PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VSGDX vs. TRVLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0-0.2

Performance

VSGDX vs. TRVLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and T. Rowe Price Value Fund (TRVLX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.18%
-4.65%
VSGDX
TRVLX

Key characteristics

Sharpe Ratio

VSGDX:

1.56

TRVLX:

0.59

Sortino Ratio

VSGDX:

2.37

TRVLX:

0.78

Omega Ratio

VSGDX:

1.31

TRVLX:

1.13

Calmar Ratio

VSGDX:

1.04

TRVLX:

0.51

Martin Ratio

VSGDX:

6.59

TRVLX:

2.69

Ulcer Index

VSGDX:

0.58%

TRVLX:

2.85%

Daily Std Dev

VSGDX:

2.48%

TRVLX:

13.08%

Max Drawdown

VSGDX:

-8.19%

TRVLX:

-60.22%

Current Drawdown

VSGDX:

-1.17%

TRVLX:

-13.85%

Returns By Period

In the year-to-date period, VSGDX achieves a 3.45% return, which is significantly lower than TRVLX's 6.68% return. Over the past 10 years, VSGDX has underperformed TRVLX with an annualized return of 1.25%, while TRVLX has yielded a comparatively higher 8.35% annualized return.


VSGDX

YTD

3.45%

1M

-0.00%

6M

2.18%

1Y

3.85%

5Y*

0.96%

10Y*

1.25%

TRVLX

YTD

6.68%

1M

-12.99%

6M

-4.65%

1Y

7.34%

5Y*

8.80%

10Y*

8.35%

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. TRVLX - Expense Ratio Comparison

VSGDX has a 0.10% expense ratio, which is lower than TRVLX's 0.65% expense ratio.


TRVLX
T. Rowe Price Value Fund
Expense ratio chart for TRVLX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
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. 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.


Sharpe ratio
The chart of Sharpe ratio for VSGDX, currently valued at 1.56, compared to the broader market-1.000.001.002.003.004.001.560.59
The chart of Sortino ratio for VSGDX, currently valued at 2.37, compared to the broader market-2.000.002.004.006.008.0010.002.370.78
The chart of Omega ratio for VSGDX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.311.13
The chart of Calmar ratio for VSGDX, currently valued at 1.04, compared to the broader market0.002.004.006.008.0010.0012.001.040.51
The chart of Martin ratio for VSGDX, currently valued at 6.59, compared to the broader market0.0020.0040.0060.006.592.69
VSGDX
TRVLX

The current VSGDX Sharpe Ratio is 1.56, which is higher than the TRVLX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of VSGDX and TRVLX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.56
0.59
VSGDX
TRVLX

Dividends

VSGDX vs. TRVLX - Dividend Comparison

VSGDX's dividend yield for the trailing twelve months is around 3.27%, while TRVLX has not paid dividends to shareholders.


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%
TRVLX
T. Rowe Price Value Fund
0.00%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.17%
-13.85%
VSGDX
TRVLX

Volatility

VSGDX vs. TRVLX - Volatility Comparison

The current volatility for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) is 0.51%, while T. Rowe Price Value Fund (TRVLX) has a volatility of 8.69%. 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.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
0.51%
8.69%
VSGDX
TRVLX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab