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VUSUX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VUSUX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.52%
13.23%
VUSUX
VOO

Returns By Period

In the year-to-date period, VUSUX achieves a -4.58% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, VUSUX has underperformed VOO with an annualized return of -1.78%, while VOO has yielded a comparatively higher 13.22% annualized return.


VUSUX

YTD

-4.58%

1M

-1.49%

6M

1.51%

1Y

4.59%

5Y (annualized)

-7.29%

10Y (annualized)

-1.78%

VOO

YTD

26.58%

1M

3.05%

6M

13.23%

1Y

32.77%

5Y (annualized)

15.74%

10Y (annualized)

13.22%

Key characteristics


VUSUXVOO
Sharpe Ratio0.342.69
Sortino Ratio0.573.59
Omega Ratio1.071.50
Calmar Ratio0.103.88
Martin Ratio0.8417.58
Ulcer Index5.46%1.86%
Daily Std Dev13.53%12.19%
Max Drawdown-51.18%-33.99%
Current Drawdown-44.10%-0.53%

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VUSUX vs. VOO - Expense Ratio Comparison

VUSUX has a 0.10% expense ratio, which is higher than VOO's 0.03% 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%.


VUSUX
Vanguard Long-Term Treasury Fund Admiral Shares
Expense ratio chart for VUSUX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.0-0.3

The correlation between VUSUX and VOO is -0.26. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Risk-Adjusted Performance

VUSUX vs. VOO - 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 S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for VUSUX, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.005.000.342.69
The chart of Sortino ratio for VUSUX, currently valued at 0.57, compared to the broader market0.005.0010.000.573.59
The chart of Omega ratio for VUSUX, currently valued at 1.07, compared to the broader market1.002.003.004.001.071.50
The chart of Calmar ratio for VUSUX, currently valued at 0.10, compared to the broader market0.005.0010.0015.0020.000.103.88
The chart of Martin ratio for VUSUX, currently valued at 0.84, compared to the broader market0.0020.0040.0060.0080.00100.000.8417.58
VUSUX
VOO

The current VUSUX Sharpe Ratio is 0.34, which is lower than the VOO Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of VUSUX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.34
2.69
VUSUX
VOO

Dividends

VUSUX vs. VOO - Dividend Comparison

VUSUX's dividend yield for the trailing twelve months is around 3.99%, more than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
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%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VUSUX vs. VOO - Drawdown Comparison

The maximum VUSUX drawdown since its inception was -51.18%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VUSUX and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-44.10%
-0.53%
VUSUX
VOO

Volatility

VUSUX vs. VOO - Volatility Comparison

Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.06% and 3.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.06%
3.99%
VUSUX
VOO