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VUSTX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSTX and FSELX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VUSTX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%December2025FebruaryMarchAprilMay
782.22%
10,569.76%
VUSTX
FSELX

Key characteristics

Sharpe Ratio

VUSTX:

0.10

FSELX:

-0.21

Sortino Ratio

VUSTX:

0.22

FSELX:

-0.02

Omega Ratio

VUSTX:

1.03

FSELX:

1.00

Calmar Ratio

VUSTX:

0.03

FSELX:

-0.27

Martin Ratio

VUSTX:

0.18

FSELX:

-0.67

Ulcer Index

VUSTX:

6.94%

FSELX:

15.72%

Daily Std Dev

VUSTX:

13.09%

FSELX:

46.34%

Max Drawdown

VUSTX:

-46.21%

FSELX:

-81.70%

Current Drawdown

VUSTX:

-38.85%

FSELX:

-27.19%

Returns By Period

In the year-to-date period, VUSTX achieves a 1.24% return, which is significantly higher than FSELX's -17.66% return. Over the past 10 years, VUSTX has underperformed FSELX with an annualized return of -0.22%, while FSELX has yielded a comparatively higher 14.29% annualized return.


VUSTX

YTD

1.24%

1M

-1.16%

6M

-2.76%

1Y

1.35%

5Y*

-8.52%

10Y*

-0.22%

FSELX

YTD

-17.66%

1M

-0.07%

6M

-24.33%

1Y

-9.79%

5Y*

20.56%

10Y*

14.29%

*Annualized

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VUSTX vs. FSELX - Expense Ratio Comparison

VUSTX has a 0.20% expense ratio, which is lower than FSELX's 0.68% expense ratio.


Risk-Adjusted Performance

VUSTX vs. FSELX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VUSTX
The Risk-Adjusted Performance Rank of VUSTX is 2525
Overall Rank
The Sharpe Ratio Rank of VUSTX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSTX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of VUSTX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of VUSTX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VUSTX is 2525
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1111
Overall Rank
The Sharpe Ratio Rank of FSELX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VUSTX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


The current VUSTX Sharpe Ratio is 0.10, which is higher than the FSELX Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of VUSTX and FSELX, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.10
-0.21
VUSTX
FSELX

Dividends

VUSTX vs. FSELX - Dividend Comparison

VUSTX's dividend yield for the trailing twelve months is around 4.14%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
4.14%4.04%3.33%2.93%4.51%10.37%2.82%2.82%2.63%5.27%5.27%4.34%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

VUSTX vs. FSELX - Drawdown Comparison

The maximum VUSTX drawdown since its inception was -46.21%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for VUSTX and FSELX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-38.85%
-27.19%
VUSTX
FSELX

Volatility

VUSTX vs. FSELX - Volatility Comparison

The current volatility for Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) is 4.01%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 13.77%. This indicates that VUSTX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
4.01%
13.77%
VUSTX
FSELX