VWSUX vs. BND
Compare and contrast key facts about Vanguard Short-Term Tax-Exempt Fund Admiral Shares (VWSUX) and Vanguard Total Bond Market ETF (BND).
VWSUX is managed by Vanguard. It was launched on Feb 12, 2001. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWSUX or BND.
Key characteristics
| VWSUX | BND | |
|---|---|---|
| YTD Return | 2.84% | 2.40% |
| 1Y Return | 4.63% | 8.91% |
| 3Y Return (Ann) | 2.01% | -2.38% |
| 5Y Return (Ann) | 1.71% | 0.01% |
| 10Y Return (Ann) | 1.44% | 1.50% |
| Sharpe Ratio | 3.84 | 1.38 |
| Sortino Ratio | 9.23 | 2.03 |
| Omega Ratio | 2.55 | 1.24 |
| Calmar Ratio | 9.16 | 0.51 |
| Martin Ratio | 31.89 | 4.99 |
| Ulcer Index | 0.15% | 1.62% |
| Daily Std Dev | 1.21% | 5.85% |
| Max Drawdown | -3.08% | -18.84% |
| Current Drawdown | -0.10% | -8.44% |
Correlation
The correlation between VWSUX and BND is 0.24, 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.
Performance
VWSUX vs. BND - Performance Comparison
In the year-to-date period, VWSUX achieves a 2.84% return, which is significantly higher than BND's 2.40% return. Both investments have delivered pretty close results over the past 10 years, with VWSUX having a 1.44% annualized return and BND not far ahead at 1.50%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VWSUX vs. BND - Expense Ratio Comparison
VWSUX has a 0.09% expense ratio, which is higher than BND'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%.
Risk-Adjusted Performance
VWSUX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Tax-Exempt Fund Admiral Shares (VWSUX) and Vanguard Total Bond Market ETF (BND). 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
VWSUX vs. BND - Dividend Comparison
VWSUX's dividend yield for the trailing twelve months is around 3.23%, less than BND's 3.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWSUX Vanguard Short-Term Tax-Exempt Fund Admiral Shares | 3.23% | 2.50% | 1.23% | 0.71% | 1.26% | 1.67% | 1.53% | 1.16% | 0.97% | 0.78% | 0.79% | 0.93% |
BND Vanguard Total Bond Market ETF | 3.55% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
VWSUX vs. BND - Drawdown Comparison
The maximum VWSUX drawdown since its inception was -3.08%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VWSUX and BND. For additional features, visit the drawdowns tool.
Volatility
VWSUX vs. BND - Volatility Comparison
The current volatility for Vanguard Short-Term Tax-Exempt Fund Admiral Shares (VWSUX) is 0.44%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.67%. This indicates that VWSUX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.