drawdown of -34.94%. Use the drawdown chart below to compare losses from any high point for VSGDX and AHITX. For additional features, visit the drawdowns tool.


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Volatility

VSGDX vs. AHITX - Volatility Comparison

The current volatility for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) is 0.69%, while American Funds American High-Income Trust (AHITX) has a volatility of 1.28%. This indicates that VSGDX experiences smaller price fluctuations and is considered to be less risky than AHITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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