VSGDX vs. VBTLX
Compare and contrast key facts about Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
VSGDX is managed by Vanguard. It was launched on Feb 12, 2001. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSGDX or VBTLX.
Key characteristics
| VSGDX | VBTLX | |
|---|---|---|
| YTD Return | 3.55% | 2.01% |
| 1Y Return | 6.38% | 8.52% |
| 3Y Return (Ann) | 0.45% | -2.21% |
| 5Y Return (Ann) | 1.00% | -0.12% |
| 10Y Return (Ann) | 1.24% | 1.42% |
| Sharpe Ratio | 2.35 | 1.52 |
| Sortino Ratio | 3.79 | 2.27 |
| Omega Ratio | 1.49 | 1.28 |
| Calmar Ratio | 1.08 | 0.55 |
| Martin Ratio | 12.86 | 5.30 |
| Ulcer Index | 0.49% | 1.65% |
| Daily Std Dev | 2.66% | 5.76% |
| Max Drawdown | -8.19% | -19.05% |
| Current Drawdown | -1.08% | -8.70% |
Correlation
The correlation between VSGDX and VBTLX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VSGDX vs. VBTLX - Performance Comparison
In the year-to-date period, VSGDX achieves a 3.55% return, which is significantly higher than VBTLX's 2.01% return. Over the past 10 years, VSGDX has underperformed VBTLX with an annualized return of 1.24%, while VBTLX has yielded a comparatively higher 1.42% 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. VBTLX - Expense Ratio Comparison
VSGDX has a 0.10% expense ratio, which is higher than VBTLX's 0.05% 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
VSGDX vs. VBTLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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. VBTLX - Dividend Comparison
VSGDX's dividend yield for the trailing twelve months is around 3.56%, which matches VBTLX's 3.58% 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% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.58% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% | 2.56% |
Drawdowns
VSGDX vs. VBTLX - Drawdown Comparison
The maximum VSGDX drawdown since its inception was -8.19%, smaller than the maximum VBTLX drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for VSGDX and VBTLX. For additional features, visit the drawdowns tool.
Volatility
VSGDX vs. VBTLX - Volatility Comparison
The current volatility for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) is 0.68%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.67%. This indicates that VSGDX experiences smaller price fluctuations and is considered to be less risky than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.