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VWSUX vs. VWUSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWSUX and VWUSX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VWSUX vs. VWUSX - 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 U.S. Growth Fund Investor Shares (VWUSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VWSUX:

2.31

VWUSX:

0.75

Sortino Ratio

VWSUX:

3.94

VWUSX:

1.21

Omega Ratio

VWSUX:

1.79

VWUSX:

1.17

Calmar Ratio

VWSUX:

3.21

VWUSX:

0.83

Martin Ratio

VWSUX:

13.12

VWUSX:

2.76

Ulcer Index

VWSUX:

0.25%

VWUSX:

7.56%

Daily Std Dev

VWSUX:

1.41%

VWUSX:

26.86%

Max Drawdown

VWSUX:

-3.08%

VWUSX:

-71.26%

Current Drawdown

VWSUX:

-0.44%

VWUSX:

-4.78%

Returns By Period

In the year-to-date period, VWSUX achieves a 0.73% return, which is significantly lower than VWUSX's 1.53% return. Over the past 10 years, VWSUX has underperformed VWUSX with an annualized return of 1.54%, while VWUSX has yielded a comparatively higher 14.10% annualized return.


VWSUX

YTD

0.73%

1M

0.32%

6M

1.08%

1Y

3.24%

5Y*

1.77%

10Y*

1.54%

VWUSX

YTD

1.53%

1M

16.24%

6M

1.29%

1Y

20.11%

5Y*

14.52%

10Y*

14.10%

*Annualized

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VWSUX vs. VWUSX - Expense Ratio Comparison

VWSUX has a 0.09% expense ratio, which is lower than VWUSX's 0.38% expense ratio.


Risk-Adjusted Performance

VWSUX vs. VWUSX — Risk-Adjusted Performance Rank

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

VWSUX
The Risk-Adjusted Performance Rank of VWSUX is 9696
Overall Rank
The Sharpe Ratio Rank of VWSUX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of VWSUX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of VWSUX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of VWSUX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of VWSUX is 9696
Martin Ratio Rank

VWUSX
The Risk-Adjusted Performance Rank of VWUSX is 7373
Overall Rank
The Sharpe Ratio Rank of VWUSX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VWUSX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VWUSX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VWUSX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VWUSX is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VWSUX vs. VWUSX - 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 U.S. Growth Fund Investor Shares (VWUSX). 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.


The current VWSUX Sharpe Ratio is 2.31, which is higher than the VWUSX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of VWSUX and VWUSX, 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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Dividends

VWSUX vs. VWUSX - Dividend Comparison

VWSUX's dividend yield for the trailing twelve months is around 3.29%, more than VWUSX's 0.19% yield.


TTM20242023202220212020201920182017201620152014
VWSUX
Vanguard Short-Term Tax-Exempt Fund Admiral Shares
3.29%3.28%2.50%1.23%0.71%1.26%1.67%1.53%1.16%0.97%0.78%0.79%
VWUSX
Vanguard U.S. Growth Fund Investor Shares
0.19%0.20%0.28%0.37%0.00%0.03%0.35%0.39%0.40%0.42%0.49%0.65%

Drawdowns

VWSUX vs. VWUSX - Drawdown Comparison

The maximum VWSUX drawdown since its inception was -3.08%, smaller than the maximum VWUSX drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for VWSUX and VWUSX. For additional features, visit the drawdowns tool.


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Volatility

VWSUX vs. VWUSX - Volatility Comparison

The current volatility for Vanguard Short-Term Tax-Exempt Fund Admiral Shares (VWSUX) is 0.22%, while Vanguard U.S. Growth Fund Investor Shares (VWUSX) has a volatility of 7.93%. This indicates that VWSUX experiences smaller price fluctuations and is considered to be less risky than VWUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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