VUSUX vs. VFIUX
Compare and contrast key facts about Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) and Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX).
VUSUX is managed by Vanguard. It was launched on Feb 12, 2001. VFIUX is managed by Vanguard. It was launched on Feb 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUSUX or VFIUX.
Performance
VUSUX vs. VFIUX - Performance Comparison
Returns By Period
In the year-to-date period, VUSUX achieves a -4.58% return, which is significantly lower than VFIUX's 1.34% return. Over the past 10 years, VUSUX has underperformed VFIUX with an annualized return of -1.70%, while VFIUX has yielded a comparatively higher 0.67% annualized return.
VUSUX
-4.58%
-1.73%
1.64%
4.59%
-7.30%
-1.70%
VFIUX
1.34%
-0.98%
3.12%
5.25%
-0.75%
0.67%
Key characteristics
| VUSUX | VFIUX | |
|---|---|---|
| Sharpe Ratio | 0.37 | 0.97 |
| Sortino Ratio | 0.61 | 1.43 |
| Omega Ratio | 1.07 | 1.18 |
| Calmar Ratio | 0.11 | 0.32 |
| Martin Ratio | 0.92 | 2.84 |
| Ulcer Index | 5.43% | 1.81% |
| Daily Std Dev | 13.54% | 5.30% |
| Max Drawdown | -51.18% | -18.44% |
| Current Drawdown | -44.10% | -11.20% |
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VUSUX vs. VFIUX - Expense Ratio Comparison
Both VUSUX and VFIUX 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%.
Correlation
The correlation between VUSUX and VFIUX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VUSUX vs. VFIUX - 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 Intermediate-Term Treasury Fund Admiral Shares (VFIUX). 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. VFIUX - Dividend Comparison
VUSUX's dividend yield for the trailing twelve months is around 3.99%, less than VFIUX's 4.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | 3.99% | 3.42% | 3.03% | 1.97% | 2.10% | 2.63% | 2.92% | 2.74% | 2.96% | 2.99% | 2.96% | 3.53% |
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | 4.11% | 3.55% | 2.07% | 1.03% | 1.28% | 2.42% | 2.44% | 1.88% | 1.70% | 1.79% | 1.75% | 1.62% |
Drawdowns
VUSUX vs. VFIUX - Drawdown Comparison
The maximum VUSUX drawdown since its inception was -51.18%, which is greater than VFIUX's maximum drawdown of -18.44%. Use the drawdown chart below to compare losses from any high point for VUSUX and VFIUX. For additional features, visit the drawdowns tool.
Volatility
VUSUX vs. VFIUX - Volatility Comparison
Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) has a higher volatility of 4.10% compared to Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) at 1.29%. This indicates that VUSUX's price experiences larger fluctuations and is considered to be riskier than VFIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.