IEI vs. VIIGX
Compare and contrast key facts about iShares 3-7 Year Treasury Bond ETF (IEI) and Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX).
IEI is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 3-7 Year Treasury Bond Index. It was launched on Jan 11, 2007. VIIGX is managed by Vanguard. It was launched on Mar 19, 2010.
Performance
IEI vs. VIIGX - Performance Comparison
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IEI vs. VIIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEI iShares 3-7 Year Treasury Bond ETF | -0.13% | 6.96% | 1.81% | 4.42% | -9.51% | -2.54% | 6.95% | 5.71% | 1.36% | 1.22% |
VIIGX Vanguard Intermediate-Term Treasury Index Fund Institutional Shares | -0.07% | 7.38% | 1.62% | 4.39% | -10.65% | -2.38% | 7.65% | 6.32% | 1.36% | 1.60% |
Returns By Period
In the year-to-date period, IEI achieves a -0.13% return, which is significantly lower than VIIGX's -0.07% return. Both investments have delivered pretty close results over the past 10 years, with IEI having a 1.35% annualized return and VIIGX not far ahead at 1.37%.
IEI
- 1D
- -0.08%
- 1M
- -1.15%
- YTD
- -0.13%
- 6M
- 0.68%
- 1Y
- 3.73%
- 3Y*
- 3.40%
- 5Y*
- 0.45%
- 10Y*
- 1.35%
VIIGX
- 1D
- 0.12%
- 1M
- -1.23%
- YTD
- -0.07%
- 6M
- 0.72%
- 1Y
- 3.85%
- 3Y*
- 3.39%
- 5Y*
- 0.37%
- 10Y*
- 1.37%
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IEI vs. VIIGX - Expense Ratio Comparison
IEI has a 0.15% expense ratio, which is higher than VIIGX's 0.05% 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
IEI vs. VIIGX — Risk / Return Rank
IEI
VIIGX
IEI vs. VIIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) and Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX). 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.
| IEI | VIIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.07 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.60 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.79 | -0.01 |
Martin ratioReturn relative to average drawdown | 5.68 | 5.55 | +0.13 |
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
| IEI | VIIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.07 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.07 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.31 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.50 | +0.20 |
Correlation
The correlation between IEI and VIIGX is 0.98, 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
IEI vs. VIIGX - Dividend Comparison
IEI's dividend yield for the trailing twelve months is around 3.58%, more than VIIGX's 3.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEI iShares 3-7 Year Treasury Bond ETF | 3.58% | 3.48% | 3.18% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% |
VIIGX Vanguard Intermediate-Term Treasury Index Fund Institutional Shares | 3.48% | 3.78% | 3.97% | 2.71% | 1.73% | 1.91% | 2.23% | 2.23% | 2.07% | 1.68% | 1.64% | 1.72% |
Drawdowns
IEI vs. VIIGX - Drawdown Comparison
The maximum IEI drawdown since its inception was -14.60%, smaller than the maximum VIIGX drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for IEI and VIIGX.
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Drawdown Indicators
| IEI | VIIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.60% | -15.96% | +1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -2.20% | -2.39% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -13.88% | -15.09% | +1.21% |
Max Drawdown (10Y)Largest decline over 10 years | -14.60% | -15.96% | +1.36% |
Current DrawdownCurrent decline from peak | -1.57% | -1.68% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -3.43% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.77% | -0.08% |
Volatility
IEI vs. VIIGX - Volatility Comparison
The current volatility for iShares 3-7 Year Treasury Bond ETF (IEI) is 1.25%, while Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) has a volatility of 1.37%. This indicates that IEI experiences smaller price fluctuations and is considered to be less risky than VIIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEI | VIIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 1.37% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.06% | 2.29% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.44% | 3.83% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.75% | 5.32% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.93% | 4.45% | -0.52% |