VUSB vs. VONE
Compare and contrast key facts about Vanguard Ultra-Short Bond ETF (VUSB) and Vanguard Russell 1000 ETF (VONE).
VUSB and VONE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUSB is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Treasury Bellwethers 1-Year. It was launched on Apr 5, 2021. VONE is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Index. It was launched on Sep 20, 2010. Both VUSB and VONE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUSB or VONE.
Key characteristics
| VUSB | VONE | |
|---|---|---|
| YTD Return | 4.91% | 26.74% |
| 1Y Return | 6.61% | 40.36% |
| 3Y Return (Ann) | 3.25% | 9.37% |
| Sharpe Ratio | 7.09 | 3.15 |
| Sortino Ratio | 13.98 | 4.18 |
| Omega Ratio | 3.15 | 1.59 |
| Calmar Ratio | 32.42 | 4.59 |
| Martin Ratio | 150.21 | 20.84 |
| Ulcer Index | 0.04% | 1.88% |
| Daily Std Dev | 0.93% | 12.47% |
| Max Drawdown | -1.81% | -34.67% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VUSB and VONE is 0.12, 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
VUSB vs. VONE - Performance Comparison
In the year-to-date period, VUSB achieves a 4.91% return, which is significantly lower than VONE's 26.74% 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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VUSB vs. VONE - Expense Ratio Comparison
VUSB has a 0.10% expense ratio, which is higher than VONE's 0.08% 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
VUSB vs. VONE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short Bond ETF (VUSB) and Vanguard Russell 1000 ETF (VONE). 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
VUSB vs. VONE - Dividend Comparison
VUSB's dividend yield for the trailing twelve months is around 5.16%, more than VONE's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSB Vanguard Ultra-Short Bond ETF | 5.16% | 4.45% | 1.53% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONE Vanguard Russell 1000 ETF | 1.20% | 1.40% | 1.59% | 1.16% | 1.45% | 1.66% | 1.96% | 1.69% | 1.89% | 1.89% | 1.68% | 1.70% |
Drawdowns
VUSB vs. VONE - Drawdown Comparison
The maximum VUSB drawdown since its inception was -1.81%, smaller than the maximum VONE drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for VUSB and VONE. For additional features, visit the drawdowns tool.
Volatility
VUSB vs. VONE - Volatility Comparison
The current volatility for Vanguard Ultra-Short Bond ETF (VUSB) is 0.18%, while Vanguard Russell 1000 ETF (VONE) has a volatility of 3.95%. This indicates that VUSB experiences smaller price fluctuations and is considered to be less risky than VONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.