VSGDX vs. VITAX
Compare and contrast key facts about Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX).
VSGDX is managed by Vanguard. It was launched on Feb 12, 2001. VITAX is a passively managed fund by Vanguard that tracks the performance of the MSCI US IMI Info Technology 25/50. It was launched on Mar 25, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSGDX or VITAX.
Key characteristics
| VSGDX | VITAX | |
|---|---|---|
| YTD Return | 3.55% | 28.75% |
| 1Y Return | 5.74% | 37.45% |
| 3Y Return (Ann) | 0.45% | 12.20% |
| 5Y Return (Ann) | 0.98% | 22.66% |
| 10Y Return (Ann) | 1.24% | 20.88% |
| Sharpe Ratio | 2.35 | 1.93 |
| Sortino Ratio | 3.79 | 2.49 |
| Omega Ratio | 1.49 | 1.34 |
| Calmar Ratio | 1.14 | 2.67 |
| Martin Ratio | 12.59 | 9.63 |
| Ulcer Index | 0.50% | 4.23% |
| Daily Std Dev | 2.66% | 21.17% |
| Max Drawdown | -8.19% | -54.81% |
| Current Drawdown | -1.08% | -0.86% |
Correlation
The correlation between VSGDX and VITAX is -0.15. 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.
Performance
VSGDX vs. VITAX - Performance Comparison
In the year-to-date period, VSGDX achieves a 3.55% return, which is significantly lower than VITAX's 28.75% return. Over the past 10 years, VSGDX has underperformed VITAX with an annualized return of 1.24%, while VITAX has yielded a comparatively higher 20.88% 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. VITAX - Expense Ratio Comparison
Both VSGDX and VITAX 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. VITAX - 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 Information Technology Index Fund Admiral Shares (VITAX). 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. VITAX - Dividend Comparison
VSGDX's dividend yield for the trailing twelve months is around 3.56%, more than VITAX's 0.60% 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% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.30% | 0.99% | 1.31% | 1.28% | 1.12% | 1.04% |
Drawdowns
VSGDX vs. VITAX - Drawdown Comparison
The maximum VSGDX drawdown since its inception was -8.19%, smaller than the maximum VITAX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for VSGDX and VITAX. For additional features, visit the drawdowns tool.
Volatility
VSGDX vs. VITAX - Volatility Comparison
The current volatility for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) is 0.68%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 5.97%. This indicates that VSGDX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.