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

Correlation

The correlation between VSGDX and AHITX is 0.11, 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.


-0.50.00.51.00.1

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.

0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.18%
4.52%
VSGDX
AHITX

Key characteristics

Sharpe Ratio

VSGDX:

1.56

AHITX:

2.72

Sortino Ratio

VSGDX:

2.37

AHITX:

4.31

Omega Ratio

VSGDX:

1.31

AHITX:

1.59

Calmar Ratio

VSGDX:

1.04

AHITX:

4.93

Martin Ratio

VSGDX:

6.59

AHITX:

18.29

Ulcer Index

VSGDX:

0.58%

AHITX:

0.51%

Daily Std Dev

VSGDX:

2.48%

AHITX:

3.42%

Max Drawdown

VSGDX:

-8.19%

AHITX:

-34.94%

Current Drawdown

VSGDX:

-1.17%

AHITX:

-1.51%

Returns By Period

In the year-to-date period, VSGDX achieves a 3.45% return, which is significantly lower than AHITX's 8.28% return. Over the past 10 years, VSGDX has underperformed AHITX with an annualized return of 1.25%, while AHITX has yielded a comparatively higher 4.97% annualized return.


VSGDX

YTD

3.45%

1M

-0.00%

6M

2.18%

1Y

3.85%

5Y*

0.96%

10Y*

1.25%

AHITX

YTD

8.28%

1M

-0.81%

6M

4.52%

1Y

9.16%

5Y*

5.16%

10Y*

4.97%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VSGDX vs. AHITX - Expense Ratio Comparison

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


AHITX
American Funds American High-Income Trust
Expense ratio chart for AHITX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for VSGDX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VSGDX, currently valued at 1.56, compared to the broader market-1.000.001.002.003.004.001.562.72
The chart of Sortino ratio for VSGDX, currently valued at 2.37, compared to the broader market-2.000.002.004.006.008.0010.002.374.31
The chart of Omega ratio for VSGDX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.311.59
The chart of Calmar ratio for VSGDX, currently valued at 1.04, compared to the broader market0.002.004.006.008.0010.0012.001.044.93
The chart of Martin ratio for VSGDX, currently valued at 6.59, compared to the broader market0.0020.0040.0060.006.5918.29
VSGDX
AHITX

The current VSGDX Sharpe Ratio is 1.56, which is lower than the AHITX Sharpe Ratio of 2.72. 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.56
2.72
VSGDX
AHITX

Dividends

VSGDX vs. AHITX - Dividend Comparison

VSGDX's dividend yield for the trailing twelve months is around 3.27%, less than AHITX's 5.75% yield.


TTM20232022202120202019201820172016201520142013
VSGDX
Vanguard Short-Term Federal Fund Admiral Shares
3.27%3.42%1.77%0.58%1.40%2.41%2.02%1.41%1.18%0.97%0.71%0.64%
AHITX
American Funds American High-Income Trust
5.75%6.43%5.52%4.28%5.81%6.19%6.31%5.47%5.60%6.95%6.37%6.27%

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.


-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.17%
-1.51%
VSGDX
AHITX

Volatility

VSGDX vs. AHITX - Volatility Comparison

The current volatility for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) is 0.51%, while American Funds American High-Income Trust (AHITX) has a volatility of 0.90%. 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.


0.40%0.60%0.80%1.00%1.20%1.40%JulyAugustSeptemberOctoberNovemberDecember
0.51%
0.90%
VSGDX
AHITX
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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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