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

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.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.64%
3.02%
VUSUX
VFIRX

Returns By Period

In the year-to-date period, VUSUX achieves a -4.11% return, which is significantly lower than VFIRX's 3.23% return. Over the past 10 years, VUSUX has underperformed VFIRX with an annualized return of -1.65%, while VFIRX has yielded a comparatively higher 1.03% annualized return.


VUSUX

YTD

-4.11%

1M

-2.77%

6M

1.64%

1Y

5.37%

5Y (annualized)

-7.18%

10Y (annualized)

-1.65%

VFIRX

YTD

3.23%

1M

-0.36%

6M

3.02%

1Y

5.47%

5Y (annualized)

0.79%

10Y (annualized)

1.03%

Key characteristics


VUSUXVFIRX
Sharpe Ratio0.442.09
Sortino Ratio0.703.50
Omega Ratio1.081.46
Calmar Ratio0.131.00
Martin Ratio1.109.65
Ulcer Index5.37%0.57%
Daily Std Dev13.54%2.62%
Max Drawdown-51.18%-8.06%
Current Drawdown-43.83%-1.16%

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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%.


VUSUX
Vanguard Long-Term Treasury Fund Admiral Shares
Expense ratio chart for VUSUX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VFIRX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.00.7

The correlation between VUSUX and VFIRX is 0.65, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VUSUX, currently valued at 0.44, compared to the broader market0.002.004.000.442.09
The chart of Sortino ratio for VUSUX, currently valued at 0.70, compared to the broader market0.005.0010.000.703.50
The chart of Omega ratio for VUSUX, currently valued at 1.08, compared to the broader market1.002.003.004.001.081.46
The chart of Calmar ratio for VUSUX, currently valued at 0.13, compared to the broader market0.005.0010.0015.0020.0025.000.131.00
The chart of Martin ratio for VUSUX, currently valued at 1.10, compared to the broader market0.0020.0040.0060.0080.00100.001.109.65
VUSUX
VFIRX

The current VUSUX Sharpe Ratio is 0.44, which is lower than the VFIRX Sharpe Ratio of 2.09. 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-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.44
2.09
VUSUX
VFIRX

Dividends

VUSUX vs. VFIRX - Dividend Comparison

VUSUX's dividend yield for the trailing twelve months is around 3.97%, less than VFIRX's 4.50% yield.


TTM20232022202120202019201820172016201520142013
VUSUX
Vanguard Long-Term Treasury Fund Admiral Shares
3.97%3.42%3.03%1.97%2.10%2.63%2.92%2.74%2.96%2.99%2.96%3.53%
VFIRX
Vanguard Short-Term Treasury Fund Admiral Shares
4.50%4.07%2.01%0.43%0.86%2.49%2.21%1.27%1.00%0.79%0.61%0.47%

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 -8.06%. 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%JuneJulyAugustSeptemberOctoberNovember
-43.83%
-1.16%
VUSUX
VFIRX

Volatility

VUSUX vs. VFIRX - Volatility Comparison

Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) has a higher volatility of 4.09% compared to Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) at 0.67%. 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.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
4.09%
0.67%
VUSUX
VFIRX