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VGIT vs. VGSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGIT vs. VGSH - Performance Comparison

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

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Returns By Period

In the year-to-date period, VGIT achieves a -0.46% return, which is significantly lower than VGSH's 0.48% return. Over the past 10 years, VGIT has underperformed VGSH with an annualized return of 1.23%, while VGSH has yielded a comparatively higher 1.74% annualized return.


VGIT

1D
-0.19%
1M
-0.16%
YTD
-0.46%
6M
-0.60%
1Y
3.54%
3Y*
3.40%
5Y*
0.05%
10Y*
1.23%

VGSH

1D
-0.03%
1M
0.08%
YTD
0.48%
6M
0.74%
1Y
3.43%
3Y*
4.15%
5Y*
1.81%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGIT vs. VGSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.46%7.34%1.39%4.28%-10.53%-2.64%7.71%6.19%1.35%1.70%
VGSH
Vanguard Short-Term Treasury ETF
0.48%5.07%4.00%4.31%-3.86%-0.60%3.04%3.52%1.55%0.04%

Correlation

The correlation between VGIT and VGSH is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.75

The correlation between VGIT and VGSH shifts across timeframes, from 0.75 (all time) to 0.92 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VGIT vs. VGSH — Risk / Return Rank

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

VGIT
VGIT Risk / Return Rank: 2727
Overall Rank
VGIT Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 2828
Sortino Ratio Rank
VGIT Omega Ratio Rank: 2626
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2626
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2626
Martin Ratio Rank

VGSH
VGSH Risk / Return Rank: 8383
Overall Rank
VGSH Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9191
Sortino Ratio Rank
VGSH Omega Ratio Rank: 8888
Omega Ratio Rank
VGSH Calmar Ratio Rank: 7676
Calmar Ratio Rank
VGSH Martin Ratio Rank: 7878
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.

VGIT vs. VGSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) 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.


VGITVGSHDifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-2.83

Omega ratioGain probability vs. loss probability

1.18

1.57

-0.38

Calmar ratioReturn relative to maximum drawdown

1.25

3.90

-2.64

Martin ratioReturn relative to average drawdown

3.75

15.52

-11.76

VGIT vs. VGSH - Sharpe Ratio Comparison

The current VGIT Sharpe Ratio is 1.05, which is lower than the VGSH Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of VGIT and VGSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VGITVGSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

2.68

-1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.93

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

1.11

-0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.01

-0.52

Drawdowns

VGIT vs. VGSH - Drawdown Comparison

The maximum VGIT drawdown since its inception was -16.05%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for VGIT and VGSH.


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Drawdown Indicators


VGITVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-16.05%

-5.70%

-10.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-0.88%

-1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-4.34%

-0.97%

-3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-5.66%

-9.36%

Max Drawdown (10Y)

Largest decline over 10 years

-16.05%

-5.70%

-10.35%

Current Drawdown

Current decline from peak

-2.39%

-0.29%

-2.10%

Average Drawdown

Average peak-to-trough decline

-3.52%

-0.60%

-2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.22%

+0.72%

Volatility

VGIT vs. VGSH - Volatility Comparison

Vanguard Intermediate-Term Treasury ETF (VGIT) has a higher volatility of 1.05% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.35%. This indicates that VGIT's price experiences larger fluctuations and is considered to be riskier 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


VGITVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

0.35%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

0.88%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

1.29%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

1.97%

+3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

1.57%

+2.93%

VGIT vs. VGSH - Expense Ratio Comparison

Both VGIT and VGSH have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VGIT vs. VGSH - Dividend Comparison

VGIT's dividend yield for the trailing twelve months is around 3.87%, which matches VGSH's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
VGIT
Vanguard Intermediate-Term Treasury ETF
3.87%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%
VGSH
Vanguard Short-Term Treasury ETF
3.87%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Frequently Asked Questions


With a correlation of 0.92, VGIT and VGSH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VGIT has higher volatility (1.05%) compared to VGSH (0.35%). In terms of maximum drawdown, VGIT dropped -16.05% vs VGSH's -5.70%.

On 10-year performance, VGSH leads with 1.74% vs 1.23% for VGIT. Both ETFs have the same 0.03% expense ratio. On volatility, VGSH has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VGSH has performed better with a 1.74% return vs 1.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGIT and VGSH have the same expense ratio: 0.03% per year.

VGIT and VGSH have nearly identical dividend yields, around 3.87%.

VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index, while VGSH tracks Bloomberg U.S. Treasury 1-3 Year Index.

VGSH currently has the higher Sharpe Ratio (2.68 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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