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VSGDX vs. VTAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSGDX vs. VTAPX - 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 Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). The values are adjusted to include any dividend payments, if applicable.

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VSGDX vs. VTAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSGDX
Vanguard Short-Term Federal Fund Admiral Shares
0.15%5.94%4.26%3.92%-5.22%-0.58%4.46%4.21%1.37%0.80%
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
0.97%6.03%4.73%4.59%-2.84%5.26%4.97%4.85%0.53%0.82%

Returns By Period

In the year-to-date period, VSGDX achieves a 0.15% return, which is significantly lower than VTAPX's 0.97% return. Over the past 10 years, VSGDX has underperformed VTAPX with an annualized return of 1.89%, while VTAPX has yielded a comparatively higher 3.05% annualized return.


VSGDX

1D
0.10%
1M
-0.68%
YTD
0.15%
6M
1.23%
1Y
4.04%
3Y*
4.31%
5Y*
1.67%
10Y*
1.89%

VTAPX

1D
0.00%
1M
0.08%
YTD
0.97%
6M
1.23%
1Y
3.86%
3Y*
4.67%
5Y*
3.47%
10Y*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSGDX vs. VTAPX - Expense Ratio Comparison

VSGDX has a 0.10% expense ratio, which is higher than VTAPX's 0.06% 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%.


Return for Risk

VSGDX vs. VTAPX — Risk / Return Rank

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

VSGDX
VSGDX Risk / Return Rank: 9292
Overall Rank
VSGDX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VSGDX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VSGDX Omega Ratio Rank: 8787
Omega Ratio Rank
VSGDX Calmar Ratio Rank: 9595
Calmar Ratio Rank
VSGDX Martin Ratio Rank: 9393
Martin Ratio Rank

VTAPX
VTAPX Risk / Return Rank: 9595
Overall Rank
VTAPX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VTAPX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VTAPX Omega Ratio Rank: 9393
Omega Ratio Rank
VTAPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VTAPX Martin Ratio Rank: 9696
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. VTAPX - 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 Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX). 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.


VSGDXVTAPXDifference

Sharpe ratio

Return per unit of total volatility

1.83

2.18

-0.35

Sortino ratio

Return per unit of downside risk

3.09

3.25

-0.16

Omega ratio

Gain probability vs. loss probability

1.38

1.47

-0.09

Calmar ratio

Return relative to maximum drawdown

3.30

4.43

-1.12

Martin ratio

Return relative to average drawdown

12.08

13.99

-1.92

VSGDX vs. VTAPX - Sharpe Ratio Comparison

The current VSGDX Sharpe Ratio is 1.83, which is comparable to the VTAPX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of VSGDX and VTAPX, 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


VSGDXVTAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.18

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

1.31

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

1.37

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

1.04

+0.20

Correlation

The correlation between VSGDX and VTAPX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VSGDX vs. VTAPX - Dividend Comparison

VSGDX's dividend yield for the trailing twelve months is around 3.57%, which matches VTAPX's 3.55% yield.


TTM20252024202320222021202020192018201720162015
VSGDX
Vanguard Short-Term Federal Fund Admiral Shares
3.57%3.79%3.56%3.42%1.78%1.45%1.78%2.42%2.02%1.46%1.43%1.30%
VTAPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares
3.55%3.78%2.68%2.84%6.82%4.67%1.19%1.94%2.45%1.52%0.76%0.00%

Drawdowns

VSGDX vs. VTAPX - Drawdown Comparison

The maximum VSGDX drawdown since its inception was -7.29%, which is greater than VTAPX's maximum drawdown of -5.33%. Use the drawdown chart below to compare losses from any high point for VSGDX and VTAPX.


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Drawdown Indicators


VSGDXVTAPXDifference

Max Drawdown

Largest peak-to-trough decline

-7.29%

-5.33%

-1.96%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

-0.92%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-7.29%

-5.33%

-1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-7.29%

-5.33%

-1.96%

Current Drawdown

Current decline from peak

-0.87%

-0.28%

-0.59%

Average Drawdown

Average peak-to-trough decline

-0.73%

-1.04%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.29%

+0.08%

Volatility

VSGDX vs. VTAPX - Volatility Comparison

Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) has a higher volatility of 0.74% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares (VTAPX) at 0.59%. This indicates that VSGDX's price experiences larger fluctuations and is considered to be riskier than VTAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSGDXVTAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

0.59%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

0.96%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

2.25%

1.79%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.64%

2.67%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.14%

2.23%

-0.09%