VUSUX vs. VFIUX
VUSUX (Vanguard Long-Term Treasury Fund Admiral Shares) and VFIUX (Vanguard Intermediate-Term Treasury Fund Admiral Shares) are both Government Bonds funds from Vanguard. Over the past 10 years, VUSUX returned -1.80%/yr vs 1.17%/yr for VFIUX. Their correlation of 0.87 means they have usually moved in the same direction. Both charge a 0.10% expense ratio.
Performance
VUSUX vs. VFIUX - Performance Comparison
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Returns By Period
In the year-to-date period, VUSUX achieves a -3.08% return, which is significantly lower than VFIUX's -1.04% return. Over the past 10 years, VUSUX has underperformed VFIUX with an annualized return of -1.80%, while VFIUX has yielded a comparatively higher 1.17% annualized return.
VUSUX
- 1D
- -0.13%
- 1M
- -3.08%
- 6M
- -2.96%
- YTD
- -3.08%
- 1Y
- -1.29%
- 3Y*
- -0.88%
- 5Y*
- -6.97%
- 10Y*
- -1.80%
- ALL TIME*
- 3.64%
VFIUX
- 1D
- 0.00%
- 1M
- -0.81%
- 6M
- -0.98%
- YTD
- -1.04%
- 1Y
- 1.01%
- 3Y*
- 3.56%
- 5Y*
- -0.24%
- 10Y*
- 1.17%
- ALL TIME*
- 3.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VUSUX vs. VFIUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | -3.08% | 5.66% | -6.30% | 3.43% | -29.51% | -4.71% | 18.10% | 14.26% | -1.80% | 8.72% |
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | -1.04% | 7.65% | 1.49% | 3.85% | -10.34% | -2.30% | 8.31% | 6.40% | 1.11% | 1.67% |
Correlation
The correlation between VUSUX and VFIUX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2001 | 0.87 |
The correlation between VUSUX and VFIUX has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
VUSUX vs. VFIUX — Risk / Return Rank
VUSUX
VFIUX
VUSUX vs. VFIUX - 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 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VUSUX | VFIUX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.11 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 0.75 | -0.67 |
| Martin ratioReturn relative to average drawdown | 0.18 | 1.70 | -1.52 |
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Drawdowns
VUSUX vs. VFIUX - Drawdown Comparison
The maximum VUSUX drawdown since its inception was -46.12%, which is greater than VFIUX's maximum drawdown of -15.41%. Use the drawdown chart below to compare losses from any high point for VUSUX and VFIUX.
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Drawdown Indicators
| VUSUX | VFIUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.12% | -15.41% | -30.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -3.19% | -3.99% |
Max Drawdown (3Y)Largest decline over 3 years | -13.56% | -4.71% | -8.85% |
Max Drawdown (5Y)Largest decline over 5 years | -41.34% | -14.80% | -26.54% |
Max Drawdown (10Y)Largest decline over 10 years | -46.12% | -15.41% | -30.71% |
Current DrawdownCurrent decline from peak | -37.96% | -2.73% | -35.23% |
Average DrawdownAverage peak-to-trough decline | -11.69% | -2.79% | -8.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 1.40% | +1.82% |
Volatility
VUSUX vs. VFIUX - Volatility Comparison
Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) has a higher volatility of 2.21% compared to Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) at 0.93%. 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.
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Volatility by Period
| VUSUX | VFIUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.21% | 0.93% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 6.38% | 3.00% | +3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.55% | 3.82% | +4.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.50% | 5.65% | +8.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.69% | 4.66% | +9.03% |
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%.
Dividends
VUSUX vs. VFIUX - Dividend Comparison
VUSUX's dividend yield for the trailing twelve months is around 4.33%, more than VFIUX's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | 3.72% | 3.99% | 4.16% | 3.25% | 2.07% | 1.07% | 4.94% | 2.40% | 2.44% | 1.86% | 2.87% | 2.60% |
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | 4.33% | 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 VFIUX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VUSUX has higher volatility (2.21%) compared to VFIUX (0.93%). In terms of maximum drawdown, VUSUX dropped -46.12% vs VFIUX's -15.41%.
VFIUX currently has the higher Sharpe Ratio (0.63 vs 0.07), 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.
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