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VWSTX vs. SUB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWSTX vs. SUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Tax-Exempt Fund Investor Shares (VWSTX) and iShares Short-Term National Muni Bond ETF (SUB). The values are adjusted to include any dividend payments, if applicable.

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VWSTX vs. SUB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWSTX
Vanguard Short-Term Tax-Exempt Fund Investor Shares
0.22%4.79%3.68%3.87%-0.81%0.17%1.82%2.50%1.59%1.00%
SUB
iShares Short-Term National Muni Bond ETF
0.23%3.64%2.17%2.91%-2.05%0.03%2.51%2.93%1.85%0.75%

Returns By Period

The year-to-date returns for both investments are quite close, with VWSTX having a 0.22% return and SUB slightly higher at 0.23%. Over the past 10 years, VWSTX has outperformed SUB with an annualized return of 1.87%, while SUB has yielded a comparatively lower 1.46% annualized return.


VWSTX

1D
0.00%
1M
-0.69%
YTD
0.22%
6M
0.88%
1Y
3.49%
3Y*
3.83%
5Y*
2.35%
10Y*
1.87%

SUB

1D
0.04%
1M
-0.66%
YTD
0.23%
6M
1.01%
1Y
3.37%
3Y*
2.75%
5Y*
1.39%
10Y*
1.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWSTX vs. SUB - Expense Ratio Comparison

VWSTX has a 0.17% expense ratio, which is higher than SUB's 0.07% 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%.


Return for Risk

VWSTX vs. SUB — Risk / Return Rank

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

VWSTX
VWSTX Risk / Return Rank: 9898
Overall Rank
VWSTX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VWSTX Sortino Ratio Rank: 9898
Sortino Ratio Rank
VWSTX Omega Ratio Rank: 9999
Omega Ratio Rank
VWSTX Calmar Ratio Rank: 9797
Calmar Ratio Rank
VWSTX Martin Ratio Rank: 9898
Martin Ratio Rank

SUB
SUB Risk / Return Rank: 9292
Overall Rank
SUB Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SUB Sortino Ratio Rank: 9292
Sortino Ratio Rank
SUB Omega Ratio Rank: 9797
Omega Ratio Rank
SUB Calmar Ratio Rank: 8989
Calmar Ratio Rank
SUB 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.

VWSTX vs. SUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Tax-Exempt Fund Investor Shares (VWSTX) and iShares Short-Term National Muni Bond ETF (SUB). 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.


VWSTXSUBDifference

Sharpe ratio

Return per unit of total volatility

2.74

2.25

+0.49

Sortino ratio

Return per unit of downside risk

5.45

2.71

+2.74

Omega ratio

Gain probability vs. loss probability

2.30

1.61

+0.69

Calmar ratio

Return relative to maximum drawdown

4.12

2.82

+1.30

Martin ratio

Return relative to average drawdown

18.74

10.30

+8.44

VWSTX vs. SUB - Sharpe Ratio Comparison

The current VWSTX Sharpe Ratio is 2.74, which is comparable to the SUB Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of VWSTX and SUB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VWSTXSUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

2.25

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.99

0.85

+1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.71

0.56

+1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

2.03

0.42

+1.61

Correlation

The correlation between VWSTX and SUB is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VWSTX vs. SUB - Dividend Comparison

VWSTX's dividend yield for the trailing twelve months is around 3.11%, more than SUB's 2.47% yield.


TTM20252024202320222021202020192018201720162015
VWSTX
Vanguard Short-Term Tax-Exempt Fund Investor Shares
3.11%3.90%3.73%2.42%1.16%0.61%1.17%1.71%1.45%1.06%0.87%0.70%
SUB
iShares Short-Term National Muni Bond ETF
2.27%2.42%2.10%1.73%0.86%0.72%1.23%1.58%1.32%0.95%0.75%0.77%

Drawdowns

VWSTX vs. SUB - Drawdown Comparison

The maximum VWSTX drawdown since its inception was -3.09%, smaller than the maximum SUB drawdown of -9.46%. Use the drawdown chart below to compare losses from any high point for VWSTX and SUB.


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Drawdown Indicators


VWSTXSUBDifference

Max Drawdown

Largest peak-to-trough decline

-3.09%

-9.46%

+6.37%

Max Drawdown (1Y)

Largest decline over 1 year

-1.01%

-1.23%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-2.32%

-4.35%

+2.03%

Max Drawdown (10Y)

Largest decline over 10 years

-3.08%

-9.46%

+6.38%

Current Drawdown

Current decline from peak

-0.69%

-0.66%

-0.03%

Average Drawdown

Average peak-to-trough decline

-0.32%

-0.92%

+0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.34%

-0.12%

Volatility

VWSTX vs. SUB - Volatility Comparison

The current volatility for Vanguard Short-Term Tax-Exempt Fund Investor Shares (VWSTX) is 0.28%, while iShares Short-Term National Muni Bond ETF (SUB) has a volatility of 0.53%. This indicates that VWSTX experiences smaller price fluctuations and is considered to be less risky than SUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWSTXSUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.28%

0.53%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

0.75%

0.80%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

1.51%

1.51%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.19%

1.64%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.10%

2.59%

-1.49%