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IVT vs. VGIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IVT vs. VGIT - Performance Comparison

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

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IVT vs. VGIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVT
Inventrust Properties Corp
8.86%-3.19%23.02%11.01%-10.31%2,399.18%-28.43%3.60%3.33%-26.47%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.03%7.34%1.39%4.28%-10.53%-2.64%7.71%6.19%1.35%1.70%

Returns By Period

In the year-to-date period, IVT achieves a 8.86% return, which is significantly higher than VGIT's -0.03% return. Over the past 10 years, IVT has outperformed VGIT with an annualized return of 34.33%, while VGIT has yielded a comparatively lower 1.32% annualized return.


IVT

1D
-0.13%
1M
-1.57%
YTD
8.86%
6M
8.20%
1Y
7.24%
3Y*
12.98%
5Y*
94.96%
10Y*
34.33%

VGIT

1D
0.20%
1M
-1.66%
YTD
-0.03%
6M
1.07%
1Y
4.13%
3Y*
3.29%
5Y*
0.32%
10Y*
1.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IVT vs. VGIT — Risk / Return Rank

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

IVT
IVT Risk / Return Rank: 5353
Overall Rank
IVT Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IVT Sortino Ratio Rank: 4747
Sortino Ratio Rank
IVT Omega Ratio Rank: 4646
Omega Ratio Rank
IVT Calmar Ratio Rank: 5757
Calmar Ratio Rank
IVT Martin Ratio Rank: 5858
Martin Ratio Rank

VGIT
VGIT Risk / Return Rank: 6464
Overall Rank
VGIT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 6868
Sortino Ratio Rank
VGIT Omega Ratio Rank: 5555
Omega Ratio Rank
VGIT Calmar Ratio Rank: 7373
Calmar Ratio Rank
VGIT Martin Ratio Rank: 6161
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.

IVT vs. VGIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inventrust Properties Corp (IVT) 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.


IVTVGITDifference

Sharpe ratio

Return per unit of total volatility

0.38

1.09

-0.71

Sortino ratio

Return per unit of downside risk

0.67

1.63

-0.96

Omega ratio

Gain probability vs. loss probability

1.08

1.19

-0.11

Calmar ratio

Return relative to maximum drawdown

0.69

1.78

-1.09

Martin ratio

Return relative to average drawdown

1.62

5.53

-3.91

IVT vs. VGIT - Sharpe Ratio Comparison

The current IVT Sharpe Ratio is 0.38, which is lower than the VGIT Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of IVT 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.


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Sharpe Ratios by Period


IVTVGITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

1.09

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.06

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

0.29

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.50

-0.50

Correlation

The correlation between IVT and VGIT is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IVT vs. VGIT - Dividend Comparison

IVT's dividend yield for the trailing twelve months is around 3.16%, less than VGIT's 3.81% yield.


TTM20252024202320222021202020192018201720162015
IVT
Inventrust Properties Corp
3.16%3.37%3.00%3.40%3.47%0.82%1.72%3.51%0.00%1.13%4.18%0.77%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.81%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%

Drawdowns

IVT vs. VGIT - Drawdown Comparison

The maximum IVT drawdown since its inception was -100.00%, which is greater than VGIT's maximum drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for IVT and VGIT.


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Drawdown Indicators


IVTVGITDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-16.05%

-83.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-2.42%

-10.23%

Max Drawdown (5Y)

Largest decline over 5 years

-74.53%

-15.02%

-59.51%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-16.05%

-83.94%

Current Drawdown

Current decline from peak

-3.34%

-1.97%

-1.37%

Average Drawdown

Average peak-to-trough decline

-41.75%

-3.54%

-38.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

0.78%

+4.57%

Volatility

IVT vs. VGIT - Volatility Comparison

Inventrust Properties Corp (IVT) has a higher volatility of 4.23% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.33%. This indicates that IVT'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.


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Volatility by Period


IVTVGITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

1.33%

+2.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

2.28%

+8.60%

Volatility (1Y)

Calculated over the trailing 1-year period

19.12%

3.81%

+15.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

424.08%

5.36%

+418.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

297,860.16%

4.50%

+297,855.66%