VUSTX vs. DFFGX
Compare and contrast key facts about Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) and DFA Short-Term Government Portfolio (DFFGX).
VUSTX is managed by Vanguard. It was launched on May 19, 1986. DFFGX is managed by Dimensional. It was launched on May 31, 1987.
Performance
VUSTX vs. DFFGX - Performance Comparison
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VUSTX vs. DFFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | -0.56% | 5.55% | -6.41% | 3.33% | -29.58% | -4.93% | 18.20% | 14.14% | -1.89% | 8.60% |
DFFGX DFA Short-Term Government Portfolio | 0.87% | 3.12% | 5.29% | 5.01% | -4.41% | -1.27% | 0.39% | 2.52% | 1.17% | 0.51% |
Returns By Period
In the year-to-date period, VUSTX achieves a -0.56% return, which is significantly lower than DFFGX's 0.87% return. Over the past 10 years, VUSTX has underperformed DFFGX with an annualized return of -0.93%, while DFFGX has yielded a comparatively higher 1.18% annualized return.
VUSTX
- 1D
- 0.00%
- 1M
- -3.43%
- YTD
- -0.56%
- 6M
- -0.98%
- 1Y
- -0.63%
- 3Y*
- -1.62%
- 5Y*
- -4.99%
- 10Y*
- -0.93%
DFFGX
- 1D
- 0.00%
- 1M
- 0.26%
- YTD
- 0.87%
- 6M
- 1.92%
- 1Y
- 2.99%
- 3Y*
- 4.36%
- 5Y*
- 1.81%
- 10Y*
- 1.18%
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VUSTX vs. DFFGX - Expense Ratio Comparison
VUSTX has a 0.20% expense ratio, which is higher than DFFGX's 0.18% 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%.
Return for Risk
VUSTX vs. DFFGX — Risk / Return Rank
VUSTX
DFFGX
VUSTX vs. DFFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) and DFA Short-Term Government Portfolio (DFFGX). 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.
| VUSTX | DFFGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 2.60 | -2.58 |
Sortino ratioReturn per unit of downside risk | 0.10 | 2.99 | -2.89 |
Omega ratioGain probability vs. loss probability | 1.01 | 3.97 | -2.96 |
Calmar ratioReturn relative to maximum drawdown | 0.15 | 3.09 | -2.95 |
Martin ratioReturn relative to average drawdown | 0.33 | 9.14 | -8.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VUSTX | DFFGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 2.60 | -2.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.98 | -1.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.76 | -0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.49 | -0.05 |
Correlation
The correlation between VUSTX and DFFGX is 0.56, 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.
Dividends
VUSTX vs. DFFGX - Dividend Comparison
VUSTX's dividend yield for the trailing twelve months is around 4.02%, more than DFFGX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 4.02% | 4.29% | 4.03% | 3.33% | 2.93% | 4.21% | 10.38% | 2.82% | 2.82% | 2.64% | 5.27% | 5.52% |
DFFGX DFA Short-Term Government Portfolio | 2.86% | 2.98% | 4.87% | 3.57% | 1.85% | 0.15% | 0.29% | 1.83% | 1.53% | 1.18% | 0.99% | 1.27% |
Drawdowns
VUSTX vs. DFFGX - Drawdown Comparison
The maximum VUSTX drawdown since its inception was -46.37%, which is greater than DFFGX's maximum drawdown of -10.09%. Use the drawdown chart below to compare losses from any high point for VUSTX and DFFGX.
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Drawdown Indicators
| VUSTX | DFFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.37% | -10.09% | -36.28% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -1.00% | -7.77% |
Max Drawdown (5Y)Largest decline over 5 years | -41.45% | -6.49% | -34.96% |
Max Drawdown (10Y)Largest decline over 10 years | -46.37% | -6.49% | -39.88% |
Current DrawdownCurrent decline from peak | -36.78% | 0.00% | -36.78% |
Average DrawdownAverage peak-to-trough decline | -9.23% | -0.86% | -8.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 0.34% | +3.61% |
Volatility
VUSTX vs. DFFGX - Volatility Comparison
Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) has a higher volatility of 3.60% compared to DFA Short-Term Government Portfolio (DFFGX) at 0.15%. This indicates that VUSTX's price experiences larger fluctuations and is considered to be riskier than DFFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUSTX | DFFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 0.15% | +3.45% |
Volatility (6M)Calculated over the trailing 6-month period | 6.06% | 0.40% | +5.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.49% | 1.42% | +9.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 1.85% | +12.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.78% | 1.57% | +12.21% |