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VSGDX vs. VITAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSGDX vs. VITAX - 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 Information Technology Index Fund Admiral Shares (VITAX). The values are adjusted to include any dividend payments, if applicable.

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VSGDX vs. VITAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSGDX
Vanguard Short-Term Federal Fund Admiral Shares
0.06%5.94%4.26%3.92%-5.22%-0.58%4.46%4.21%1.37%0.80%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
-11.14%21.78%29.26%52.69%-29.67%30.36%45.93%48.72%2.51%37.07%

Returns By Period

In the year-to-date period, VSGDX achieves a 0.06% return, which is significantly higher than VITAX's -11.14% return. Over the past 10 years, VSGDX has underperformed VITAX with an annualized return of 1.88%, while VITAX has yielded a comparatively higher 20.84% annualized return.


VSGDX

1D
0.29%
1M
-0.96%
YTD
0.06%
6M
1.23%
1Y
3.94%
3Y*
4.28%
5Y*
1.65%
10Y*
1.88%

VITAX

1D
-1.79%
1M
-7.83%
YTD
-11.14%
6M
-10.25%
1Y
23.94%
3Y*
20.87%
5Y*
14.06%
10Y*
20.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

VSGDX vs. VITAX — Risk / Return Rank

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

VSGDX
VSGDX Risk / Return Rank: 9393
Overall Rank
VSGDX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VSGDX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VSGDX Omega Ratio Rank: 9090
Omega Ratio Rank
VSGDX Calmar Ratio Rank: 9595
Calmar Ratio Rank
VSGDX Martin Ratio Rank: 9494
Martin Ratio Rank

VITAX
VITAX Risk / Return Rank: 4747
Overall Rank
VITAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VITAX Sortino Ratio Rank: 5252
Sortino Ratio Rank
VITAX Omega Ratio Rank: 4848
Omega Ratio Rank
VITAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VITAX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSGDX vs. VITAX - Risk-Adjusted Trends 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.


VSGDXVITAXDifference

Sharpe ratio

Return per unit of total volatility

1.94

0.87

+1.07

Sortino ratio

Return per unit of downside risk

3.33

1.39

+1.93

Omega ratio

Gain probability vs. loss probability

1.41

1.19

+0.21

Calmar ratio

Return relative to maximum drawdown

3.38

1.26

+2.13

Martin ratio

Return relative to average drawdown

12.49

3.92

+8.57

VSGDX vs. VITAX - Sharpe Ratio Comparison

The current VSGDX Sharpe Ratio is 1.94, which is higher than the VITAX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of VSGDX and VITAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSGDXVITAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

0.87

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.56

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.85

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

0.59

+0.66

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.


Dividends

VSGDX vs. VITAX - Dividend Comparison

VSGDX's dividend yield for the trailing twelve months is around 3.58%, more than VITAX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
VSGDX
Vanguard Short-Term Federal Fund Admiral Shares
3.58%3.79%3.56%3.42%1.78%1.45%1.78%2.42%2.02%1.46%1.43%1.30%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.46%0.40%0.60%0.65%0.91%0.63%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

VSGDX vs. VITAX - Drawdown Comparison

The maximum VSGDX drawdown since its inception was -7.29%, 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.


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Drawdown Indicators


VSGDXVITAXDifference

Max Drawdown

Largest peak-to-trough decline

-7.29%

-54.81%

+47.52%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

-16.38%

+15.03%

Max Drawdown (5Y)

Largest decline over 5 years

-7.29%

-35.10%

+27.81%

Max Drawdown (10Y)

Largest decline over 10 years

-7.29%

-35.10%

+27.81%

Current Drawdown

Current decline from peak

-0.96%

-16.38%

+15.42%

Average Drawdown

Average peak-to-trough decline

-0.73%

-8.06%

+7.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

5.24%

-4.88%

Volatility

VSGDX vs. VITAX - Volatility Comparison

The current volatility for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) is 0.74%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.70%. 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.


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Volatility by Period


VSGDXVITAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

6.70%

-5.96%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

15.84%

-14.48%

Volatility (1Y)

Calculated over the trailing 1-year period

2.26%

27.38%

-25.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.64%

25.22%

-22.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.14%

24.69%

-22.55%