BGNMX vs. VFIJX
BGNMX (American Century Ginnie Mae Fund) and VFIJX (Vanguard GNMA Fund Admiral Shares) are both Government Bonds funds. Over the past 10 years, BGNMX returned 0.72%/yr vs 1.26%/yr for VFIJX. Their correlation of 0.89 means they have usually moved in the same direction. BGNMX charges 0.55%/yr vs 0.11%/yr for VFIJX.
Performance
BGNMX vs. VFIJX - Performance Comparison
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Returns By Period
In the year-to-date period, BGNMX achieves a -0.40% return, which is significantly lower than VFIJX's -0.04% return. Over the past 10 years, BGNMX has underperformed VFIJX with an annualized return of 0.72%, while VFIJX has yielded a comparatively higher 1.26% annualized return.
BGNMX
- 1D
- 0.34%
- 1M
- -1.45%
- 6M
- -0.83%
- YTD
- -0.40%
- 1Y
- 2.49%
- 3Y*
- 3.81%
- 5Y*
- -0.37%
- 10Y*
- 0.72%
- ALL TIME*
- 3.87%
VFIJX
- 1D
- 0.11%
- 1M
- -1.06%
- 6M
- -0.35%
- YTD
- -0.04%
- 1Y
- 3.07%
- 3Y*
- 4.38%
- 5Y*
- 0.33%
- 10Y*
- 1.26%
- ALL TIME*
- 3.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BGNMX vs. VFIJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGNMX American Century Ginnie Mae Fund | -0.40% | 7.43% | 0.52% | 4.72% | -12.06% | -1.79% | 3.73% | 6.17% | 0.44% | 1.22% |
VFIJX Vanguard GNMA Fund Admiral Shares | -0.04% | 7.84% | 1.17% | 5.28% | -10.72% | -1.15% | 3.84% | 5.94% | 0.99% | 1.98% |
Correlation
The correlation between BGNMX and VFIJX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2001 | 0.89 |
The correlation between BGNMX and VFIJX has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.
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Return for Risk
BGNMX vs. VFIJX — Risk / Return Rank
BGNMX
VFIJX
BGNMX vs. VFIJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Ginnie Mae Fund (BGNMX) and Vanguard GNMA Fund Admiral Shares (VFIJX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BGNMX | VFIJX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.14 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 1.14 | -0.29 |
| Martin ratioReturn relative to average drawdown | 2.29 | 2.99 | -0.70 |
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Drawdowns
BGNMX vs. VFIJX - Drawdown Comparison
The maximum BGNMX drawdown since its inception was -18.46%, which is greater than VFIJX's maximum drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for BGNMX and VFIJX.
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Drawdown Indicators
| BGNMX | VFIJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.46% | -16.06% | -2.40% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -2.71% | -0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -6.67% | -6.01% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -17.69% | -15.67% | -2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -18.46% | -16.06% | -2.40% |
Current DrawdownCurrent decline from peak | -2.72% | -2.20% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -2.03% | -1.74% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 1.03% | +0.11% |
Volatility
BGNMX vs. VFIJX - Volatility Comparison
American Century Ginnie Mae Fund (BGNMX) has a higher volatility of 1.33% compared to Vanguard GNMA Fund Admiral Shares (VFIJX) at 1.09%. This indicates that BGNMX's price experiences larger fluctuations and is considered to be riskier than VFIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGNMX | VFIJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 1.09% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 3.06% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.99% | 3.79% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.50% | 6.24% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.87% | 4.72% | +0.15% |
BGNMX vs. VFIJX - Expense Ratio Comparison
BGNMX has a 0.55% expense ratio, which is higher than VFIJX's 0.11% expense ratio.
Dividends
BGNMX vs. VFIJX - Dividend Comparison
BGNMX's dividend yield for the trailing twelve months is around 3.66%, more than VFIJX's 3.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGNMX American Century Ginnie Mae Fund | 3.66% | 3.86% | 3.70% | 3.21% | 1.90% | 1.64% | 2.16% | 2.68% | 2.65% | 2.37% | 2.37% | 2.37% |
VFIJX Vanguard GNMA Fund Admiral Shares | 3.51% | 3.72% | 3.67% | 3.34% | 2.45% | 0.73% | 1.98% | 2.86% | 3.00% | 2.73% | 3.11% | 2.94% |
Frequently Asked Questions
With a correlation of 0.95, BGNMX and VFIJX 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.
BGNMX has higher volatility (1.33%) compared to VFIJX (1.09%). In terms of maximum drawdown, BGNMX dropped -18.46% vs VFIJX's -16.06%.
VFIJX currently has the higher Sharpe Ratio (0.81 vs 0.66), 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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