GVI vs. VFIDX
Compare and contrast key facts about iShares Intermediate Government/Credit Bond ETF (GVI) and Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX).
GVI is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Intermediate Government/Credit Bond. It was launched on Jan 5, 2007. VFIDX is managed by Vanguard. It was launched on Feb 12, 2001.
Performance
GVI vs. VFIDX - Performance Comparison
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GVI vs. VFIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GVI iShares Intermediate Government/Credit Bond ETF | -0.03% | 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 | -0.98% | 9.67% | 3.29% | 8.63% | -13.77% | -1.51% | 10.44% | 10.50% | -0.44% | 4.28% |
Returns By Period
In the year-to-date period, GVI achieves a -0.03% return, which is significantly higher than VFIDX's -0.98% return. Over the past 10 years, GVI has underperformed VFIDX with an annualized return of 1.85%, while VFIDX has yielded a comparatively higher 2.79% annualized return.
GVI
- 1D
- 0.00%
- 1M
- -0.89%
- YTD
- -0.03%
- 6M
- 0.82%
- 1Y
- 4.09%
- 3Y*
- 4.05%
- 5Y*
- 1.12%
- 10Y*
- 1.85%
VFIDX
- 1D
- 0.46%
- 1M
- -2.01%
- YTD
- -0.98%
- 6M
- 0.04%
- 1Y
- 5.43%
- 3Y*
- 5.48%
- 5Y*
- 1.40%
- 10Y*
- 2.79%
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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%.
Return for Risk
GVI vs. VFIDX — Risk / Return Rank
GVI
VFIDX
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.
| GVI | VFIDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 1.22 | +0.28 |
Sortino ratioReturn per unit of downside risk | 2.27 | 1.75 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.22 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.87 | +0.49 |
Martin ratioReturn relative to average drawdown | 8.58 | 6.68 | +1.90 |
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
| GVI | VFIDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 1.22 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.22 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.54 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.87 | -0.11 |
Correlation
The correlation between GVI and VFIDX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GVI vs. VFIDX - Dividend Comparison
GVI's dividend yield for the trailing twelve months is around 3.57%, less than VFIDX's 4.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GVI iShares Intermediate Government/Credit Bond ETF | 3.57% | 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 | 4.64% | 4.91% | 4.65% | 3.90% | 3.20% | 3.61% | 5.80% | 3.13% | 3.32% | 3.06% | 3.94% | 3.64% |
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
| GVI | VFIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (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 DrawdownCurrent decline from peak | -1.20% | -2.45% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -1.87% | -2.61% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 0.93% | -0.44% |
Volatility
GVI vs. VFIDX - Volatility Comparison
The current volatility for iShares Intermediate Government/Credit Bond ETF (GVI) is 1.09%, while Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) has a volatility of 1.77%. 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
| GVI | VFIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 1.77% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 1.68% | 2.70% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.74% | 4.71% | -1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.97% | 6.35% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.52% | 5.17% | -1.65% |