VUSB vs. VUSFX
Compare and contrast key facts about Vanguard Ultra-Short Bond ETF (VUSB) and Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX).
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. VUSFX is managed by Vanguard. It was launched on Feb 24, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUSB or VUSFX.
Performance
VUSB vs. VUSFX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VUSB having a 5.02% return and VUSFX slightly higher at 5.04%.
VUSB
5.02%
0.27%
3.15%
6.37%
N/A
N/A
VUSFX
5.04%
0.32%
3.16%
6.26%
2.52%
N/A
Key characteristics
| VUSB | VUSFX | |
|---|---|---|
| Sharpe Ratio | 7.08 | 8.55 |
| Sortino Ratio | 13.83 | 18.14 |
| Omega Ratio | 3.16 | 4.79 |
| Calmar Ratio | 31.46 | 42.02 |
| Martin Ratio | 146.47 | 183.18 |
| Ulcer Index | 0.04% | 0.03% |
| Daily Std Dev | 0.90% | 0.74% |
| Max Drawdown | -1.81% | -1.72% |
| Current Drawdown | 0.00% | 0.00% |
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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%.
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.
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.
Dividends
VUSB vs. VUSFX - Dividend Comparison
VUSB's dividend yield for the trailing twelve months is around 5.15%, which matches VUSFX's 5.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUSB Vanguard Ultra-Short Bond ETF | 5.15% | 4.45% | 1.53% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSFX Vanguard Ultra-Short-Term Bond Fund Admiral Shares | 5.10% | 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 -1.81%, which is greater than VUSFX's maximum 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.
Volatility
VUSB vs. VUSFX - Volatility Comparison
The current volatility for Vanguard Ultra-Short Bond ETF (VUSB) is 0.13%, while Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) has a volatility of 0.18%. 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.