AIS vs. VGIT
AIS (VistaShares Artificial Intelligence Supercycle ETF) and VGIT (Vanguard Intermediate-Term Treasury ETF) are both exchange-traded funds - AIS is a Technology Equities fund actively managed by VistaShares, while VGIT is a Government Bonds fund tracking the Bloomberg U.S. Treasury 3-10 Year Index. AIS is actively managed, while VGIT is passively managed. Over the past year, AIS returned 186.31% vs 3.55% for VGIT. At a correlation of -0.01, they often move in opposite directions. AIS charges 0.75%/yr vs 0.03%/yr for VGIT.
Performance
AIS vs. VGIT - Performance Comparison
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Returns By Period
In the year-to-date period, AIS achieves a 96.00% return, which is significantly higher than VGIT's -0.78% return.
AIS
- 1D
- 4.52%
- 1M
- 9.45%
- YTD
- 96.00%
- 6M
- 93.95%
- 1Y
- 186.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGIT
- 1D
- -0.05%
- 1M
- -0.87%
- YTD
- -0.78%
- 6M
- -0.42%
- 1Y
- 3.55%
- 3Y*
- 3.40%
- 5Y*
- -0.07%
- 10Y*
- 1.16%
AIS vs. VGIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AIS VistaShares Artificial Intelligence Supercycle ETF | 96.00% | 58.35% | -4.92% |
VGIT Vanguard Intermediate-Term Treasury ETF | -0.78% | 7.34% | -0.95% |
Correlation
The correlation between AIS and VGIT is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024 | -0.01 |
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Return for Risk
AIS vs. VGIT — Risk / Return Rank
AIS
VGIT
AIS vs. VGIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VistaShares Artificial Intelligence Supercycle ETF (AIS) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.
| AIS | VGIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.66 | 1.19 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 11.84 | 1.26 | +10.58 |
| Martin ratioReturn relative to average drawdown | 37.94 | 3.66 | +34.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIS | VGIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.89 | 1.08 | +3.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.01 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.26 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.70 | 0.49 | +2.21 |
Drawdowns
AIS vs. VGIT - Drawdown Comparison
The maximum AIS drawdown since its inception was -32.78%, which is greater than VGIT's maximum drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for AIS and VGIT.
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Drawdown Indicators
| AIS | VGIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.78% | -16.05% | -16.73% |
Max Drawdown (1Y)Largest decline over 1 year | -15.84% | -2.83% | -13.01% |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.34% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.05% | — |
Current DrawdownCurrent decline from peak | -10.34% | -2.71% | -7.63% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -3.52% | -1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.93% | 0.97% | +3.96% |
Volatility
AIS vs. VGIT - Volatility Comparison
VistaShares Artificial Intelligence Supercycle ETF (AIS) has a higher volatility of 20.87% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.05%. This indicates that AIS's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIS | VGIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.87% | 1.05% | +19.82% |
Volatility (6M)Calculated over the trailing 6-month period | 33.10% | 2.36% | +30.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.43% | 3.32% | +35.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.39% | 5.38% | +34.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.39% | 4.50% | +34.89% |
AIS vs. VGIT - Expense Ratio Comparison
AIS has a 0.75% expense ratio, which is higher than VGIT's 0.03% expense ratio.
Dividends
AIS vs. VGIT - Dividend Comparison
AIS has not paid dividends to shareholders, while VGIT's dividend yield for the trailing twelve months is around 3.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIS VistaShares Artificial Intelligence Supercycle ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.88% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
Frequently Asked Questions
AIS and VGIT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AIS has higher volatility (20.87%) compared to VGIT (1.05%). In terms of maximum drawdown, AIS dropped -32.78% vs VGIT's -16.05%.
On 1-year performance, AIS leads with 186.31% vs 3.55% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AIS has performed better with a 186.31% return vs 3.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGIT is cheaper with a 0.03% expense ratio, compared with 0.75% for AIS.
VGIT has the higher dividend yield at 3.88%, compared with 0.00% for AIS.
AIS is categorized as Technology Equities, while VGIT is Government Bonds. They also come from different issuers: VistaShares and Vanguard. Their fees differ too: 0.75% for AIS and 0.03% for VGIT.
AIS currently has the higher Sharpe Ratio (4.89 vs 1.08), 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.
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