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

Correlation

The correlation between VSGDX and VFIRX is 0.82, 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. VFIRX - 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 Short-Term Treasury Fund Admiral Shares (VFIRX). The values are adjusted to include any dividend payments, if applicable.

0.00%0.50%1.00%1.50%SeptemberOctoberNovemberDecember2025February
1.48%
1.12%
VSGDX
VFIRX

Key characteristics

Sharpe Ratio

VSGDX:

2.25

VFIRX:

1.99

Sortino Ratio

VSGDX:

3.60

VFIRX:

3.36

Omega Ratio

VSGDX:

1.46

VFIRX:

1.43

Calmar Ratio

VSGDX:

1.43

VFIRX:

1.19

Martin Ratio

VSGDX:

10.39

VFIRX:

8.48

Ulcer Index

VSGDX:

0.51%

VFIRX:

0.57%

Daily Std Dev

VSGDX:

2.36%

VFIRX:

2.42%

Max Drawdown

VSGDX:

-8.19%

VFIRX:

-8.06%

Current Drawdown

VSGDX:

0.00%

VFIRX:

-0.20%

Returns By Period

In the year-to-date period, VSGDX achieves a 0.59% return, which is significantly higher than VFIRX's 0.36% return. Over the past 10 years, VSGDX has outperformed VFIRX with an annualized return of 1.35%, while VFIRX has yielded a comparatively lower 1.13% annualized return.


VSGDX

YTD

0.59%

1M

0.49%

6M

1.49%

1Y

5.30%

5Y*

1.02%

10Y*

1.35%

VFIRX

YTD

0.36%

1M

0.36%

6M

1.12%

1Y

4.81%

5Y*

0.80%

10Y*

1.13%

*Annualized

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VSGDX vs. VFIRX - Expense Ratio Comparison

Both VSGDX and VFIRX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically 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 VFIRX: 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. VFIRX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSGDX
The Risk-Adjusted Performance Rank of VSGDX is 8787
Overall Rank
The Sharpe Ratio Rank of VSGDX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of VSGDX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of VSGDX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of VSGDX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VSGDX is 8888
Martin Ratio Rank

VFIRX
The Risk-Adjusted Performance Rank of VFIRX is 8484
Overall Rank
The Sharpe Ratio Rank of VFIRX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIRX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of VFIRX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VFIRX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VFIRX is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VSGDX vs. VFIRX - 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 Short-Term Treasury Fund Admiral Shares (VFIRX). 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 2.25, compared to the broader market-1.000.001.002.003.004.002.251.99
The chart of Sortino ratio for VSGDX, currently valued at 3.60, compared to the broader market0.002.004.006.008.0010.0012.003.603.36
The chart of Omega ratio for VSGDX, currently valued at 1.46, compared to the broader market1.002.003.004.001.461.43
The chart of Calmar ratio for VSGDX, currently valued at 1.43, compared to the broader market0.005.0010.0015.0020.001.431.19
The chart of Martin ratio for VSGDX, currently valued at 10.39, compared to the broader market0.0020.0040.0060.0080.0010.398.48
VSGDX
VFIRX

The current VSGDX Sharpe Ratio is 2.25, which is comparable to the VFIRX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of VSGDX and VFIRX, 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 Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.25
1.99
VSGDX
VFIRX

Dividends

VSGDX vs. VFIRX - Dividend Comparison

VSGDX's dividend yield for the trailing twelve months is around 3.56%, less than VFIRX's 4.49% yield.


TTM20242023202220212020201920182017201620152014
VSGDX
Vanguard Short-Term Federal Fund Admiral Shares
3.56%3.57%3.42%1.77%0.58%1.40%2.41%2.02%1.41%1.18%0.97%0.71%
VFIRX
Vanguard Short-Term Treasury Fund Admiral Shares
4.49%4.49%4.07%2.01%0.43%0.86%2.49%2.21%1.27%1.00%0.79%0.61%

Drawdowns

VSGDX vs. VFIRX - Drawdown Comparison

The maximum VSGDX drawdown since its inception was -8.19%, roughly equal to the maximum VFIRX drawdown of -8.06%. Use the drawdown chart below to compare losses from any high point for VSGDX and VFIRX. For additional features, visit the drawdowns tool.


-1.40%-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%SeptemberOctoberNovemberDecember2025February0
-0.20%
VSGDX
VFIRX

Volatility

VSGDX vs. VFIRX - Volatility Comparison

The current volatility for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) is 0.53%, while Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) has a volatility of 0.62%. This indicates that VSGDX experiences smaller price fluctuations and is considered to be less risky than VFIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%0.60%0.70%0.80%0.90%1.00%1.10%SeptemberOctoberNovemberDecember2025February
0.53%
0.62%
VSGDX
VFIRX
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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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