VUSUX vs. VTIAX
VUSUX (Vanguard Long-Term Treasury Fund Admiral Shares) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both mutual funds - VUSUX is a Government Bonds fund managed by Vanguard, while VTIAX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, VUSUX returned -1.70%/yr vs 9.42%/yr for VTIAX. Their -0.18 correlation means they have often moved in opposite directions in the past. VUSUX charges 0.10%/yr vs 0.09%/yr for VTIAX.
Performance
VUSUX vs. VTIAX - Performance Comparison
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Returns By Period
In the year-to-date period, VUSUX achieves a -3.34% return, which is significantly lower than VTIAX's 13.61% return. Over the past 10 years, VUSUX has underperformed VTIAX with an annualized return of -1.70%, while VTIAX has yielded a comparatively higher 9.42% annualized return.
VUSUX
- 1D
- 0.40%
- 1M
- -3.33%
- 6M
- -2.97%
- YTD
- -3.34%
- 1Y
- -1.80%
- 3Y*
- -0.01%
- 5Y*
- -7.22%
- 10Y*
- -1.70%
- ALL TIME*
- 3.62%
VTIAX
- 1D
- 0.66%
- 1M
- 0.84%
- 6M
- 6.63%
- YTD
- 13.61%
- 1Y
- 26.92%
- 3Y*
- 18.24%
- 5Y*
- 8.71%
- 10Y*
- 9.42%
- ALL TIME*
- 7.01%
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. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | -3.34% | 5.66% | -6.30% | 3.43% | -29.51% | -4.71% | 18.10% | 14.26% | -1.80% | 8.72% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 13.61% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Correlation
The correlation between VUSUX and VTIAX is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2010 | -0.18 |
The correlation between VUSUX and VTIAX shifts across timeframes, from -0.18 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VUSUX vs. VTIAX — Risk / Return Rank
VUSUX
VTIAX
VUSUX vs. VTIAX - 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 Total International Stock Index Fund Admiral Shares (VTIAX). 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 | VTIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.33 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 2.55 | -2.76 |
| Martin ratioReturn relative to average drawdown | -0.47 | 9.44 | -9.91 |
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Drawdowns
VUSUX vs. VTIAX - Drawdown Comparison
The maximum VUSUX drawdown since its inception was -46.12%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VUSUX and VTIAX.
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Drawdown Indicators
| VUSUX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.12% | -35.83% | -10.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.42% | -11.28% | +3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -13.56% | -13.13% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -41.34% | -29.52% | -11.82% |
Max Drawdown (10Y)Largest decline over 10 years | -46.12% | -35.83% | -10.29% |
Current DrawdownCurrent decline from peak | -38.12% | -1.91% | -36.21% |
Average DrawdownAverage peak-to-trough decline | -11.70% | -8.02% | -3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 3.04% | +0.25% |
Volatility
VUSUX vs. VTIAX - Volatility Comparison
The current volatility for Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) is 2.32%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 5.29%. This indicates that VUSUX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUSUX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 5.29% | -2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 6.42% | 14.05% | -7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.45% | 15.96% | -7.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.50% | 15.37% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.69% | 15.83% | -2.14% |
VUSUX vs. VTIAX - Expense Ratio Comparison
VUSUX has a 0.10% expense ratio, which is higher than VTIAX's 0.09% 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%.
Dividends
VUSUX vs. VTIAX - Dividend Comparison
VUSUX's dividend yield for the trailing twelve months is around 4.35%, more than VTIAX's 2.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.53% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | 4.35% | 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 VTIAX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTIAX has higher volatility (5.29%) compared to VUSUX (2.32%). In terms of maximum drawdown, VUSUX dropped -46.12% vs VTIAX's -35.83%.
VTIAX currently has the higher Sharpe Ratio (1.80 vs -0.18), 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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