PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VUSB vs. VUSFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSB and VUSFX is 0.64, 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.


-0.50.00.51.00.6

Performance

VUSB vs. VUSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Ultra-Short Bond ETF (VUSB) and Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX). The values are adjusted to include any dividend payments, if applicable.

7.50%8.00%8.50%9.00%9.50%10.00%10.50%11.00%JulyAugustSeptemberOctoberNovemberDecember
10.86%
10.46%
VUSB
VUSFX

Key characteristics

Sharpe Ratio

VUSB:

7.06

VUSFX:

6.72

Sortino Ratio

VUSB:

13.20

VUSFX:

10.55

Omega Ratio

VUSB:

3.09

VUSFX:

3.50

Calmar Ratio

VUSB:

28.60

VUSFX:

15.23

Martin Ratio

VUSB:

137.17

VUSFX:

87.61

Ulcer Index

VUSB:

0.04%

VUSFX:

0.06%

Daily Std Dev

VUSB:

0.82%

VUSFX:

0.79%

Max Drawdown

VUSB:

-1.79%

VUSFX:

-1.72%

Current Drawdown

VUSB:

0.00%

VUSFX:

-0.10%

Returns By Period

In the year-to-date period, VUSB achieves a 5.48% return, which is significantly higher than VUSFX's 5.04% return.


VUSB

YTD

5.48%

1M

0.46%

6M

3.09%

1Y

5.66%

5Y*

N/A

10Y*

N/A

VUSFX

YTD

5.04%

1M

0.05%

6M

2.65%

1Y

5.20%

5Y*

2.50%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VUSB vs. VUSFX - Expense Ratio Comparison

Both VUSB and VUSFX 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%.


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 VUSFX: 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%

Risk-Adjusted Performance

VUSB vs. VUSFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short Bond ETF (VUSB) and Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX). 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.


Sharpe ratio
The chart of Sharpe ratio for VUSB, currently valued at 7.06, compared to the broader market0.002.004.007.066.72
The chart of Sortino ratio for VUSB, currently valued at 13.20, compared to the broader market-2.000.002.004.006.008.0010.0013.2010.55
The chart of Omega ratio for VUSB, currently valued at 3.09, compared to the broader market0.501.001.502.002.503.003.093.50
The chart of Calmar ratio for VUSB, currently valued at 28.60, compared to the broader market0.005.0010.0015.0028.6015.23
The chart of Martin ratio for VUSB, currently valued at 137.17, compared to the broader market0.0020.0040.0060.0080.00100.00137.1787.61
VUSB
VUSFX

The current VUSB Sharpe Ratio is 7.06, which is comparable to the VUSFX Sharpe Ratio of 6.72. The chart below compares the historical Sharpe Ratios of VUSB and VUSFX, 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 Ratio6.007.008.009.00JulyAugustSeptemberOctoberNovemberDecember
7.06
6.72
VUSB
VUSFX

Dividends

VUSB vs. VUSFX - Dividend Comparison

VUSB's dividend yield for the trailing twelve months is around 4.73%, more than VUSFX's 4.26% yield.


TTM202320222021202020192018201720162015
VUSB
Vanguard Ultra-Short Bond ETF
4.73%4.45%1.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%
VUSFX
Vanguard Ultra-Short-Term Bond Fund Admiral Shares
4.26%4.16%1.39%0.63%1.62%2.68%2.23%1.50%1.07%0.55%

Drawdowns

VUSB vs. VUSFX - Drawdown Comparison

The maximum VUSB drawdown since its inception was -1.79%, roughly equal to the maximum VUSFX drawdown of -1.72%. Use the drawdown chart below to compare losses from any high point for VUSB and VUSFX. For additional features, visit the drawdowns tool.


-0.35%-0.30%-0.25%-0.20%-0.15%-0.10%-0.05%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.10%
VUSB
VUSFX

Volatility

VUSB vs. VUSFX - Volatility Comparison

The current volatility for Vanguard Ultra-Short Bond ETF (VUSB) is 0.16%, while Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) has a volatility of 0.41%. This indicates that VUSB experiences smaller price fluctuations and is considered to be less risky than VUSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.10%0.15%0.20%0.25%0.30%0.35%0.40%0.45%JulyAugustSeptemberOctoberNovemberDecember
0.16%
0.41%
VUSB
VUSFX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab