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

Correlation

The correlation between VUSTX and VWUSX is -0.07. 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.


-0.50.00.51.0-0.1

Performance

VUSTX vs. VWUSX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-3.52%
7.29%
VUSTX
VWUSX

Key characteristics

Sharpe Ratio

VUSTX:

-0.45

VWUSX:

1.32

Sortino Ratio

VUSTX:

-0.54

VWUSX:

1.73

Omega Ratio

VUSTX:

0.94

VWUSX:

1.26

Calmar Ratio

VUSTX:

-0.12

VWUSX:

1.27

Martin Ratio

VUSTX:

-1.00

VWUSX:

8.24

Ulcer Index

VUSTX:

5.86%

VWUSX:

3.27%

Daily Std Dev

VUSTX:

13.08%

VWUSX:

20.44%

Max Drawdown

VUSTX:

-51.32%

VWUSX:

-71.26%

Current Drawdown

VUSTX:

-45.43%

VWUSX:

-8.36%

Returns By Period

In the year-to-date period, VUSTX achieves a -6.56% return, which is significantly lower than VWUSX's 27.14% return. Over the past 10 years, VUSTX has underperformed VWUSX with an annualized return of -2.30%, while VWUSX has yielded a comparatively higher 14.21% annualized return.


VUSTX

YTD

-6.56%

1M

-2.46%

6M

-3.52%

1Y

-6.50%

5Y*

-7.33%

10Y*

-2.30%

VWUSX

YTD

27.14%

1M

-2.15%

6M

7.16%

1Y

29.03%

5Y*

14.89%

10Y*

14.21%

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. VWUSX - Expense Ratio Comparison

VUSTX has a 0.20% expense ratio, which is lower than VWUSX's 0.38% expense ratio.


VWUSX
Vanguard U.S. Growth Fund Investor Shares
Expense ratio chart for VWUSX: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for VUSTX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

VUSTX vs. VWUSX - 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 U.S. Growth Fund Investor Shares (VWUSX). 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.


Sharpe ratio
The chart of Sharpe ratio for VUSTX, currently valued at -0.45, compared to the broader market-1.000.001.002.003.004.00-0.451.32
The chart of Sortino ratio for VUSTX, currently valued at -0.54, compared to the broader market-2.000.002.004.006.008.0010.00-0.541.73
The chart of Omega ratio for VUSTX, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.003.500.941.26
The chart of Calmar ratio for VUSTX, currently valued at -0.12, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.121.27
The chart of Martin ratio for VUSTX, currently valued at -1.00, compared to the broader market0.0020.0040.0060.00-1.008.24
VUSTX
VWUSX

The current VUSTX Sharpe Ratio is -0.45, which is lower than the VWUSX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of VUSTX and VWUSX, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.45
1.32
VUSTX
VWUSX

Dividends

VUSTX vs. VWUSX - Dividend Comparison

VUSTX's dividend yield for the trailing twelve months is around 3.64%, while VWUSX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
3.64%3.32%2.95%1.88%2.01%2.53%2.82%2.65%2.85%2.88%2.87%3.41%
VWUSX
Vanguard U.S. Growth Fund Investor Shares
0.00%0.28%0.37%0.00%0.03%0.35%0.39%0.40%0.42%0.49%0.65%0.39%

Drawdowns

VUSTX vs. VWUSX - Drawdown Comparison

The maximum VUSTX drawdown since its inception was -51.32%, smaller than the maximum VWUSX drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for VUSTX and VWUSX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.43%
-8.36%
VUSTX
VWUSX

Volatility

VUSTX vs. VWUSX - Volatility Comparison

The current volatility for Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) is 3.89%, while Vanguard U.S. Growth Fund Investor Shares (VWUSX) has a volatility of 9.43%. This indicates that VUSTX experiences smaller price fluctuations and is considered to be less risky than VWUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.89%
9.43%
VUSTX
VWUSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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