SGINX vs. VFIRX
Compare and contrast key facts about DWS GNMA Fund (SGINX) and Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX).
SGINX is managed by DWS. It was launched on Jul 13, 2000. VFIRX is managed by Vanguard. It was launched on Feb 13, 2001.
Performance
SGINX vs. VFIRX - Performance Comparison
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SGINX vs. VFIRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGINX DWS GNMA Fund | 0.68% | 7.88% | 0.59% | 4.93% | -11.82% | -1.12% | 3.29% | 6.65% | 0.42% | 1.52% |
VFIRX Vanguard Short-Term Treasury Fund Admiral Shares | -0.01% | 5.47% | 3.85% | 3.66% | -4.61% | -0.80% | 4.06% | 3.71% | 1.47% | 0.40% |
Returns By Period
In the year-to-date period, SGINX achieves a 0.68% return, which is significantly higher than VFIRX's -0.01% return. Over the past 10 years, SGINX has underperformed VFIRX with an annualized return of 1.14%, while VFIRX has yielded a comparatively higher 1.68% annualized return.
SGINX
- 1D
- 0.34%
- 1M
- -1.33%
- YTD
- 0.68%
- 6M
- 1.88%
- 1Y
- 5.58%
- 3Y*
- 3.72%
- 5Y*
- 0.06%
- 10Y*
- 1.14%
VFIRX
- 1D
- 0.10%
- 1M
- -0.70%
- YTD
- -0.01%
- 6M
- 0.94%
- 1Y
- 3.42%
- 3Y*
- 3.83%
- 5Y*
- 1.48%
- 10Y*
- 1.68%
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SGINX vs. VFIRX - Expense Ratio Comparison
SGINX has a 0.58% expense ratio, which is higher than VFIRX's 0.10% expense ratio.
Return for Risk
SGINX vs. VFIRX — Risk / Return Rank
SGINX
VFIRX
SGINX vs. VFIRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS GNMA Fund (SGINX) and Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX). 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.
| SGINX | VFIRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.59 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.82 | 2.63 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.78 | -0.49 |
Martin ratioReturn relative to average drawdown | 6.82 | 9.85 | -3.02 |
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
| SGINX | VFIRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.59 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.56 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.80 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 1.16 | -0.39 |
Correlation
The correlation between SGINX and VFIRX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SGINX vs. VFIRX - Dividend Comparison
SGINX's dividend yield for the trailing twelve months is around 4.64%, more than VFIRX's 3.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGINX DWS GNMA Fund | 4.64% | 3.77% | 3.97% | 3.82% | 1.86% | 1.37% | 2.22% | 2.94% | 2.71% | 3.07% | 2.95% | 3.41% |
VFIRX Vanguard Short-Term Treasury Fund Admiral Shares | 3.57% | 3.99% | 4.49% | 4.07% | 2.03% | 0.60% | 2.30% | 2.49% | 2.21% | 1.25% | 1.28% | 0.93% |
Drawdowns
SGINX vs. VFIRX - Drawdown Comparison
The maximum SGINX drawdown since its inception was -17.37%, which is greater than VFIRX's maximum drawdown of -6.73%. Use the drawdown chart below to compare losses from any high point for SGINX and VFIRX.
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Drawdown Indicators
| SGINX | VFIRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.37% | -6.73% | -10.64% |
Max Drawdown (1Y)Largest decline over 1 year | -2.96% | -1.40% | -1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -17.18% | -6.73% | -10.45% |
Max Drawdown (10Y)Largest decline over 10 years | -17.37% | -6.73% | -10.64% |
Current DrawdownCurrent decline from peak | -1.41% | -1.00% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -1.97% | -0.71% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 0.40% | +0.59% |
Volatility
SGINX vs. VFIRX - Volatility Comparison
DWS GNMA Fund (SGINX) has a higher volatility of 1.39% compared to Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) at 0.66%. This indicates that SGINX's price experiences larger fluctuations and is considered to be riskier than VFIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGINX | VFIRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 0.66% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 2.41% | 1.42% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.51% | 2.25% | +2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.39% | 2.65% | +3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.78% | 2.11% | +2.67% |