VUSTX vs. EDV
Compare and contrast key facts about Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) and Vanguard Extended Duration Treasury ETF (EDV).
VUSTX is managed by Vanguard. It was launched on May 19, 1986. EDV is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. It was launched on Dec 6, 2007.
Performance
VUSTX vs. EDV - Performance Comparison
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VUSTX vs. EDV - 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% |
EDV Vanguard Extended Duration Treasury ETF | -0.09% | 0.65% | -12.78% | 1.65% | -39.15% | -6.19% | 23.59% | 18.67% | -3.40% | 13.94% |
Returns By Period
In the year-to-date period, VUSTX achieves a -0.56% return, which is significantly lower than EDV's -0.09% return. Over the past 10 years, VUSTX has outperformed EDV with an annualized return of -0.93%, while EDV has yielded a comparatively lower -2.98% annualized return.
VUSTX
- 1D
- 1.29%
- 1M
- -4.37%
- YTD
- -0.56%
- 6M
- -0.74%
- 1Y
- 0.22%
- 3Y*
- -1.62%
- 5Y*
- -4.71%
- 10Y*
- -0.93%
EDV
- 1D
- -0.29%
- 1M
- -6.06%
- YTD
- -0.09%
- 6M
- -2.80%
- 1Y
- -4.24%
- 3Y*
- -6.57%
- 5Y*
- -9.52%
- 10Y*
- -2.98%
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VUSTX vs. EDV - Expense Ratio Comparison
VUSTX has a 0.20% expense ratio, which is higher than EDV's 0.06% 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. EDV — Risk / Return Rank
VUSTX
EDV
VUSTX vs. EDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) and Vanguard Extended Duration Treasury ETF (EDV). 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 | EDV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.13 | -0.25 | +0.37 |
Sortino ratioReturn per unit of downside risk | 0.24 | -0.22 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.03 | 0.97 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.31 | -0.20 | +0.51 |
Martin ratioReturn relative to average drawdown | 0.69 | -0.39 | +1.07 |
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 | EDV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | -0.25 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | -0.44 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | -0.15 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.12 | +0.31 |
Correlation
The correlation between VUSTX and EDV is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VUSTX vs. EDV - Dividend Comparison
VUSTX's dividend yield for the trailing twelve months is around 4.02%, less than EDV's 4.94% 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% |
EDV Vanguard Extended Duration Treasury ETF | 3.72% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
Drawdowns
VUSTX vs. EDV - Drawdown Comparison
The maximum VUSTX drawdown since its inception was -46.37%, smaller than the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for VUSTX and EDV.
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Drawdown Indicators
| VUSTX | EDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.37% | -59.96% | +13.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -13.84% | +5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -41.45% | -55.03% | +13.58% |
Max Drawdown (10Y)Largest decline over 10 years | -46.37% | -59.96% | +13.59% |
Current DrawdownCurrent decline from peak | -36.78% | -54.16% | +17.38% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -23.14% | +13.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 7.24% | -3.30% |
Volatility
VUSTX vs. EDV - Volatility Comparison
The current volatility for Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) is 3.68%, while Vanguard Extended Duration Treasury ETF (EDV) has a volatility of 5.45%. This indicates that VUSTX experiences smaller price fluctuations and is considered to be less risky than EDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUSTX | EDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 5.45% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 6.10% | 9.92% | -3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 17.29% | -6.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 21.64% | -7.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.78% | 19.85% | -6.07% |