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VVIAX vs. VSBSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VVIAX vs. VSBSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value Index Fund Admiral Shares (VVIAX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VVIAX achieves a 13.13% return, which is significantly higher than VSBSX's 0.51% return. Over the past 10 years, VVIAX has outperformed VSBSX with an annualized return of 12.48%, while VSBSX has yielded a comparatively lower 1.75% annualized return.


VVIAX

1D
0.82%
1M
3.30%
YTD
13.13%
6M
14.08%
1Y
28.07%
3Y*
18.67%
5Y*
11.39%
10Y*
12.48%

VSBSX

1D
0.05%
1M
-0.05%
YTD
0.51%
6M
0.88%
1Y
3.35%
3Y*
4.25%
5Y*
1.87%
10Y*
1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VVIAX vs. VSBSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VVIAX
Vanguard Value Index Fund Admiral Shares
13.13%15.27%16.00%9.22%-2.07%26.51%2.29%25.81%-5.45%17.13%
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
0.51%5.08%4.39%4.23%-3.87%-0.69%3.09%3.51%1.52%0.35%

Correlation

The correlation between VVIAX and VSBSX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

-0.10

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

-0.17

The correlation between VVIAX and VSBSX shifts across timeframes, from -0.17 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VVIAX vs. VSBSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VVIAX
VVIAX Risk / Return Rank: 8585
Overall Rank
VVIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VVIAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
VVIAX Omega Ratio Rank: 7878
Omega Ratio Rank
VVIAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
VVIAX Martin Ratio Rank: 8888
Martin Ratio Rank

VSBSX
VSBSX Risk / Return Rank: 8585
Overall Rank
VSBSX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VSBSX Sortino Ratio Rank: 8888
Sortino Ratio Rank
VSBSX Omega Ratio Rank: 8383
Omega Ratio Rank
VSBSX Calmar Ratio Rank: 8686
Calmar Ratio Rank
VSBSX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VVIAX vs. VSBSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund Admiral Shares (VVIAX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX). 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.


VVIAXVSBSXDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.50

1.55

-0.06

Calmar ratioReturn relative to maximum drawdown

4.39

3.96

+0.43

Martin ratioReturn relative to average drawdown

16.56

16.32

+0.25

VVIAX vs. VSBSX - Sharpe Ratio Comparison

The current VVIAX Sharpe Ratio is 2.77, which is comparable to the VSBSX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of VVIAX and VSBSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VVIAXVSBSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.77

2.61

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.96

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

1.14

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.07

-0.65

Drawdowns

VVIAX vs. VSBSX - Drawdown Comparison

The maximum VVIAX drawdown since its inception was -59.32%, which is greater than VSBSX's maximum drawdown of -5.77%. Use the drawdown chart below to compare losses from any high point for VVIAX and VSBSX.


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Drawdown Indicators


VVIAXVSBSXDifference

Max Drawdown

Largest peak-to-trough decline

-59.32%

-5.77%

-53.55%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-0.84%

-5.52%

Max Drawdown (3Y)

Largest decline over 3 years

-14.39%

-0.84%

-13.55%

Max Drawdown (5Y)

Largest decline over 5 years

-17.14%

-5.77%

-11.37%

Max Drawdown (10Y)

Largest decline over 10 years

-36.80%

-5.77%

-31.03%

Current Drawdown

Current decline from peak

0.00%

-0.21%

+0.21%

Average Drawdown

Average peak-to-trough decline

-9.61%

-0.59%

-9.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

0.20%

+1.48%

Volatility

VVIAX vs. VSBSX - Volatility Comparison

Vanguard Value Index Fund Admiral Shares (VVIAX) has a higher volatility of 2.54% compared to Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) at 0.36%. This indicates that VVIAX's price experiences larger fluctuations and is considered to be riskier than VSBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVIAXVSBSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

0.36%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

7.62%

0.87%

+6.75%

Volatility (1Y)

Calculated over the trailing 1-year period

10.10%

1.28%

+8.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

1.95%

+11.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

1.54%

+15.20%

VVIAX vs. VSBSX - Expense Ratio Comparison

VVIAX has a 0.05% expense ratio, which is lower than VSBSX's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VVIAX vs. VSBSX - Dividend Comparison

VVIAX's dividend yield for the trailing twelve months is around 1.84%, less than VSBSX's 3.84% yield.


PositionTTM20252024202320222021202020192018201720162015
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
3.84%3.98%4.50%3.29%1.12%0.63%1.72%2.26%1.80%1.10%0.76%0.71%
VVIAX
Vanguard Value Index Fund Admiral Shares
1.84%2.04%2.30%2.45%2.51%2.14%2.55%2.49%2.72%2.29%2.45%2.60%

Frequently Asked Questions


VVIAX and VSBSX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VVIAX has higher volatility (2.54%) compared to VSBSX (0.36%). In terms of maximum drawdown, VVIAX dropped -59.32% vs VSBSX's -5.77%.

VVIAX currently has the higher Sharpe Ratio (2.77 vs 2.61), 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.

Portfolio Optimizer

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