VUSFX vs. VUSB
Compare and contrast key facts about Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) and Vanguard Ultra-Short Bond ETF (VUSB).
VUSFX is managed by Vanguard. It was launched on Feb 24, 2015. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUSFX or VUSB.
Key characteristics
| VUSFX | VUSB | |
|---|---|---|
| YTD Return | 4.94% | 4.90% |
| 1Y Return | 6.27% | 6.27% |
| 3Y Return (Ann) | 3.32% | 3.27% |
| Sharpe Ratio | 8.62 | 7.00 |
| Sortino Ratio | 18.64 | 13.80 |
| Omega Ratio | 4.98 | 3.12 |
| Calmar Ratio | 42.74 | 31.94 |
| Martin Ratio | 187.09 | 147.65 |
| Ulcer Index | 0.03% | 0.04% |
| Daily Std Dev | 0.75% | 0.92% |
| Max Drawdown | -1.72% | -1.81% |
| Current Drawdown | 0.00% | -0.01% |
Correlation
The correlation between VUSFX and VUSB 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.
Performance
VUSFX vs. VUSB - Performance Comparison
The year-to-date returns for both stocks are quite close, with VUSFX having a 4.94% return and VUSB slightly lower at 4.90%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VUSFX vs. VUSB - Expense Ratio Comparison
Both VUSFX and VUSB 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%.
Risk-Adjusted Performance
VUSFX vs. VUSB - 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 Ultra-Short Bond ETF (VUSB). 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. VUSB - Dividend Comparison
VUSFX's dividend yield for the trailing twelve months is around 5.11%, which matches VUSB's 5.16% 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% |
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% |
Drawdowns
VUSFX vs. VUSB - Drawdown Comparison
The maximum VUSFX drawdown since its inception was -1.72%, roughly equal to the maximum VUSB drawdown of -1.81%. Use the drawdown chart below to compare losses from any high point for VUSFX and VUSB. For additional features, visit the drawdowns tool.
Volatility
VUSFX vs. VUSB - Volatility Comparison
Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) and Vanguard Ultra-Short Bond ETF (VUSB) have volatilities of 0.16% and 0.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.