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SPGBX vs. VTIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPGBX vs. VTIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Symmetry Panoramic Global Fixed Income Fund (SPGBX) and Vanguard Total International Bond II Index Fund Investor Class (VTIIX). The values are adjusted to include any dividend payments, if applicable.

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SPGBX vs. VTIIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPGBX
Symmetry Panoramic Global Fixed Income Fund
-0.44%4.42%1.26%8.39%-12.91%-0.20%
VTIIX
Vanguard Total International Bond II Index Fund Investor Class
-0.72%2.95%3.82%8.72%-13.03%-0.52%

Returns By Period

In the year-to-date period, SPGBX achieves a -0.44% return, which is significantly higher than VTIIX's -0.72% return.


SPGBX

1D
0.33%
1M
-2.05%
YTD
-0.44%
6M
0.10%
1Y
2.84%
3Y*
3.44%
5Y*
0.01%
10Y*

VTIIX

1D
0.35%
1M
-2.60%
YTD
-0.72%
6M
-0.24%
1Y
2.40%
3Y*
3.68%
5Y*
0.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPGBX vs. VTIIX - Expense Ratio Comparison

SPGBX has a 0.43% expense ratio, which is higher than VTIIX's 0.11% expense ratio.


Return for Risk

SPGBX vs. VTIIX — Risk / Return Rank

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

SPGBX
SPGBX Risk / Return Rank: 5353
Overall Rank
SPGBX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPGBX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SPGBX Omega Ratio Rank: 4343
Omega Ratio Rank
SPGBX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SPGBX Martin Ratio Rank: 5353
Martin Ratio Rank

VTIIX
VTIIX Risk / Return Rank: 3030
Overall Rank
VTIIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VTIIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VTIIX Omega Ratio Rank: 2424
Omega Ratio Rank
VTIIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VTIIX Martin Ratio Rank: 3535
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.

SPGBX vs. VTIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Global Fixed Income Fund (SPGBX) and Vanguard Total International Bond II Index Fund Investor Class (VTIIX). 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.


SPGBXVTIIXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.75

+0.30

Sortino ratio

Return per unit of downside risk

1.48

1.06

+0.42

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.05

Calmar ratio

Return relative to maximum drawdown

1.43

0.89

+0.53

Martin ratio

Return relative to average drawdown

5.25

3.81

+1.44

SPGBX vs. VTIIX - Sharpe Ratio Comparison

The current SPGBX Sharpe Ratio is 1.05, which is higher than the VTIIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of SPGBX and VTIIX, 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


SPGBXVTIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.75

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.02

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

-0.01

+0.37

Correlation

The correlation between SPGBX and VTIIX is 0.88, 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

SPGBX vs. VTIIX - Dividend Comparison

SPGBX's dividend yield for the trailing twelve months is around 4.10%, which matches VTIIX's 4.07% yield.


TTM20252024202320222021202020192018
SPGBX
Symmetry Panoramic Global Fixed Income Fund
4.10%4.18%4.86%3.30%1.59%2.05%1.35%2.75%1.20%
VTIIX
Vanguard Total International Bond II Index Fund Investor Class
4.07%4.21%4.46%4.16%0.89%0.58%0.00%0.00%0.00%

Drawdowns

SPGBX vs. VTIIX - Drawdown Comparison

The maximum SPGBX drawdown since its inception was -17.02%, which is greater than VTIIX's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for SPGBX and VTIIX.


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Drawdown Indicators


SPGBXVTIIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.02%

-15.95%

-1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.38%

-2.94%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

-15.95%

-0.72%

Current Drawdown

Current decline from peak

-2.86%

-2.60%

-0.26%

Average Drawdown

Average peak-to-trough decline

-5.41%

-6.19%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.69%

-0.04%

Volatility

SPGBX vs. VTIIX - Volatility Comparison

The current volatility for Symmetry Panoramic Global Fixed Income Fund (SPGBX) is 1.20%, while Vanguard Total International Bond II Index Fund Investor Class (VTIIX) has a volatility of 1.50%. This indicates that SPGBX experiences smaller price fluctuations and is considered to be less risky than VTIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPGBXVTIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.50%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

1.79%

2.13%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

2.92%

3.20%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.74%

4.47%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.33%

4.45%

-0.12%