VUSUX vs. BND
Compare and contrast key facts about Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) and Vanguard Total Bond Market ETF (BND).
VUSUX is managed by Vanguard. It was launched on Feb 12, 2001. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUSUX or BND.
Key characteristics
| VUSUX | BND | |
|---|---|---|
| YTD Return | -2.46% | 2.40% |
| 1Y Return | 10.63% | 8.91% |
| 3Y Return (Ann) | -11.20% | -2.38% |
| 5Y Return (Ann) | -6.24% | 0.01% |
| 10Y Return (Ann) | -1.37% | 1.50% |
| Sharpe Ratio | 0.60 | 1.38 |
| Sortino Ratio | 0.92 | 2.03 |
| Omega Ratio | 1.11 | 1.24 |
| Calmar Ratio | 0.17 | 0.51 |
| Martin Ratio | 1.61 | 4.99 |
| Ulcer Index | 5.15% | 1.62% |
| Daily Std Dev | 13.85% | 5.85% |
| Max Drawdown | -51.18% | -18.84% |
| Current Drawdown | -42.86% | -8.44% |
Correlation
The correlation between VUSUX and BND is 0.86, 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.
Performance
VUSUX vs. BND - Performance Comparison
In the year-to-date period, VUSUX achieves a -2.46% return, which is significantly lower than BND's 2.40% return. Over the past 10 years, VUSUX has underperformed BND with an annualized return of -1.37%, while BND has yielded a comparatively higher 1.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VUSUX vs. BND - Expense Ratio Comparison
VUSUX has a 0.10% expense ratio, which is higher than BND'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
VUSUX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) and Vanguard Total Bond Market ETF (BND). 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
VUSUX vs. BND - Dividend Comparison
VUSUX's dividend yield for the trailing twelve months is around 3.90%, more than BND's 3.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | 3.90% | 3.42% | 3.03% | 1.97% | 2.10% | 2.63% | 2.92% | 2.74% | 2.96% | 2.99% | 2.96% | 3.53% |
BND Vanguard Total Bond Market ETF | 3.55% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
VUSUX vs. BND - Drawdown Comparison
The maximum VUSUX drawdown since its inception was -51.18%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VUSUX and BND. For additional features, visit the drawdowns tool.
Volatility
VUSUX vs. BND - Volatility Comparison
Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) has a higher volatility of 4.44% compared to Vanguard Total Bond Market ETF (BND) at 1.67%. This indicates that VUSUX's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.