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VUSB vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VUSBVTI
YTD Return4.90%26.15%
1Y Return6.27%35.28%
3Y Return (Ann)3.27%8.67%
Sharpe Ratio7.003.04
Sortino Ratio13.804.05
Omega Ratio3.121.57
Calmar Ratio31.944.47
Martin Ratio147.6519.73
Ulcer Index0.04%1.94%
Daily Std Dev0.92%12.58%
Max Drawdown-1.81%-55.45%
Current Drawdown-0.01%-0.44%

Correlation

-0.50.00.51.00.1

The correlation between VUSB and VTI 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. VTI - Performance Comparison

In the year-to-date period, VUSB achieves a 4.90% return, which is significantly lower than VTI's 26.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.04%
13.54%
VUSB
VTI

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VUSB vs. VTI - Expense Ratio Comparison

VUSB has a 0.10% expense ratio, which is higher than VTI's 0.03% 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%.


VUSB
Vanguard Ultra-Short Bond ETF
Expense ratio chart for VUSB: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VUSB vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short Bond ETF (VUSB) and Vanguard Total Stock Market ETF (VTI). 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.


VUSB
Sharpe ratio
The chart of Sharpe ratio for VUSB, currently valued at 7.00, compared to the broader market-2.000.002.004.006.007.00
Sortino ratio
The chart of Sortino ratio for VUSB, currently valued at 13.80, compared to the broader market-2.000.002.004.006.008.0010.0012.0013.80
Omega ratio
The chart of Omega ratio for VUSB, currently valued at 3.12, compared to the broader market1.001.502.002.503.003.12
Calmar ratio
The chart of Calmar ratio for VUSB, currently valued at 31.94, compared to the broader market0.005.0010.0015.0031.94
Martin ratio
The chart of Martin ratio for VUSB, currently valued at 147.65, compared to the broader market0.0020.0040.0060.0080.00100.00120.00147.65
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 4.05, compared to the broader market-2.000.002.004.006.008.0010.0012.004.05
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.57, compared to the broader market1.001.502.002.503.001.57
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 4.47, compared to the broader market0.005.0010.0015.004.47
Martin ratio
The chart of Martin ratio for VTI, currently valued at 19.73, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.73

VUSB vs. VTI - Sharpe Ratio Comparison

The current VUSB Sharpe Ratio is 7.00, which is higher than the VTI Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of VUSB and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.007.00JuneJulyAugustSeptemberOctoberNovember
7.00
3.04
VUSB
VTI

Dividends

VUSB vs. VTI - Dividend Comparison

VUSB's dividend yield for the trailing twelve months is around 5.16%, more than VTI's 1.26% yield.


TTM20232022202120202019201820172016201520142013
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%
VTI
Vanguard Total Stock Market ETF
1.26%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VUSB vs. VTI - Drawdown Comparison

The maximum VUSB drawdown since its inception was -1.81%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VUSB and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.01%
-0.44%
VUSB
VTI

Volatility

VUSB vs. VTI - Volatility Comparison

The current volatility for Vanguard Ultra-Short Bond ETF (VUSB) is 0.16%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.97%. This indicates that VUSB experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.16%
3.97%
VUSB
VTI