VUBFX vs. USFR
Compare and contrast key facts about Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR).
VUBFX is managed by Vanguard. It was launched on Feb 24, 2015. USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUBFX or USFR.
Key characteristics
| VUBFX | USFR | |
|---|---|---|
| YTD Return | 4.90% | 4.73% |
| 1Y Return | 6.09% | 5.32% |
| 3Y Return (Ann) | 3.23% | 3.95% |
| 5Y Return (Ann) | 2.42% | 2.51% |
| Sharpe Ratio | 6.22 | 14.85 |
| Sortino Ratio | 12.31 | 54.03 |
| Omega Ratio | 3.68 | 13.16 |
| Calmar Ratio | 31.72 | 88.94 |
| Martin Ratio | 138.48 | 757.73 |
| Ulcer Index | 0.05% | 0.01% |
| Daily Std Dev | 1.01% | 0.36% |
| Max Drawdown | -1.86% | -1.36% |
| Current Drawdown | -0.00% | 0.00% |
Correlation
The correlation between VUBFX and USFR is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VUBFX vs. USFR - Performance Comparison
The year-to-date returns for both stocks are quite close, with VUBFX having a 4.90% return and USFR slightly lower at 4.73%. 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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VUBFX vs. USFR - Expense Ratio Comparison
VUBFX has a 0.20% expense ratio, which is higher than USFR's 0.15% 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%.
Risk-Adjusted Performance
VUBFX vs. USFR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). 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
VUBFX vs. USFR - Dividend Comparison
VUBFX's dividend yield for the trailing twelve months is around 4.99%, less than USFR's 5.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUBFX Vanguard Ultra-Short-Term Bond Fund Investor Shares | 4.99% | 4.05% | 1.28% | 0.53% | 1.53% | 2.57% | 2.13% | 1.41% | 0.98% | 0.49% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.30% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.04% | 0.29% | 0.00% |
Drawdowns
VUBFX vs. USFR - Drawdown Comparison
The maximum VUBFX drawdown since its inception was -1.86%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for VUBFX and USFR. For additional features, visit the drawdowns tool.
Volatility
VUBFX vs. USFR - Volatility Comparison
Vanguard Ultra-Short-Term Bond Fund Investor Shares (VUBFX) has a higher volatility of 0.25% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.10%. This indicates that VUBFX's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.