SPTI vs. VGIT
Compare and contrast key facts about SPDR Portfolio Intermediate Term Treasury ETF (SPTI) and Vanguard Intermediate-Term Treasury ETF (VGIT).
SPTI and VGIT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPTI is a passively managed fund by State Street that tracks the performance of the Bloomberg Barclays U.S. 3-10 Year Treasury Bond Index. It was launched on May 23, 2007. VGIT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 3-10 Year Government Float Adjusted Index. It was launched on Nov 19, 2009. Both SPTI and VGIT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPTI or VGIT.
Performance
SPTI vs. VGIT - Performance Comparison
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with SPTI at 1.34% and VGIT at 1.34%. Over the past 10 years, SPTI has underperformed VGIT with an annualized return of 1.04%, while VGIT has yielded a comparatively higher 1.11% annualized return.
SPTI
1.34%
-1.02%
2.89%
4.72%
-0.25%
1.04%
VGIT
1.34%
-1.01%
2.91%
4.71%
-0.24%
1.11%
Key characteristics
| SPTI | VGIT | |
|---|---|---|
| Sharpe Ratio | 0.93 | 0.95 |
| Sortino Ratio | 1.38 | 1.39 |
| Omega Ratio | 1.16 | 1.17 |
| Calmar Ratio | 0.35 | 0.36 |
| Martin Ratio | 2.74 | 2.74 |
| Ulcer Index | 1.70% | 1.70% |
| Daily Std Dev | 4.97% | 4.92% |
| Max Drawdown | -16.11% | -16.05% |
| Current Drawdown | -8.76% | -8.69% |
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SPTI vs. VGIT - Expense Ratio Comparison
SPTI has a 0.06% 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%.
Correlation
The correlation between SPTI and VGIT is 0.92, 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.
Risk-Adjusted Performance
SPTI vs. VGIT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Intermediate Term Treasury ETF (SPTI) 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.
Dividends
SPTI vs. VGIT - Dividend Comparison
SPTI's dividend yield for the trailing twelve months is around 3.71%, more than VGIT's 3.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 3.71% | 2.99% | 1.45% | 0.53% | 0.76% | 2.01% | 1.97% | 1.46% | 1.24% | 1.18% | 1.05% | 1.47% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.57% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
Drawdowns
SPTI vs. VGIT - Drawdown Comparison
The maximum SPTI drawdown since its inception was -16.11%, roughly equal to the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for SPTI and VGIT. For additional features, visit the drawdowns tool.
Volatility
SPTI vs. VGIT - Volatility Comparison
SPDR Portfolio Intermediate Term Treasury ETF (SPTI) and Vanguard Intermediate-Term Treasury ETF (VGIT) have volatilities of 1.19% and 1.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.