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IEF vs. VGIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IEF and VGIT is -0.24. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

IEF vs. VGIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and Vanguard Intermediate-Term Treasury ETF (VGIT). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
45.64%
39.55%
IEF
VGIT

Key characteristics

Sharpe Ratio

IEF:

1.36

VGIT:

1.93

Sortino Ratio

IEF:

2.02

VGIT:

2.97

Omega Ratio

IEF:

1.23

VGIT:

1.35

Calmar Ratio

IEF:

0.44

VGIT:

0.71

Martin Ratio

IEF:

2.86

VGIT:

4.59

Ulcer Index

IEF:

3.12%

VGIT:

1.92%

Daily Std Dev

IEF:

6.59%

VGIT:

4.57%

Max Drawdown

IEF:

-23.93%

VGIT:

-16.05%

Current Drawdown

IEF:

-13.36%

VGIT:

-4.64%

Returns By Period

In the year-to-date period, IEF achieves a 4.88% return, which is significantly higher than VGIT's 4.38% return. Over the past 10 years, IEF has underperformed VGIT with an annualized return of 0.98%, while VGIT has yielded a comparatively higher 1.40% annualized return.


IEF

YTD

4.88%

1M

1.06%

6M

3.51%

1Y

8.99%

5Y*

-2.57%

10Y*

0.98%

VGIT

YTD

4.38%

1M

1.29%

6M

3.90%

1Y

8.86%

5Y*

-0.74%

10Y*

1.40%

*Annualized

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IEF vs. VGIT - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is higher than VGIT's 0.04% 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%.


Expense ratio chart for IEF: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IEF: 0.15%
Expense ratio chart for VGIT: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGIT: 0.04%

Risk-Adjusted Performance

IEF vs. VGIT — Risk-Adjusted Performance Rank

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

IEF
The Risk-Adjusted Performance Rank of IEF is 7676
Overall Rank
The Sharpe Ratio Rank of IEF is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of IEF is 8787
Sortino Ratio Rank
The Omega Ratio Rank of IEF is 8383
Omega Ratio Rank
The Calmar Ratio Rank of IEF is 5353
Calmar Ratio Rank
The Martin Ratio Rank of IEF is 6969
Martin Ratio Rank

VGIT
The Risk-Adjusted Performance Rank of VGIT is 8787
Overall Rank
The Sharpe Ratio Rank of VGIT is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of VGIT is 9494
Sortino Ratio Rank
The Omega Ratio Rank of VGIT is 9292
Omega Ratio Rank
The Calmar Ratio Rank of VGIT is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VGIT is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IEF vs. VGIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) 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.


The chart of Sharpe ratio for IEF, currently valued at 1.36, compared to the broader market-1.000.001.002.003.004.00
IEF: 1.36
VGIT: 1.93
The chart of Sortino ratio for IEF, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.00
IEF: 2.02
VGIT: 2.97
The chart of Omega ratio for IEF, currently valued at 1.23, compared to the broader market0.501.001.502.002.50
IEF: 1.23
VGIT: 1.35
The chart of Calmar ratio for IEF, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.00
IEF: 0.44
VGIT: 0.71
The chart of Martin ratio for IEF, currently valued at 2.86, compared to the broader market0.0020.0040.0060.00
IEF: 2.86
VGIT: 4.59

The current IEF Sharpe Ratio is 1.36, which is comparable to the VGIT Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of IEF and VGIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.36
1.93
IEF
VGIT

Dividends

IEF vs. VGIT - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.60%, less than VGIT's 3.67% yield.


TTM20242023202220212020201920182017201620152014
IEF
iShares 7-10 Year Treasury Bond ETF
3.60%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.67%3.67%2.72%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%

Drawdowns

IEF vs. VGIT - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, which is greater than VGIT's maximum drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for IEF and VGIT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-13.36%
-4.64%
IEF
VGIT

Volatility

IEF vs. VGIT - Volatility Comparison

iShares 7-10 Year Treasury Bond ETF (IEF) has a higher volatility of 2.46% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.76%. This indicates that IEF'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.


1.00%1.50%2.00%2.50%NovemberDecember2025FebruaryMarchApril
2.46%
1.76%
IEF
VGIT