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

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.


-0.50.00.51.00.8

Performance

VSGDX vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.19%
0.69%
VSGDX
VBTLX

Key characteristics

Sharpe Ratio

VSGDX:

1.56

VBTLX:

0.21

Sortino Ratio

VSGDX:

2.37

VBTLX:

0.33

Omega Ratio

VSGDX:

1.31

VBTLX:

1.04

Calmar Ratio

VSGDX:

1.04

VBTLX:

0.08

Martin Ratio

VSGDX:

6.59

VBTLX:

0.57

Ulcer Index

VSGDX:

0.58%

VBTLX:

1.97%

Daily Std Dev

VSGDX:

2.48%

VBTLX:

5.46%

Max Drawdown

VSGDX:

-8.19%

VBTLX:

-19.05%

Current Drawdown

VSGDX:

-1.17%

VBTLX:

-10.03%

Returns By Period

In the year-to-date period, VSGDX achieves a 3.45% return, which is significantly higher than VBTLX's 0.52% return. Both investments have delivered pretty close results over the past 10 years, with VSGDX having a 1.25% annualized return and VBTLX not far ahead at 1.27%.


VSGDX

YTD

3.45%

1M

-0.00%

6M

2.18%

1Y

3.85%

5Y*

0.96%

10Y*

1.25%

VBTLX

YTD

0.52%

1M

-0.84%

6M

0.69%

1Y

1.13%

5Y*

-0.49%

10Y*

1.27%

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. 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%.


VSGDX
Vanguard Short-Term Federal Fund Admiral Shares
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%
Expense ratio chart for VBTLX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

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.


Sharpe ratio
The chart of Sharpe ratio for VSGDX, currently valued at 1.56, compared to the broader market-1.000.001.002.003.004.001.560.21
The chart of Sortino ratio for VSGDX, currently valued at 2.37, compared to the broader market-2.000.002.004.006.008.0010.002.370.33
The chart of Omega ratio for VSGDX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.311.04
The chart of Calmar ratio for VSGDX, currently valued at 1.04, compared to the broader market0.002.004.006.008.0010.0012.001.040.08
The chart of Martin ratio for VSGDX, currently valued at 6.59, compared to the broader market0.0020.0040.0060.006.590.57
VSGDX
VBTLX

The current VSGDX Sharpe Ratio is 1.56, which is higher than the VBTLX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of VSGDX and VBTLX, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.56
0.21
VSGDX
VBTLX

Dividends

VSGDX vs. VBTLX - Dividend Comparison

VSGDX's dividend yield for the trailing twelve months is around 3.27%, less than VBTLX's 3.35% 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%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.35%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.17%
-10.03%
VSGDX
VBTLX

Volatility

VSGDX vs. VBTLX - Volatility Comparison

The current volatility for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) is 0.51%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.57%. 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.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
0.51%
1.57%
VSGDX
VBTLX
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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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