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GVI vs. VGSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GVI vs. VGSH - Performance Comparison

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

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Returns By Period

Both investments have delivered pretty close results over the past 10 years, with GVI having a 1.80% annualized return and VGSH not far behind at 1.74%.


GVI

1D
-0.13%
1M
-0.00%
YTD
-0.00%
6M
0.05%
1Y
3.89%
3Y*
4.18%
5Y*
0.98%
10Y*
1.80%

VGSH

1D
-0.03%
1M
0.08%
YTD
0.48%
6M
0.74%
1Y
3.43%
3Y*
4.15%
5Y*
1.81%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GVI vs. VGSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GVI
iShares Intermediate Government/Credit Bond ETF
-0.00%6.66%2.92%5.15%-8.28%-1.90%6.38%6.54%0.77%1.83%
VGSH
Vanguard Short-Term Treasury ETF
0.48%5.07%4.00%4.31%-3.86%-0.60%3.04%3.52%1.55%0.04%

Correlation

The correlation between GVI and VGSH is 0.91, 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

0.91

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

0.89

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

0.88

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

0.81

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.72

The correlation between GVI and VGSH shifts across timeframes, from 0.72 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GVI vs. VGSH — Risk / Return Rank

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

GVI
GVI Risk / Return Rank: 4444
Overall Rank
GVI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GVI Sortino Ratio Rank: 4949
Sortino Ratio Rank
GVI Omega Ratio Rank: 4444
Omega Ratio Rank
GVI Calmar Ratio Rank: 4444
Calmar Ratio Rank
GVI Martin Ratio Rank: 4141
Martin Ratio Rank

VGSH
VGSH Risk / Return Rank: 8383
Overall Rank
VGSH Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9191
Sortino Ratio Rank
VGSH Omega Ratio Rank: 8888
Omega Ratio Rank
VGSH Calmar Ratio Rank: 7676
Calmar Ratio Rank
VGSH Martin Ratio Rank: 7878
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. VGSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate Government/Credit Bond ETF (GVI) and Vanguard Short-Term Treasury ETF (VGSH). 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.


GVIVGSHDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-2.04

Omega ratioGain probability vs. loss probability

1.28

1.57

-0.28

Calmar ratioReturn relative to maximum drawdown

2.17

3.90

-1.72

Martin ratioReturn relative to average drawdown

6.60

15.52

-8.92

GVI vs. VGSH - Sharpe Ratio Comparison

The current GVI Sharpe Ratio is 1.56, which is lower than the VGSH Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of GVI and VGSH, 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


GVIVGSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

2.68

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.93

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

1.11

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.01

-0.25

Drawdowns

GVI vs. VGSH - Drawdown Comparison

The maximum GVI drawdown since its inception was -12.93%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for GVI and VGSH.


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Drawdown Indicators


GVIVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-12.93%

-5.70%

-7.23%

Max Drawdown (1Y)

Largest decline over 1 year

-1.79%

-0.88%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-2.65%

-0.97%

-1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-12.93%

-5.66%

-7.27%

Max Drawdown (10Y)

Largest decline over 10 years

-12.93%

-5.70%

-7.23%

Current Drawdown

Current decline from peak

-1.17%

-0.29%

-0.88%

Average Drawdown

Average peak-to-trough decline

-1.86%

-0.60%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

0.22%

+0.37%

Volatility

GVI vs. VGSH - Volatility Comparison

iShares Intermediate Government/Credit Bond ETF (GVI) has a higher volatility of 0.77% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.35%. This indicates that GVI's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GVIVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

0.35%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

0.88%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

2.50%

1.29%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

1.97%

+2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.53%

1.57%

+1.96%

GVI vs. VGSH - Expense Ratio Comparison

GVI has a 0.20% expense ratio, which is higher than VGSH'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

GVI vs. VGSH - Dividend Comparison

GVI's dividend yield for the trailing twelve months is around 3.62%, less than VGSH's 3.87% 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%
VGSH
Vanguard Short-Term Treasury ETF
3.87%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Frequently Asked Questions


With a correlation of 0.91, GVI and VGSH 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.

GVI has higher volatility (0.77%) compared to VGSH (0.35%). In terms of maximum drawdown, GVI dropped -12.93% vs VGSH's -5.70%.

On 10-year performance, GVI leads with 1.80% vs 1.74% for VGSH. On fees, VGSH is cheaper at 0.03% per year. On volatility, VGSH has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GVI has performed better with a 1.80% return vs 1.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGSH is cheaper with a 0.03% expense ratio, compared with 0.20% for GVI.

VGSH has the higher dividend yield at 3.87%, compared with 3.62% for GVI.

GVI is categorized as Short-Term Bond, while VGSH is Government Bonds. GVI tracks Bloomberg U.S. Intermediate Government/Credit Bond, while VGSH tracks Bloomberg U.S. Treasury 1-3 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for GVI and 0.03% for VGSH.

VGSH currently has the higher Sharpe Ratio (2.68 vs 1.56), 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.

Portfolio Optimizer

Find the right allocation for GVI and VGSH

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