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VUSFX vs. VBIRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSFX and VBIRX is 0.55, 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

VUSFX vs. VBIRX - Performance Comparison

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

0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.13%
2.07%
VUSFX
VBIRX

Key characteristics

Sharpe Ratio

VUSFX:

5.21

VBIRX:

1.25

Sortino Ratio

VUSFX:

7.04

VBIRX:

1.90

Omega Ratio

VUSFX:

2.86

VBIRX:

1.24

Calmar Ratio

VUSFX:

8.74

VBIRX:

1.00

Martin Ratio

VUSFX:

68.67

VBIRX:

4.62

Ulcer Index

VUSFX:

0.07%

VBIRX:

0.73%

Daily Std Dev

VUSFX:

0.92%

VBIRX:

2.70%

Max Drawdown

VUSFX:

-1.72%

VBIRX:

-8.91%

Current Drawdown

VUSFX:

-0.55%

VBIRX:

-1.65%

Returns By Period

In the year-to-date period, VUSFX achieves a 4.57% return, which is significantly higher than VBIRX's 2.91% return.


VUSFX

YTD

4.57%

1M

-0.40%

6M

2.13%

1Y

4.73%

5Y*

2.40%

10Y*

N/A

VBIRX

YTD

2.91%

1M

-0.10%

6M

2.07%

1Y

3.27%

5Y*

1.09%

10Y*

1.50%

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. VBIRX - Expense Ratio Comparison

VUSFX has a 0.10% expense ratio, which is higher than VBIRX's 0.07% 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%.


VUSFX
Vanguard Ultra-Short-Term Bond Fund Admiral Shares
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%
Expense ratio chart for VBIRX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VUSFX vs. VBIRX - 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 Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX). 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 VUSFX, currently valued at 5.21, compared to the broader market-1.000.001.002.003.004.005.211.25
The chart of Sortino ratio for VUSFX, currently valued at 7.04, compared to the broader market-2.000.002.004.006.008.0010.007.041.90
The chart of Omega ratio for VUSFX, currently valued at 2.86, compared to the broader market0.501.001.502.002.503.003.502.861.24
The chart of Calmar ratio for VUSFX, currently valued at 8.74, compared to the broader market0.002.004.006.008.0010.0012.0014.008.741.00
The chart of Martin ratio for VUSFX, currently valued at 68.67, compared to the broader market0.0020.0040.0060.0068.674.62
VUSFX
VBIRX

The current VUSFX Sharpe Ratio is 5.21, which is higher than the VBIRX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of VUSFX and VBIRX, 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 Ratio2.004.006.008.0010.00JulyAugustSeptemberOctoberNovemberDecember
5.21
1.25
VUSFX
VBIRX

Dividends

VUSFX vs. VBIRX - Dividend Comparison

VUSFX's dividend yield for the trailing twelve months is around 4.28%, more than VBIRX's 3.01% yield.


TTM20232022202120202019201820172016201520142013
VUSFX
Vanguard Ultra-Short-Term Bond Fund Admiral Shares
4.28%4.16%1.39%0.63%1.62%2.68%2.23%1.50%1.07%0.55%0.00%0.00%
VBIRX
Vanguard Short-Term Bond Index Fund Admiral Shares
3.01%2.41%1.44%1.17%1.78%2.23%2.04%1.53%1.48%1.32%1.20%1.21%

Drawdowns

VUSFX vs. VBIRX - Drawdown Comparison

The maximum VUSFX drawdown since its inception was -1.72%, smaller than the maximum VBIRX drawdown of -8.91%. Use the drawdown chart below to compare losses from any high point for VUSFX and VBIRX. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.55%
-1.65%
VUSFX
VBIRX

Volatility

VUSFX vs. VBIRX - Volatility Comparison

Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) has a higher volatility of 0.61% compared to Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX) at 0.54%. This indicates that VUSFX's price experiences larger fluctuations and is considered to be riskier than VBIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.40%0.60%0.80%1.00%1.20%JulyAugustSeptemberOctoberNovemberDecember
0.61%
0.54%
VUSFX
VBIRX
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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.

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