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VWSUX vs. VWALX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWSUX vs. VWALX - 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 High-Yield Tax-Exempt Fund Admiral Shares (VWALX). The values are adjusted to include any dividend payments, if applicable.

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VWSUX vs. VWALX - 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%
VWALX
Vanguard High-Yield Tax-Exempt Fund Admiral Shares
-0.26%5.06%4.08%8.45%-11.69%3.42%5.49%9.58%1.38%7.96%

Returns By Period

In the year-to-date period, VWSUX achieves a 0.30% return, which is significantly higher than VWALX's -0.26% return. Over the past 10 years, VWSUX has underperformed VWALX with an annualized return of 1.94%, while VWALX has yielded a comparatively higher 3.08% 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%

VWALX

1D
0.38%
1M
-2.23%
YTD
-0.26%
6M
1.36%
1Y
4.06%
3Y*
4.63%
5Y*
1.55%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWSUX vs. VWALX - Expense Ratio Comparison

Both VWSUX and VWALX have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VWSUX vs. VWALX — 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

VWALX
VWALX Risk / Return Rank: 3535
Overall Rank
VWALX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VWALX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VWALX Omega Ratio Rank: 5353
Omega Ratio Rank
VWALX Calmar Ratio Rank: 3434
Calmar Ratio Rank
VWALX Martin Ratio Rank: 2727
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. VWALX - 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 High-Yield Tax-Exempt Fund Admiral Shares (VWALX). 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.


VWSUXVWALXDifference

Sharpe ratio

Return per unit of total volatility

2.59

0.79

+1.80

Sortino ratio

Return per unit of downside risk

4.85

1.08

+3.77

Omega ratio

Gain probability vs. loss probability

2.16

1.22

+0.94

Calmar ratio

Return relative to maximum drawdown

4.22

0.97

+3.25

Martin ratio

Return relative to average drawdown

18.88

3.01

+15.88

VWSUX vs. VWALX - Sharpe Ratio Comparison

The current VWSUX Sharpe Ratio is 2.59, which is higher than the VWALX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of VWSUX and VWALX, 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


VWSUXVWALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

0.79

+1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.01

0.33

+1.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.75

0.67

+1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

2.04

1.07

+0.97

Correlation

The correlation between VWSUX and VWALX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VWSUX vs. VWALX - Dividend Comparison

VWSUX's dividend yield for the trailing twelve months is around 3.19%, less than VWALX's 4.14% 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%
VWALX
Vanguard High-Yield Tax-Exempt Fund Admiral Shares
4.14%5.04%4.47%3.59%3.44%3.04%3.40%4.03%3.85%3.77%3.86%3.75%

Drawdowns

VWSUX vs. VWALX - Drawdown Comparison

The maximum VWSUX drawdown since its inception was -3.08%, smaller than the maximum VWALX drawdown of -17.24%. Use the drawdown chart below to compare losses from any high point for VWSUX and VWALX.


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Drawdown Indicators


VWSUXVWALXDifference

Max Drawdown

Largest peak-to-trough decline

-3.08%

-17.24%

+14.16%

Max Drawdown (1Y)

Largest decline over 1 year

-1.01%

-5.63%

+4.62%

Max Drawdown (5Y)

Largest decline over 5 years

-2.23%

-17.24%

+15.01%

Max Drawdown (10Y)

Largest decline over 10 years

-3.08%

-17.24%

+14.16%

Current Drawdown

Current decline from peak

-0.63%

-2.50%

+1.87%

Average Drawdown

Average peak-to-trough decline

-0.15%

-2.18%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

1.81%

-1.58%

Volatility

VWSUX vs. VWALX - Volatility Comparison

The current volatility for Vanguard Short-Term Tax-Exempt Fund Admiral Shares (VWSUX) is 0.28%, while Vanguard High-Yield Tax-Exempt Fund Admiral Shares (VWALX) has a volatility of 1.29%. This indicates that VWSUX experiences smaller price fluctuations and is considered to be less risky than VWALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWSUXVWALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.28%

1.29%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.76%

2.00%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

1.53%

5.71%

-4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.20%

4.76%

-3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.11%

4.62%

-3.51%