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VWSUX vs. VGSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWSUX vs. VGSH - Performance Comparison

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

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VWSUX vs. VGSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWSUX
Vanguard Short-Term Tax-Exempt Fund Admiral Shares
0.30%4.90%3.77%3.70%-0.73%0.19%1.91%2.59%1.67%1.10%
VGSH
Vanguard Short-Term Treasury ETF
0.25%5.07%4.00%4.31%-3.86%-0.60%3.04%3.52%1.55%0.04%

Returns By Period

In the year-to-date period, VWSUX achieves a 0.30% return, which is significantly higher than VGSH's 0.25% return. Over the past 10 years, VWSUX has outperformed VGSH with an annualized return of 1.94%, while VGSH has yielded a comparatively lower 1.74% annualized return.


VWSUX

1D
0.06%
1M
-0.50%
YTD
0.30%
6M
0.98%
1Y
3.57%
3Y*
3.86%
5Y*
2.40%
10Y*
1.94%

VGSH

1D
-0.02%
1M
-0.33%
YTD
0.25%
6M
1.24%
1Y
3.68%
3Y*
3.97%
5Y*
1.79%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWSUX vs. VGSH - Expense Ratio Comparison

VWSUX has a 0.09% expense ratio, which is higher than VGSH'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%.


Return for Risk

VWSUX vs. VGSH — Risk / Return Rank

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

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

VGSH
VGSH Risk / Return Rank: 9696
Overall Rank
VGSH Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9898
Sortino Ratio Rank
VGSH Omega Ratio Rank: 9797
Omega Ratio Rank
VGSH Calmar Ratio Rank: 9595
Calmar Ratio Rank
VGSH Martin Ratio Rank: 9595
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.

VWSUX vs. VGSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Tax-Exempt Fund Admiral Shares (VWSUX) and Vanguard Short-Term Treasury ETF (VGSH). 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.


VWSUXVGSHDifference

Sharpe ratio

Return per unit of total volatility

2.59

2.57

+0.02

Sortino ratio

Return per unit of downside risk

4.85

4.13

+0.71

Omega ratio

Gain probability vs. loss probability

2.16

1.55

+0.60

Calmar ratio

Return relative to maximum drawdown

4.22

4.21

+0.01

Martin ratio

Return relative to average drawdown

18.88

15.93

+2.95

VWSUX vs. VGSH - Sharpe Ratio Comparison

The current VWSUX Sharpe Ratio is 2.59, which is comparable to the VGSH Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of VWSUX and VGSH, 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


VWSUXVGSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

2.57

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.01

0.92

+1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.75

1.11

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

2.04

1.01

+1.02

Correlation

The correlation between VWSUX and VGSH is 0.22, 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

VWSUX vs. VGSH - Dividend Comparison

VWSUX's dividend yield for the trailing twelve months is around 3.19%, less than VGSH's 3.93% yield.


TTM20252024202320222021202020192018201720162015
VWSUX
Vanguard Short-Term Tax-Exempt Fund Admiral Shares
3.19%4.00%3.82%2.27%1.24%0.63%1.26%1.79%1.53%1.16%0.97%0.78%
VGSH
Vanguard Short-Term Treasury ETF
3.93%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Drawdowns

VWSUX vs. VGSH - Drawdown Comparison

The maximum VWSUX drawdown since its inception was -3.08%, smaller than the maximum VGSH drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for VWSUX and VGSH.


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Drawdown Indicators


VWSUXVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-3.08%

-5.70%

+2.62%

Max Drawdown (1Y)

Largest decline over 1 year

-1.01%

-0.88%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-2.23%

-5.70%

+3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-3.08%

-5.70%

+2.62%

Current Drawdown

Current decline from peak

-0.63%

-0.52%

-0.11%

Average Drawdown

Average peak-to-trough decline

-0.15%

-0.60%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

0.23%

0.00%

Volatility

VWSUX vs. VGSH - Volatility Comparison

The current volatility for Vanguard Short-Term Tax-Exempt Fund Admiral Shares (VWSUX) is 0.28%, while Vanguard Short-Term Treasury ETF (VGSH) has a volatility of 0.52%. This indicates that VWSUX experiences smaller price fluctuations and is considered to be less risky than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWSUXVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.28%

0.52%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

0.76%

0.84%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

1.53%

1.44%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.20%

1.96%

-0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.11%

1.57%

-0.46%