VUSTX vs. VTI
Compare and contrast key facts about Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) and Vanguard Total Stock Market ETF (VTI).
VUSTX is managed by Vanguard. It was launched on May 19, 1986. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUSTX or VTI.
Key characteristics
| VUSTX | VTI | |
|---|---|---|
| YTD Return | -2.56% | 26.35% |
| 1Y Return | 10.52% | 40.48% |
| 3Y Return (Ann) | -11.29% | 8.68% |
| 5Y Return (Ann) | -6.32% | 15.37% |
| 10Y Return (Ann) | -1.47% | 12.90% |
| Sharpe Ratio | 0.59 | 3.10 |
| Sortino Ratio | 0.91 | 4.13 |
| Omega Ratio | 1.11 | 1.58 |
| Calmar Ratio | 0.17 | 4.21 |
| Martin Ratio | 1.58 | 20.25 |
| Ulcer Index | 5.17% | 1.94% |
| Daily Std Dev | 13.85% | 12.68% |
| Max Drawdown | -51.32% | -55.45% |
| Current Drawdown | -43.09% | 0.00% |
Correlation
The correlation between VUSTX and VTI is -0.27. 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. VTI - Performance Comparison
In the year-to-date period, VUSTX achieves a -2.56% return, which is significantly lower than VTI's 26.35% return. Over the past 10 years, VUSTX has underperformed VTI with an annualized return of -1.47%, while VTI has yielded a comparatively higher 12.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VUSTX vs. VTI - Expense Ratio Comparison
VUSTX has a 0.20% expense ratio, which is higher than VTI's 0.03% 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%.
Risk-Adjusted Performance
VUSTX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) and Vanguard Total Stock Market ETF (VTI). 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
VUSTX vs. VTI - Dividend Comparison
VUSTX's dividend yield for the trailing twelve months is around 3.80%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 3.80% | 3.32% | 2.95% | 1.88% | 2.01% | 2.53% | 2.82% | 2.65% | 2.85% | 2.88% | 2.87% | 3.41% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VUSTX vs. VTI - Drawdown Comparison
The maximum VUSTX drawdown since its inception was -51.32%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VUSTX and VTI. For additional features, visit the drawdowns tool.
Volatility
VUSTX vs. VTI - Volatility Comparison
Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) has a higher volatility of 4.44% compared to Vanguard Total Stock Market ETF (VTI) at 4.11%. This indicates that VUSTX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.