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

Correlation

The correlation between VUSUX and VFIRX is -0.20. 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
Correlation: -0.2

Performance

VUSUX vs. VFIRX - 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 Short-Term Treasury Fund Admiral Shares (VFIRX). The values are adjusted to include any dividend payments, if applicable.

60.00%65.00%70.00%75.00%80.00%NovemberDecember2025FebruaryMarchApril
67.49%
80.81%
VUSUX
VFIRX

Key characteristics

Sharpe Ratio

VUSUX:

0.38

VFIRX:

2.58

Sortino Ratio

VUSUX:

0.61

VFIRX:

4.54

Omega Ratio

VUSUX:

1.07

VFIRX:

1.59

Calmar Ratio

VUSUX:

0.11

VFIRX:

2.42

Martin Ratio

VUSUX:

0.76

VFIRX:

11.81

Ulcer Index

VUSUX:

6.68%

VFIRX:

0.55%

Daily Std Dev

VUSUX:

13.18%

VFIRX:

2.50%

Max Drawdown

VUSUX:

-51.18%

VFIRX:

-6.75%

Current Drawdown

VUSUX:

-43.69%

VFIRX:

-0.30%

Returns By Period

In the year-to-date period, VUSUX achieves a 2.58% return, which is significantly higher than VFIRX's 2.07% return. Over the past 10 years, VUSUX has underperformed VFIRX with an annualized return of -1.92%, while VFIRX has yielded a comparatively higher 1.47% annualized return.


VUSUX

YTD

2.58%

1M

0.36%

6M

-0.75%

1Y

6.01%

5Y*

-10.34%

10Y*

-1.92%

VFIRX

YTD

2.07%

1M

0.86%

6M

2.63%

1Y

6.67%

5Y*

1.04%

10Y*

1.47%

*Annualized

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VUSUX vs. VFIRX - Expense Ratio Comparison

Both VUSUX and VFIRX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for VUSUX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUSUX: 0.10%
Expense ratio chart for VFIRX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFIRX: 0.10%

Risk-Adjusted Performance

VUSUX vs. VFIRX — 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 4141
Overall Rank
The Sharpe Ratio Rank of VUSUX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSUX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VUSUX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VUSUX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VUSUX is 3737
Martin Ratio Rank

VFIRX
The Risk-Adjusted Performance Rank of VFIRX is 9595
Overall Rank
The Sharpe Ratio Rank of VFIRX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIRX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of VFIRX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of VFIRX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VFIRX is 9595
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. VFIRX - 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 Short-Term Treasury Fund Admiral Shares (VFIRX). 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 chart of Sharpe ratio for VUSUX, currently valued at 0.38, compared to the broader market-1.000.001.002.003.00
VUSUX: 0.38
VFIRX: 2.58
The chart of Sortino ratio for VUSUX, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.00
VUSUX: 0.61
VFIRX: 4.54
The chart of Omega ratio for VUSUX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
VUSUX: 1.07
VFIRX: 1.59
The chart of Calmar ratio for VUSUX, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.00
VUSUX: 0.11
VFIRX: 2.42
The chart of Martin ratio for VUSUX, currently valued at 0.76, compared to the broader market0.0010.0020.0030.0040.0050.00
VUSUX: 0.76
VFIRX: 11.81

The current VUSUX Sharpe Ratio is 0.38, which is lower than the VFIRX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of VUSUX and VFIRX, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.38
2.58
VUSUX
VFIRX

Dividends

VUSUX vs. VFIRX - Dividend Comparison

VUSUX's dividend yield for the trailing twelve months is around 4.17%, less than VFIRX's 4.38% yield.


TTM20242023202220212020201920182017201620152014
VUSUX
Vanguard Long-Term Treasury Fund Admiral Shares
4.17%4.16%3.42%3.03%1.97%2.10%2.63%2.92%2.74%2.96%2.99%2.96%
VFIRX
Vanguard Short-Term Treasury Fund Admiral Shares
4.38%4.49%4.05%2.03%0.64%2.31%2.48%2.20%1.26%1.30%0.94%0.68%

Drawdowns

VUSUX vs. VFIRX - Drawdown Comparison

The maximum VUSUX drawdown since its inception was -51.18%, which is greater than VFIRX's maximum drawdown of -6.75%. Use the drawdown chart below to compare losses from any high point for VUSUX and VFIRX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-43.69%
-0.30%
VUSUX
VFIRX

Volatility

VUSUX vs. VFIRX - Volatility Comparison

Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) has a higher volatility of 5.76% compared to Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) at 1.00%. This indicates that VUSUX's price experiences larger fluctuations and is considered to be riskier than VFIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
5.76%
1.00%
VUSUX
VFIRX