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Vanguard GNMA Fund Investor Shares (VFIIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9220313079

CUSIP

922031307

Issuer

Vanguard

Inception Date

Jun 27, 1980

Min. Investment

$3,000

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VFIIX vs. VFISX VFIIX vs. BND VFIIX vs. VOO VFIIX vs. BNDW VFIIX vs. VFIAX VFIIX vs. VFSTX VFIIX vs. VWAHX VFIIX vs. VTI VFIIX vs. VBMFX VFIIX vs. VFITX
Popular comparisons:
VFIIX vs. VFISX VFIIX vs. BND VFIIX vs. VOO VFIIX vs. BNDW VFIIX vs. VFIAX VFIIX vs. VFSTX VFIIX vs. VWAHX VFIIX vs. VTI VFIIX vs. VBMFX VFIIX vs. VFITX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard GNMA Fund Investor Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.26%
12.33%
VFIIX (Vanguard GNMA Fund Investor Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard GNMA Fund Investor Shares had a return of 0.89% year-to-date (YTD) and 6.12% in the last 12 months. Over the past 10 years, Vanguard GNMA Fund Investor Shares had an annualized return of 0.80%, while the S&P 500 had an annualized return of 11.13%, indicating that Vanguard GNMA Fund Investor Shares did not perform as well as the benchmark.


VFIIX

YTD

0.89%

1M

-0.78%

6M

2.91%

1Y

6.12%

5Y (annualized)

-0.53%

10Y (annualized)

0.80%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of VFIIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.47%-1.55%0.96%-2.76%1.88%1.07%2.39%1.37%1.15%-2.55%0.89%
20232.98%-2.50%2.22%0.70%-1.01%-0.48%-0.04%-0.70%-2.79%-1.97%4.83%4.18%5.17%
2022-1.15%-0.57%-2.60%-3.35%1.09%-1.63%3.03%-2.91%-5.09%-0.96%3.84%-0.71%-10.81%
2021-0.06%-0.29%-0.33%0.40%-0.34%-0.11%0.35%-0.03%-0.21%-0.30%0.08%-0.30%-1.13%
20200.48%0.96%1.51%0.55%0.07%-0.13%-0.17%0.03%-0.06%-0.07%0.07%0.43%3.73%
20190.74%0.06%1.13%-0.04%1.21%0.74%0.33%1.08%0.02%0.30%0.11%0.02%5.84%
2018-1.11%-0.64%0.63%-0.44%0.74%0.05%-0.05%0.44%-0.55%-0.65%0.86%1.64%0.89%
2017-0.11%0.50%-0.08%0.50%0.70%-0.43%0.42%0.51%-0.15%0.04%-0.25%0.23%1.89%
20161.24%0.31%0.31%0.20%0.19%0.73%0.25%0.08%0.36%-0.20%-1.67%-0.66%1.12%
20150.75%-0.26%0.01%0.19%-0.19%-0.75%0.56%-0.08%0.67%-0.07%0.01%0.02%0.83%
20142.05%0.32%-0.34%0.90%1.07%0.40%-0.52%0.97%-0.16%1.06%0.58%0.09%6.59%
2013-0.56%0.46%0.08%0.65%-2.39%-1.14%-0.21%-0.30%1.73%0.77%-0.63%-0.72%-2.30%

Expense Ratio

VFIIX has an expense ratio of 0.21%, which is considered low compared to other funds.


Expense ratio chart for VFIIX: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VFIIX is 17, indicating that it is in the bottom 17% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VFIIX is 1717
Combined Rank
The Sharpe Ratio Rank of VFIIX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIIX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of VFIIX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of VFIIX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of VFIIX is 1313
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard GNMA Fund Investor Shares (VFIIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VFIIX, currently valued at 1.04, compared to the broader market-1.000.001.002.003.004.005.001.042.46
The chart of Sortino ratio for VFIIX, currently valued at 1.51, compared to the broader market0.005.0010.001.513.31
The chart of Omega ratio for VFIIX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.46
The chart of Calmar ratio for VFIIX, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.0025.000.503.55
The chart of Martin ratio for VFIIX, currently valued at 3.32, compared to the broader market0.0020.0040.0060.0080.00100.003.3215.76
VFIIX
^GSPC

The current Vanguard GNMA Fund Investor Shares Sharpe ratio is 1.04. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard GNMA Fund Investor Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.04
2.46
VFIIX (Vanguard GNMA Fund Investor Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard GNMA Fund Investor Shares provided a 3.52% dividend yield over the last twelve months, with an annual payout of $0.32 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%2.50%3.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.32$0.30$0.22$0.08$0.20$0.29$0.30$0.28$0.24$0.25$0.28$0.24

Dividend yield

3.52%3.24%2.35%0.75%1.87%2.76%2.90%2.65%2.30%2.34%2.58%2.31%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard GNMA Fund Investor Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.27
2023$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.30
2022$0.01$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.22
2021$0.00$0.01$0.01$0.00$0.00$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.08
2020$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.02$0.02$0.20
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.29
2018$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.03$0.03$0.30
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.28
2016$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.24
2015$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.25
2014$0.02$0.02$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.28
2013$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.24

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.51%
-1.40%
VFIIX (Vanguard GNMA Fund Investor Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard GNMA Fund Investor Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard GNMA Fund Investor Shares was 16.10%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Vanguard GNMA Fund Investor Shares drawdown is 6.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.1%Jan 8, 2021452Oct 24, 2022
-10.18%Mar 20, 1987152Oct 19, 198756Jan 5, 1988208
-5.83%Sep 27, 2012235Sep 5, 2013181May 27, 2014416
-5.15%Feb 1, 199470May 9, 1994191Jan 31, 1995261
-4.51%Nov 5, 201065Feb 8, 201178Jun 1, 2011143

Volatility

Volatility Chart

The current Vanguard GNMA Fund Investor Shares volatility is 1.46%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.46%
4.07%
VFIIX (Vanguard GNMA Fund Investor Shares)
Benchmark (^GSPC)