VUSUX vs. VFIRX
Compare and contrast key facts about Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) and Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX).
VUSUX is managed by Vanguard. It was launched on Feb 12, 2001. VFIRX is managed by Vanguard. It was launched on Feb 13, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUSUX or VFIRX.
Key characteristics
| VUSUX | VFIRX | |
|---|---|---|
| YTD Return | -2.81% | 3.23% |
| 1Y Return | 9.67% | 5.80% |
| 3Y Return (Ann) | -10.69% | 0.65% |
| 5Y Return (Ann) | -6.51% | 0.81% |
| 10Y Return (Ann) | -1.47% | 1.03% |
| Sharpe Ratio | 0.75 | 2.17 |
| Sortino Ratio | 1.14 | 3.69 |
| Omega Ratio | 1.13 | 1.49 |
| Calmar Ratio | 0.21 | 1.01 |
| Martin Ratio | 1.98 | 10.85 |
| Ulcer Index | 5.17% | 0.53% |
| Daily Std Dev | 13.70% | 2.67% |
| Max Drawdown | -51.18% | -8.06% |
| Current Drawdown | -43.07% | -1.16% |
Correlation
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.
Performance
VUSUX vs. VFIRX - Performance Comparison
In the year-to-date period, VUSUX achieves a -2.81% 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 -1.47%, while VFIRX has yielded a comparatively higher 1.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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.
Dividends
VUSUX vs. VFIRX - Dividend Comparison
VUSUX's dividend yield for the trailing twelve months is around 3.92%, less than VFIRX's 4.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | 3.92% | 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.
Volatility
VUSUX vs. VFIRX - Volatility Comparison
Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) has a higher volatility of 4.45% compared to Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) at 0.61%. 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.