VUSUX vs. DFFGX
Compare and contrast key facts about Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) and DFA Short-Term Government Portfolio (DFFGX).
VUSUX is managed by Vanguard. It was launched on Feb 12, 2001. DFFGX is managed by Dimensional. It was launched on May 31, 1987.
Performance
VUSUX vs. DFFGX - Performance Comparison
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VUSUX vs. DFFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | -0.54% | 5.66% | -6.30% | 3.43% | -29.51% | -4.71% | 18.10% | 14.26% | -1.80% | 8.72% |
DFFGX DFA Short-Term Government Portfolio | 0.87% | 3.12% | 5.29% | 5.01% | -4.41% | -1.27% | 0.39% | 2.52% | 1.17% | 0.51% |
Returns By Period
In the year-to-date period, VUSUX achieves a -0.54% return, which is significantly lower than DFFGX's 0.87% return. Over the past 10 years, VUSUX has underperformed DFFGX with an annualized return of -0.83%, while DFFGX has yielded a comparatively higher 1.18% annualized return.
VUSUX
- 1D
- 1.29%
- 1M
- -4.37%
- YTD
- -0.54%
- 6M
- -0.69%
- 1Y
- 0.31%
- 3Y*
- -1.53%
- 5Y*
- -4.62%
- 10Y*
- -0.83%
DFFGX
- 1D
- 0.06%
- 1M
- 0.26%
- YTD
- 0.87%
- 6M
- 1.92%
- 1Y
- 2.99%
- 3Y*
- 4.36%
- 5Y*
- 1.83%
- 10Y*
- 1.18%
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VUSUX vs. DFFGX - Expense Ratio Comparison
VUSUX has a 0.10% expense ratio, which is lower than DFFGX's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VUSUX vs. DFFGX — Risk / Return Rank
VUSUX
DFFGX
VUSUX vs. DFFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) and DFA Short-Term Government Portfolio (DFFGX). 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.
| VUSUX | DFFGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 1.55 | -1.41 |
Sortino ratioReturn per unit of downside risk | 0.25 | 1.70 | -1.45 |
Omega ratioGain probability vs. loss probability | 1.03 | 2.20 | -1.17 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 3.09 | -2.77 |
Martin ratioReturn relative to average drawdown | 0.71 | 9.14 | -8.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VUSUX | DFFGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 1.55 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.99 | -1.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.76 | -0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.49 | -0.19 |
Correlation
The correlation between VUSUX and DFFGX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VUSUX vs. DFFGX - Dividend Comparison
VUSUX's dividend yield for the trailing twelve months is around 4.11%, more than DFFGX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | 4.11% | 4.39% | 4.15% | 3.43% | 3.05% | 4.46% | 10.28% | 2.92% | 2.91% | 2.74% | 5.38% | 5.62% |
DFFGX DFA Short-Term Government Portfolio | 2.86% | 2.98% | 4.87% | 3.57% | 1.85% | 0.15% | 0.29% | 1.83% | 1.53% | 1.18% | 0.99% | 1.27% |
Drawdowns
VUSUX vs. DFFGX - Drawdown Comparison
The maximum VUSUX drawdown since its inception was -46.12%, which is greater than DFFGX's maximum drawdown of -10.09%. Use the drawdown chart below to compare losses from any high point for VUSUX and DFFGX.
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Drawdown Indicators
| VUSUX | DFFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.12% | -10.09% | -36.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -1.00% | -7.76% |
Max Drawdown (5Y)Largest decline over 5 years | -41.34% | -6.49% | -34.85% |
Max Drawdown (10Y)Largest decline over 10 years | -46.12% | -6.49% | -39.63% |
Current DrawdownCurrent decline from peak | -36.34% | 0.00% | -36.34% |
Average DrawdownAverage peak-to-trough decline | -11.36% | -0.86% | -10.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 0.34% | +3.59% |
Volatility
VUSUX vs. DFFGX - Volatility Comparison
Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) has a higher volatility of 3.68% compared to DFA Short-Term Government Portfolio (DFFGX) at 0.15%. This indicates that VUSUX's price experiences larger fluctuations and is considered to be riskier than DFFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUSUX | DFFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 0.15% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 6.11% | 0.40% | +5.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 1.43% | +9.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 1.85% | +12.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.79% | 1.57% | +12.22% |