EDV vs. VGIT
EDV (Vanguard Extended Duration Treasury ETF) and VGIT (Vanguard Intermediate-Term Treasury ETF) are both Government Bonds funds from Vanguard - EDV tracks the Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index while VGIT tracks the Bloomberg U.S. Treasury 3-10 Year Index. Both are passively managed. Over the past 10 years, EDV returned -4.40%/yr vs 1.13%/yr for VGIT. Their correlation of 0.80 means they have usually moved in the same direction. EDV charges 0.05%/yr vs 0.03%/yr for VGIT.
Performance
EDV vs. VGIT - Performance Comparison
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Returns By Period
In the year-to-date period, EDV achieves a -5.76% return, which is significantly lower than VGIT's -0.61% return. Over the past 10 years, EDV has underperformed VGIT with an annualized return of -4.40%, while VGIT has yielded a comparatively higher 1.13% annualized return.
EDV
- 1D
- 0.47%
- 1M
- -5.91%
- 6M
- -5.09%
- YTD
- -5.76%
- 1Y
- -5.56%
- 3Y*
- -4.58%
- 5Y*
- -12.82%
- 10Y*
- -4.40%
- ALL TIME*
- 2.37%
VGIT
- 1D
- 0.16%
- 1M
- -0.60%
- 6M
- -0.43%
- YTD
- -0.61%
- 1Y
- 1.28%
- 3Y*
- 3.67%
- 5Y*
- -0.25%
- 10Y*
- 1.13%
- ALL TIME*
- 2.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $91.73M | $72.86M | $67.75M | |
| $130.25M | $142.29M | $175.18M |
EDV vs. VGIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | -5.76% | 0.65% | -12.78% | 1.65% | -39.15% | -6.19% | 23.59% | 18.67% | -3.40% | 13.94% |
VGIT Vanguard Intermediate-Term Treasury ETF | -0.61% | 7.34% | 1.39% | 4.28% | -10.53% | -2.64% | 7.71% | 6.19% | 1.35% | 1.70% |
Correlation
The correlation between EDV and VGIT is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2009 | 0.80 |
The correlation between EDV and VGIT has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
EDV vs. VGIT — Risk / Return Rank
EDV
VGIT
EDV vs. VGIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) 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.
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.
| EDV | VGIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.07 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 0.45 | -0.87 |
| Martin ratioReturn relative to average drawdown | -0.87 | 1.04 | -1.91 |
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Drawdowns
EDV vs. VGIT - Drawdown Comparison
The maximum EDV drawdown since its inception was -59.96%, which is greater than VGIT's maximum drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for EDV and VGIT.
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Drawdown Indicators
| EDV | VGIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.96% | -16.05% | -43.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -2.83% | -10.41% |
Max Drawdown (3Y)Largest decline over 3 years | -22.74% | -4.34% | -18.40% |
Max Drawdown (5Y)Largest decline over 5 years | -55.03% | -14.73% | -40.30% |
Max Drawdown (10Y)Largest decline over 10 years | -59.96% | -16.05% | -43.91% |
Current DrawdownCurrent decline from peak | -56.76% | -2.54% | -54.22% |
Average DrawdownAverage peak-to-trough decline | -23.70% | -3.51% | -20.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.39% | 1.23% | +5.16% |
Volatility
EDV vs. VGIT - Volatility Comparison
Vanguard Extended Duration Treasury ETF (EDV) has a higher volatility of 3.91% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 0.84%. This indicates that EDV'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
| EDV | VGIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 0.84% | +3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 2.60% | +7.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.01% | 3.20% | +10.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.52% | 5.39% | +16.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 4.49% | +15.25% |
EDV vs. VGIT - Expense Ratio Comparison
EDV has a 0.05% expense ratio, which is higher than VGIT's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EDV vs. VGIT - Dividend Comparison
EDV's dividend yield for the trailing twelve months is around 5.42%, more than VGIT's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | 5.42% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.90% | 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
EDV and VGIT have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDV has higher volatility (3.91%) compared to VGIT (0.84%). In terms of maximum drawdown, EDV dropped -59.96% vs VGIT's -16.05%.
On 10-year performance, VGIT leads with 1.13% vs -4.40% for EDV. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 0.84%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VGIT has performed better with a 1.13% return vs -4.40%. 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 0.05% for EDV.
EDV has the higher dividend yield at 5.42%, compared with 3.90% for VGIT.
EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. Their fees differ too: 0.05% for EDV and 0.03% for VGIT.
VGIT currently has the higher Sharpe Ratio (0.40 vs -0.40), 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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