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GBF vs. VTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBF vs. VTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Government/Credit Bond ETF (GBF) and Vanguard Total Treasury ETF (VTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBF achieves a 0.35% return, which is significantly higher than VTG's 0.01% return.


GBF

1D
0.13%
1M
0.21%
YTD
0.35%
6M
0.18%
1Y
4.02%
3Y*
3.64%
5Y*
-0.19%
10Y*
1.51%

VTG

1D
0.11%
1M
0.10%
YTD
0.01%
6M
0.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBF vs. VTG - Yearly Performance Comparison


Correlation

The correlation between GBF and VTG is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 10, 2025

0.97

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Return for Risk

GBF vs. VTG — Risk / Return Rank

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

GBF
GBF Risk / Return Rank: 3030
Overall Rank
GBF Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GBF Sortino Ratio Rank: 3131
Sortino Ratio Rank
GBF Omega Ratio Rank: 2929
Omega Ratio Rank
GBF Calmar Ratio Rank: 3131
Calmar Ratio Rank
GBF Martin Ratio Rank: 3030
Martin Ratio Rank

VTG
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.

GBF vs. VTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Government/Credit Bond ETF (GBF) and Vanguard Total Treasury ETF (VTG). 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.


GBFVTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.48

Martin ratioReturn relative to average drawdown

4.37

GBF vs. VTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GBFVTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.91

-0.33

Drawdowns

GBF vs. VTG - Drawdown Comparison

The maximum GBF drawdown since its inception was -19.67%, which is greater than VTG's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for GBF and VTG.


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Drawdown Indicators


GBFVTGDifference

Max Drawdown

Largest peak-to-trough decline

-19.67%

-2.89%

-16.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-5.78%

Max Drawdown (5Y)

Largest decline over 5 years

-18.45%

Max Drawdown (10Y)

Largest decline over 10 years

-19.67%

Current Drawdown

Current decline from peak

-4.71%

-1.78%

-2.93%

Average Drawdown

Average peak-to-trough decline

-3.67%

-0.74%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

Volatility

GBF vs. VTG - Volatility Comparison


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Volatility by Period


GBFVTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

3.51%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.93%

3.51%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

3.51%

+1.77%

GBF vs. VTG - Expense Ratio Comparison

GBF has a 0.20% expense ratio, which is higher than VTG'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

GBF vs. VTG - Dividend Comparison

GBF's dividend yield for the trailing twelve months is around 3.78%, more than VTG's 3.20% yield.


PositionTTM20252024202320222021202020192018201720162015
GBF
iShares Government/Credit Bond ETF
3.78%3.81%3.94%3.03%2.13%1.22%1.64%2.64%2.59%2.31%2.09%2.04%
VTG
Vanguard Total Treasury ETF
3.20%1.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, GBF and VTG 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.

On fees, VTG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTG is cheaper with a 0.03% expense ratio, compared with 0.20% for GBF.

GBF has the higher dividend yield at 3.78%, compared with 3.20% for VTG.

GBF tracks Bloomberg U.S. Government/Credit Bond Index, while VTG tracks Bloomberg U.S. Treasury Total Return Unhedged USD Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for GBF and 0.03% for VTG.

Portfolio Optimizer

Find the right allocation for GBF and VTG

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