VUSUX vs. VGSH
Compare and contrast key facts about Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) and Vanguard Short-Term Treasury ETF (VGSH).
VUSUX is managed by Vanguard. It was launched on Feb 12, 2001. VGSH is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-3 Year Government Float Adjusted Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUSUX or VGSH.
Performance
VUSUX vs. VGSH - Performance Comparison
Returns By Period
In the year-to-date period, VUSUX achieves a -4.58% return, which is significantly lower than VGSH's 3.42% return. Over the past 10 years, VUSUX has underperformed VGSH with an annualized return of -1.70%, while VGSH has yielded a comparatively higher 1.27% annualized return.
VUSUX
-4.58%
-3.25%
1.51%
5.38%
-7.39%
-1.70%
VGSH
3.42%
-0.28%
2.90%
5.09%
1.26%
1.27%
Key characteristics
| VUSUX | VGSH | |
|---|---|---|
| Sharpe Ratio | 0.43 | 2.69 |
| Sortino Ratio | 0.69 | 4.29 |
| Omega Ratio | 1.08 | 1.57 |
| Calmar Ratio | 0.12 | 2.40 |
| Martin Ratio | 1.08 | 13.72 |
| Ulcer Index | 5.34% | 0.37% |
| Daily Std Dev | 13.56% | 1.87% |
| Max Drawdown | -51.18% | -5.70% |
| Current Drawdown | -44.10% | -0.78% |
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VUSUX vs. VGSH - Expense Ratio Comparison
VUSUX has a 0.10% expense ratio, which is higher than VGSH's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VUSUX and VGSH is 0.55, 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. VGSH - 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 ETF (VGSH). 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. VGSH - Dividend Comparison
VUSUX's dividend yield for the trailing twelve months is around 3.99%, less than VGSH's 4.15% 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% |
VGSH Vanguard Short-Term Treasury ETF | 4.15% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% | 0.34% |
Drawdowns
VUSUX vs. VGSH - Drawdown Comparison
The maximum VUSUX drawdown since its inception was -51.18%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for VUSUX and VGSH. For additional features, visit the drawdowns tool.
Volatility
VUSUX vs. VGSH - Volatility Comparison
Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) has a higher volatility of 4.31% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.43%. This indicates that VUSUX's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.