VSGDX vs. VFIRX
Compare and contrast key facts about Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX).
VSGDX is managed by Vanguard. It was launched on Feb 12, 2001. VFIRX is managed by Vanguard. It was launched on Feb 13, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSGDX or VFIRX.
Key characteristics
| VSGDX | VFIRX | |
|---|---|---|
| YTD Return | 3.65% | 3.23% |
| 1Y Return | 6.37% | 5.80% |
| 3Y Return (Ann) | 0.39% | 0.55% |
| 5Y Return (Ann) | 1.04% | 0.82% |
| 10Y Return (Ann) | 1.26% | 1.04% |
| Sharpe Ratio | 2.26 | 2.08 |
| Sortino Ratio | 3.60 | 3.52 |
| Omega Ratio | 1.47 | 1.46 |
| Calmar Ratio | 1.05 | 0.97 |
| Martin Ratio | 12.53 | 10.54 |
| Ulcer Index | 0.48% | 0.53% |
| Daily Std Dev | 2.68% | 2.68% |
| Max Drawdown | -8.19% | -8.06% |
| Current Drawdown | -0.98% | -1.16% |
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.
Performance
VSGDX vs. VFIRX - Performance Comparison
In the year-to-date period, VSGDX achieves a 3.65% return, which is significantly higher than VFIRX's 3.23% return. Over the past 10 years, VSGDX has outperformed VFIRX with an annualized return of 1.26%, while VFIRX has yielded a comparatively lower 1.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. 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%.
Risk-Adjusted Performance
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.
Dividends
VSGDX vs. VFIRX - Dividend Comparison
VSGDX's dividend yield for the trailing twelve months is around 3.56%, less than VFIRX's 4.50% 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% |
VFIRX Vanguard Short-Term Treasury Fund Admiral Shares | 4.50% | 4.07% | 2.01% | 0.43% | 0.86% | 2.49% | 2.21% | 1.27% | 1.00% | 0.79% | 0.61% | 0.47% |
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.
Volatility
VSGDX vs. VFIRX - Volatility Comparison
Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) has a higher volatility of 0.68% compared to Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) at 0.61%. This indicates that VSGDX's price experiences larger fluctuations and is considered to be riskier than VFIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.