VUSFX vs. BIL
Compare and contrast key facts about Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) and SPDR Barclays 1-3 Month T-Bill ETF (BIL).
VUSFX is managed by Vanguard. It was launched on Feb 24, 2015. BIL is a passively managed fund by State Street that tracks the performance of the Barclays Capital U.S. 1-3 Month Treasury Bill Index. It was launched on May 25, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUSFX or BIL.
Key characteristics
| VUSFX | BIL | |
|---|---|---|
| YTD Return | 4.89% | 4.55% |
| 1Y Return | 6.43% | 5.30% |
| 3Y Return (Ann) | 3.27% | 3.63% |
| 5Y Return (Ann) | 2.51% | 2.26% |
| Sharpe Ratio | 8.51 | 20.60 |
| Sortino Ratio | 18.29 | 338.80 |
| Omega Ratio | 4.82 | 240.57 |
| Calmar Ratio | 42.39 | 489.15 |
| Martin Ratio | 187.12 | 5,520.34 |
| Ulcer Index | 0.03% | 0.00% |
| Daily Std Dev | 0.75% | 0.26% |
| Max Drawdown | -1.72% | -0.77% |
| Current Drawdown | -0.05% | 0.00% |
Correlation
The correlation between VUSFX and BIL is 0.14, 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
VUSFX vs. BIL - Performance Comparison
In the year-to-date period, VUSFX achieves a 4.89% return, which is significantly higher than BIL's 4.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VUSFX vs. BIL - Expense Ratio Comparison
VUSFX has a 0.10% expense ratio, which is lower than BIL's 0.14% expense ratio. Despite the difference, 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
VUSFX vs. BIL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). 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
VUSFX vs. BIL - Dividend Comparison
VUSFX's dividend yield for the trailing twelve months is around 5.11%, which matches BIL's 5.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUSFX Vanguard Ultra-Short-Term Bond Fund Admiral Shares | 5.11% | 4.16% | 1.39% | 0.63% | 1.62% | 2.68% | 2.23% | 1.50% | 1.07% | 0.55% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.15% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
Drawdowns
VUSFX vs. BIL - Drawdown Comparison
The maximum VUSFX drawdown since its inception was -1.72%, which is greater than BIL's maximum drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for VUSFX and BIL. For additional features, visit the drawdowns tool.
Volatility
VUSFX vs. BIL - Volatility Comparison
Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) has a higher volatility of 0.16% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.08%. This indicates that VUSFX's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.