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VUSUX vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSUX and BND is -0.16. 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

VUSUX vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VUSUX:

-0.06

BND:

0.86

Sortino Ratio

VUSUX:

0.14

BND:

1.37

Omega Ratio

VUSUX:

1.02

BND:

1.16

Calmar Ratio

VUSUX:

0.01

BND:

0.40

Martin Ratio

VUSUX:

0.06

BND:

2.40

Ulcer Index

VUSUX:

7.09%

BND:

2.09%

Daily Std Dev

VUSUX:

13.04%

BND:

5.29%

Max Drawdown

VUSUX:

-51.18%

BND:

-18.84%

Current Drawdown

VUSUX:

-44.90%

BND:

-7.46%

Returns By Period

In the year-to-date period, VUSUX achieves a 0.37% return, which is significantly lower than BND's 2.08% return. Over the past 10 years, VUSUX has underperformed BND with an annualized return of -1.64%, while BND has yielded a comparatively higher 1.50% annualized return.


VUSUX

YTD

0.37%

1M

-0.92%

6M

-1.19%

1Y

-0.19%

5Y*

-10.30%

10Y*

-1.64%

BND

YTD

2.08%

1M

0.09%

6M

1.92%

1Y

4.77%

5Y*

-0.92%

10Y*

1.50%

*Annualized

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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 Rank

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

VUSUX
The Risk-Adjusted Performance Rank of VUSUX is 1616
Overall Rank
The Sharpe Ratio Rank of VUSUX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSUX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of VUSUX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of VUSUX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of VUSUX is 1717
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 6666
Overall Rank
The Sharpe Ratio Rank of BND is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 7878
Sortino Ratio Rank
The Omega Ratio Rank of BND is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BND is 4444
Calmar Ratio Rank
The Martin Ratio Rank of BND is 6161
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.

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.


The current VUSUX Sharpe Ratio is -0.06, which is lower than the BND Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of VUSUX and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VUSUX vs. BND - Dividend Comparison

VUSUX's dividend yield for the trailing twelve months is around 4.29%, more than BND's 3.76% yield.


TTM20242023202220212020201920182017201620152014
VUSUX
Vanguard Long-Term Treasury Fund Admiral Shares
4.29%4.16%3.42%3.03%1.97%2.10%2.63%2.92%2.74%2.96%2.99%2.96%
BND
Vanguard Total Bond Market ETF
3.76%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

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.


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Volatility

VUSUX vs. BND - Volatility Comparison

Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) has a higher volatility of 3.35% compared to Vanguard Total Bond Market ETF (BND) at 1.53%. 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.


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