VUSUX vs. VFITX
VUSUX (Vanguard Long-Term Treasury Fund Admiral Shares) and VFITX (Vanguard Intermediate-Term Treasury Fund Investor Shares) are both Government Bonds funds from Vanguard. Over the past 10 years, VUSUX returned -1.04%/yr vs 1.27%/yr for VFITX. Their correlation of 0.87 suggests significant overlap in exposure. VUSUX charges 0.10%/yr vs 0.20%/yr for VFITX.
Performance
VUSUX vs. VFITX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VUSUX achieves a -0.39% return, which is significantly higher than VFITX's -0.61% return. Over the past 10 years, VUSUX has underperformed VFITX with an annualized return of -1.04%, while VFITX has yielded a comparatively higher 1.27% annualized return.
VUSUX
- 1D
- -0.38%
- 1M
- 0.27%
- YTD
- -0.39%
- 6M
- -1.01%
- 1Y
- 4.05%
- 3Y*
- -0.50%
- 5Y*
- -5.24%
- 10Y*
- -1.04%
VFITX
- 1D
- -0.20%
- 1M
- -0.27%
- YTD
- -0.61%
- 6M
- -0.48%
- 1Y
- 3.11%
- 3Y*
- 3.41%
- 5Y*
- 0.02%
- 10Y*
- 1.27%
VUSUX vs. VFITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | -0.39% | 5.66% | -6.30% | 3.43% | -29.51% | -4.71% | 18.10% | 14.26% | -1.80% | 8.72% |
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | -0.61% | 7.54% | 1.39% | 4.08% | -10.43% | -2.38% | 8.20% | 6.29% | 1.01% | 1.57% |
Correlation
The correlation between VUSUX and VFITX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2001 | 0.87 |
The correlation between VUSUX and VFITX has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VUSUX vs. VFITX — Risk / Return Rank
VUSUX
VFITX
VUSUX vs. VFITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) and Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX). 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 | VFITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.16 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.14 | -0.36 |
| Martin ratioReturn relative to average drawdown | 2.04 | 3.30 | -1.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VUSUX | VFITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.94 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.00 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.27 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.92 | -0.62 |
Drawdowns
VUSUX vs. VFITX - Drawdown Comparison
The maximum VUSUX drawdown since its inception was -46.12%, which is greater than VFITX's maximum drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for VUSUX and VFITX.
Loading charts...
Drawdown Indicators
| VUSUX | VFITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.12% | -15.58% | -30.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -3.21% | -3.97% |
Max Drawdown (3Y)Largest decline over 3 years | -17.67% | -4.78% | -12.89% |
Max Drawdown (5Y)Largest decline over 5 years | -41.34% | -14.98% | -26.36% |
Max Drawdown (10Y)Largest decline over 10 years | -46.12% | -15.58% | -30.54% |
Current DrawdownCurrent decline from peak | -36.24% | -2.29% | -33.95% |
Average DrawdownAverage peak-to-trough decline | -11.54% | -2.64% | -8.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 1.10% | +1.62% |
Volatility
VUSUX vs. VFITX - Volatility Comparison
Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) has a higher volatility of 2.63% compared to Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) at 1.25%. This indicates that VUSUX's price experiences larger fluctuations and is considered to be riskier than VFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VUSUX | VFITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 1.25% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 2.73% | +3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.06% | 3.87% | +5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 5.63% | +8.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.76% | 4.66% | +9.10% |
VUSUX vs. VFITX - Expense Ratio Comparison
VUSUX has a 0.10% expense ratio, which is lower than VFITX's 0.20% 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%.
Dividends
VUSUX vs. VFITX - Dividend Comparison
VUSUX's dividend yield for the trailing twelve months is around 4.58%, more than VFITX's 3.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | 3.94% | 3.90% | 4.05% | 3.45% | 1.97% | 0.99% | 4.84% | 2.30% | 2.34% | 1.75% | 2.77% | 2.50% |
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | 4.58% | 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 VFITX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VUSUX has higher volatility (2.63%) compared to VFITX (1.25%). In terms of maximum drawdown, VUSUX dropped -46.12% vs VFITX's -15.58%.
VFITX currently has the higher Sharpe Ratio (0.94 vs 0.61), 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.
Find the right allocation for VUSUX and VFITX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer