VSGDX vs. TRVLX
Compare and contrast key facts about Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and T. Rowe Price Value Fund (TRVLX).
VSGDX is managed by Vanguard. It was launched on Feb 12, 2001. TRVLX is managed by T. Rowe Price.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSGDX or TRVLX.
Key characteristics
| VSGDX | TRVLX | |
|---|---|---|
| YTD Return | 3.65% | 21.32% |
| 1Y Return | 6.37% | 34.26% |
| 3Y Return (Ann) | 0.39% | 6.59% |
| 5Y Return (Ann) | 1.04% | 12.46% |
| 10Y Return (Ann) | 1.26% | 10.07% |
| Sharpe Ratio | 2.26 | 3.24 |
| Sortino Ratio | 3.60 | 4.58 |
| Omega Ratio | 1.47 | 1.60 |
| Calmar Ratio | 1.05 | 3.22 |
| Martin Ratio | 12.53 | 21.39 |
| Ulcer Index | 0.48% | 1.56% |
| Daily Std Dev | 2.68% | 10.31% |
| Max Drawdown | -8.19% | -60.22% |
| Current Drawdown | -0.98% | 0.00% |
Correlation
The correlation between VSGDX and TRVLX is -0.20. 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. TRVLX - Performance Comparison
In the year-to-date period, VSGDX achieves a 3.65% return, which is significantly lower than TRVLX's 21.32% return. Over the past 10 years, VSGDX has underperformed TRVLX with an annualized return of 1.26%, while TRVLX has yielded a comparatively higher 10.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSGDX vs. TRVLX - Expense Ratio Comparison
VSGDX has a 0.10% expense ratio, which is lower than TRVLX's 0.65% expense ratio.
Risk-Adjusted Performance
VSGDX vs. TRVLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and T. Rowe Price Value Fund (TRVLX). 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.
Dividends
VSGDX vs. TRVLX - Dividend Comparison
VSGDX's dividend yield for the trailing twelve months is around 3.56%, more than TRVLX's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSGDX Vanguard Short-Term Federal Fund Admiral Shares | 3.56% | 3.42% | 1.77% | 0.58% | 1.40% | 2.41% | 2.02% | 1.41% | 1.18% | 0.97% | 0.71% | 0.64% |
TRVLX T. Rowe Price Value Fund | 1.09% | 1.33% | 1.39% | 0.75% | 0.68% | 1.69% | 1.77% | 1.31% | 1.66% | 2.08% | 1.24% | 1.21% |
Drawdowns
VSGDX vs. TRVLX - Drawdown Comparison
The maximum VSGDX drawdown since its inception was -8.19%, smaller than the maximum TRVLX drawdown of -60.22%. Use the drawdown chart below to compare losses from any high point for VSGDX and TRVLX. For additional features, visit the drawdowns tool.
Volatility
VSGDX vs. TRVLX - Volatility Comparison
The current volatility for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) is 0.68%, while T. Rowe Price Value Fund (TRVLX) has a volatility of 3.55%. This indicates that VSGDX experiences smaller price fluctuations and is considered to be less risky than TRVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.