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GVI vs. VFIDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GVI vs. VFIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Intermediate Government/Credit Bond ETF (GVI) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GVI achieves a 0.09% return, which is significantly higher than VFIDX's 0.08% return. Over the past 10 years, GVI has underperformed VFIDX with an annualized return of 1.81%, while VFIDX has yielded a comparatively higher 2.76% annualized return.


GVI

1D
0.09%
1M
0.02%
YTD
0.09%
6M
0.31%
1Y
3.57%
3Y*
4.23%
5Y*
1.00%
10Y*
1.81%

VFIDX

1D
-0.34%
1M
0.09%
YTD
0.08%
6M
0.27%
1Y
5.67%
3Y*
6.05%
5Y*
1.28%
10Y*
2.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GVI vs. VFIDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GVI
iShares Intermediate Government/Credit Bond ETF
0.09%6.66%2.92%5.15%-8.28%-1.90%6.38%6.54%0.77%1.83%
VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
0.08%9.67%3.29%8.63%-13.77%-1.51%10.44%10.50%-0.44%4.28%

Correlation

The correlation between GVI and VFIDX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2007

0.79

The correlation between GVI and VFIDX shifts across timeframes, from 0.79 (all time) to 0.90 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GVI vs. VFIDX — Risk / Return Rank

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

GVI
GVI Risk / Return Rank: 4242
Overall Rank
GVI Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
GVI Sortino Ratio Rank: 4545
Sortino Ratio Rank
GVI Omega Ratio Rank: 4141
Omega Ratio Rank
GVI Calmar Ratio Rank: 4141
Calmar Ratio Rank
GVI Martin Ratio Rank: 3939
Martin Ratio Rank

VFIDX
VFIDX Risk / Return Rank: 2727
Overall Rank
VFIDX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VFIDX Sortino Ratio Rank: 2828
Sortino Ratio Rank
VFIDX Omega Ratio Rank: 2626
Omega Ratio Rank
VFIDX Calmar Ratio Rank: 2626
Calmar Ratio Rank
VFIDX Martin Ratio Rank: 2828
Martin Ratio Rank
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.

GVI vs. VFIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate Government/Credit Bond ETF (GVI) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX). 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.


GVIVFIDXDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.26

1.27

-0.01

Calmar ratioReturn relative to maximum drawdown

2.00

1.89

+0.11

Martin ratioReturn relative to average drawdown

6.04

6.47

-0.42

GVI vs. VFIDX - Sharpe Ratio Comparison

The current GVI Sharpe Ratio is 1.45, which is comparable to the VFIDX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of GVI and VFIDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GVIVFIDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.47

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.20

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.53

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.88

-0.11

Drawdowns

GVI vs. VFIDX - Drawdown Comparison

The maximum GVI drawdown since its inception was -12.93%, smaller than the maximum VFIDX drawdown of -20.14%. Use the drawdown chart below to compare losses from any high point for GVI and VFIDX.


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Drawdown Indicators


GVIVFIDXDifference

Max Drawdown

Largest peak-to-trough decline

-12.93%

-20.14%

+7.21%

Max Drawdown (1Y)

Largest decline over 1 year

-1.79%

-3.34%

+1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-2.65%

-6.08%

+3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-12.93%

-20.14%

+7.21%

Max Drawdown (10Y)

Largest decline over 10 years

-12.93%

-20.14%

+7.21%

Current Drawdown

Current decline from peak

-1.08%

-1.40%

+0.32%

Average Drawdown

Average peak-to-trough decline

-1.86%

-2.60%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

0.97%

-0.38%

Volatility

GVI vs. VFIDX - Volatility Comparison

The current volatility for iShares Intermediate Government/Credit Bond ETF (GVI) is 0.78%, while Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) has a volatility of 1.56%. This indicates that GVI experiences smaller price fluctuations and is considered to be less risky than VFIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GVIVFIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

1.56%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

3.12%

-1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

2.50%

4.29%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

6.39%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.53%

5.20%

-1.67%

GVI vs. VFIDX - Expense Ratio Comparison

GVI has a 0.20% expense ratio, which is higher than VFIDX's 0.10% 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

GVI vs. VFIDX - Dividend Comparison

GVI's dividend yield for the trailing twelve months is around 3.62%, less than VFIDX's 5.11% yield.


PositionTTM20252024202320222021202020192018201720162015
GVI
iShares Intermediate Government/Credit Bond ETF
3.62%3.48%3.40%2.75%1.86%1.46%1.84%2.29%2.16%1.91%1.77%1.75%
VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
5.11%4.91%4.65%3.90%3.20%3.61%5.80%3.13%3.32%3.06%3.94%3.64%

Frequently Asked Questions


GVI and VFIDX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFIDX has higher volatility (1.56%) compared to GVI (0.78%). In terms of maximum drawdown, GVI dropped -12.93% vs VFIDX's -20.14%.

VFIDX currently has the higher Sharpe Ratio (1.47 vs 1.45), 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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