VANGUARD SHORT-TERM Competition
| VFSUX Fund | USD 10.40 -0.03 -0.29% |
VANGUARD SHORT-TERM vs Vanguard Small Correlation Summary
Very poor diversification
The correlation between VFSUX and VBR is 0.83, which Macroaxis classifies as Very poor diversification for the selected horizon. Used correctly, the chart supports evaluation of whether adding the second position genuinely diversifies the first.
Moving together with VANGUARD Mutual Fund
Mean reversion in VANGUARD SHORT-TERM is distinct from trend following. Where trend followers ride price momentum, mean reversion investors bet that extended moves will reverse once the underlying driver runs out of fuel.
VANGUARD SHORT-TERM Competition Correlation Matrix
Competition correlation for Vanguard Short Term Investment Grade matters because related securities often respond to the same industry, factor, or macro drivers even when their business stories differ. The business currently sits in the Short-Term Bond sector and the Large industry. In practical terms, lower correlation may offer better diversification while higher correlation may leave the portfolio more exposed to one shared driver.
High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
Evaluating VANGUARD Mutual Fund requires separating price momentum from underlying business quality relative to competitors. Risk-adjusted metrics allow investors to compare VANGUARD SHORT-TERM's efficiency and downside exposure against peers in a more meaningful way. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VFSTX | 0.09 | -0.01 | 0.59 | -0.98 | 0.09 | 0.29 | 0.67 | |||
| QUAL | 0.61 | 0.03 | 0.00 | -0.07 | 0.00 | 1.00 | 3.86 | |||
| SCHG | 0.77 | -0.07 | 0.00 | -0.18 | 0.00 | 1.29 | 4.13 | |||
| SCHF | 0.80 | 0.10 | 0.08 | 0.01 | 1.35 | 1.46 | 5.82 | |||
| VFICX | 0.17 | -0.02 | 0.00 | -0.48 | 0.00 | 0.34 | 1.01 | |||
| VFIDX | 0.17 | -0.02 | 0.00 | -0.48 | 0.00 | 0.34 | 1.01 | |||
| IXUS | 0.79 | 0.09 | 0.07 | 0.00 | 1.28 | 1.43 | 5.82 | |||
| IWB | 0.59 | 0.01 | 0.00 | -0.09 | 0.00 | 0.89 | 3.61 | |||
| VBAIX | 0.38 | 0.00 | 0.00 | -0.09 | 0.00 | 0.62 | 2.40 | |||
| VBR | 0.70 | 0.08 | 0.00 | -0.02 | 0.00 | 1.36 | 4.44 |
VANGUARD SHORT-TERM Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
VANGUARD SHORT-TERM Competition Peer Performance Charts
How to Analyze VANGUARD SHORT-TERM Against Peers
VANGUARD SHORT-TERM's peer analysis compares VANGUARD SHORT-TERM with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether VANGUARD SHORT-TERM trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where VANGUARD SHORT-TERM leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Analyzing VANGUARD SHORT-TERM's peers expands diversification context, relative positioning, and sector theme understanding. Debt-to-equity comparison across VANGUARD SHORT-TERM's peers frames whether its leverage is conservative, normal, or elevated for its industry. Sector classification alone can be too broad, so VANGUARD SHORT-TERM's peer group benefits from business model filtering. Sector and peer comparisons can improve selection when multiple related names appear investable.
Data shown for Vanguard Short Term Investment Grade is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication cadence can introduce delays.