Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/15/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EDV (Vanguard Extended Duration Treasury ETF) | -1.52% | -1.20% | -11.60% | -14.32% | -2.99% | 3.14% | NA | 2.61% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EDV (Vanguard Extended Duration Treasury ETF) | 01/29/2008 | 04/15/2025 |
The return data shown below all have the same latest date: 04/15/2025.
AR inception is since 01/29/2008.
AR inception is since 01/29/2008.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.69 | -1.20 | -11.60 | -14.32 | -2.99 | 3.14 | NA | 2.61 | -1.52 | -12.78 | 1.36 | -39.15 | -6.18 | 23.59 | 18.67 | -3.40 | 13.94 | 1.60 | -4.85 | 43.48 | -19.80 | 2.40 | 55.94 | 9.82 | -35.77 | 54.21 |
| Sharpe Ratio | NA | -49.14 | -72.46 | -76.17 | -22.93 | NA | NA | 6.56 | -52.64 | -97.71 | -11.58 | -152.81 | -34.48 | 91.97 | 108.06 | -36.03 | 96.14 | 7.81 | -21.81 | 276.33 | -100.98 | 11.41 | 177.97 | 38.63 | -115.02 | 183.95 |
| Standard Deviation(%) | NA | 20.58 | 23.90 | 21.96 | 20.29 | NA | NA | 22.73 | 22.39 | 19.82 | 25.15 | 26.61 | 18.01 | 25.28 | 15.98 | 13.13 | 13.91 | 17.80 | 22.36 | 15.73 | 19.64 | 20.76 | 31.41 | 25.19 | 31.18 | 31.86 |
| Draw Down(%) | NA | 20.54 | 40.47 | 59.95 | 59.95 | NA | NA | 59.95 | 11.59 | 17.67 | 30.75 | 45.89 | 19.49 | 18.52 | 11.40 | 14.02 | 6.62 | 24.22 | 23.49 | 7.72 | 24.32 | 15.02 | 16.61 | 23.58 | 38.18 | 12.32 |
| Yield(%) | 0.00 | 3.42 | 2.53 | 2.22 | 3.18 | 5.84 | 4.45 | 5.24 | 0.00 | 3.93 | 3.39 | 2.00 | 1.79 | 6.42 | 3.98 | 2.76 | 3.21 | 5.07 | 3.81 | 3.22 | 3.94 | 7.32 | 7.67 | 4.95 | 11.20 | 3.90 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EDV (Vanguard Extended Duration Treasury ETF) |
-23.15%
Oct 2020 - Oct 2023 |
-12.68%
Mar 2020 - Mar 2025 |
-3.66%
Jan 2015 - Jan 2025 |
1.05%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EDV (Vanguard Extended Duration Treasury ETF) |
21.22%
Jul 2009 - Jul 2012 |
17.53%
Jan 2010 - Jan 2015 |
12.89%
Mar 2010 - Mar 2020 |
4.71%
Apr 2008 - Apr 2023 |
Annualized Rolling Returns Comparison Chart