VUSUX vs. FUTBX
VUSUX (Vanguard Long-Term Treasury Fund Admiral Shares) and FUTBX (Fidelity SAI U.S. Treasury Bond Index Fund) are both Government Bonds funds. Over the past 5 years, VUSUX returned -7.22%/yr vs -1.05%/yr for FUTBX. Their correlation of 0.93 means they have usually moved in the same direction. VUSUX charges 0.10%/yr vs 0.03%/yr for FUTBX.
Performance
VUSUX vs. FUTBX - Performance Comparison
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Returns By Period
In the year-to-date period, VUSUX achieves a -3.34% return, which is significantly lower than FUTBX's -0.56% return.
VUSUX
- 1D
- 0.40%
- 1M
- -3.33%
- 6M
- -2.97%
- YTD
- -3.34%
- 1Y
- -1.80%
- 3Y*
- -0.01%
- 5Y*
- -7.22%
- 10Y*
- -1.70%
- ALL TIME*
- 3.62%
FUTBX
- 1D
- 0.12%
- 1M
- -0.88%
- 6M
- -0.58%
- YTD
- -0.56%
- 1Y
- 1.18%
- 3Y*
- 3.13%
- 5Y*
- -1.05%
- 10Y*
- —
- ALL TIME*
- 1.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VUSUX vs. FUTBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | -3.34% | 5.66% | -6.30% | 3.43% | -29.51% | -4.71% | 18.10% | 14.26% | -1.80% | 8.72% |
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | -0.56% | 6.12% | 0.70% | 4.19% | -13.00% | -2.54% | 7.76% | 7.30% | 0.95% | 2.28% |
Correlation
The correlation between VUSUX and FUTBX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.93 |
The correlation between VUSUX and FUTBX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
VUSUX vs. FUTBX — Risk / Return Rank
VUSUX
FUTBX
VUSUX vs. FUTBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) and Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VUSUX | FUTBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.06 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 0.38 | -0.59 |
| Martin ratioReturn relative to average drawdown | -0.47 | 0.90 | -1.37 |
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Drawdowns
VUSUX vs. FUTBX - Drawdown Comparison
The maximum VUSUX drawdown since its inception was -46.12%, which is greater than FUTBX's maximum drawdown of -19.69%. Use the drawdown chart below to compare losses from any high point for VUSUX and FUTBX.
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Drawdown Indicators
| VUSUX | FUTBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.12% | -19.69% | -26.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.42% | -3.09% | -4.33% |
Max Drawdown (3Y)Largest decline over 3 years | -13.56% | -4.86% | -8.70% |
Max Drawdown (5Y)Largest decline over 5 years | -41.34% | -16.85% | -24.49% |
Max Drawdown (10Y)Largest decline over 10 years | -46.12% | — | — |
Current DrawdownCurrent decline from peak | -38.12% | -8.20% | -29.92% |
Average DrawdownAverage peak-to-trough decline | -11.70% | -6.97% | -4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 1.32% | +1.97% |
Volatility
VUSUX vs. FUTBX - Volatility Comparison
Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) has a higher volatility of 2.32% compared to Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) at 0.91%. This indicates that VUSUX's price experiences larger fluctuations and is considered to be riskier than FUTBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUSUX | FUTBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 0.91% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 6.42% | 2.86% | +3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.45% | 3.61% | +4.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.50% | 5.79% | +8.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.69% | 5.13% | +8.56% |
VUSUX vs. FUTBX - Expense Ratio Comparison
VUSUX has a 0.10% expense ratio, which is higher than FUTBX'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%.
Dividends
VUSUX vs. FUTBX - Dividend Comparison
VUSUX's dividend yield for the trailing twelve months is around 4.35%, more than FUTBX's 3.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | 3.77% | 3.43% | 2.90% | 2.12% | 1.12% | 0.86% | 4.54% | 2.75% | 2.05% | 1.65% | 0.00% | 0.00% |
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | 4.35% | 4.39% | 4.15% | 3.43% | 3.05% | 4.46% | 10.28% | 2.92% | 2.91% | 2.74% | 5.38% | 5.62% |
Frequently Asked Questions
VUSUX and FUTBX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VUSUX has higher volatility (2.32%) compared to FUTBX (0.91%). In terms of maximum drawdown, VUSUX dropped -46.12% vs FUTBX's -19.69%.
FUTBX currently has the higher Sharpe Ratio (0.33 vs -0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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