UFIV vs. VGIT
Compare and contrast key facts about The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) and Vanguard Intermediate-Term Treasury ETF (VGIT).
UFIV and VGIT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UFIV is a passively managed fund by US Benchmark Series that tracks the performance of the ICE BofA Current 5-Year US Treasury Index - Benchmark TR Gross. It was launched on Mar 27, 2023. 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 UFIV 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: UFIV or VGIT.
Key characteristics
| UFIV | VGIT | |
|---|---|---|
| YTD Return | 1.43% | 1.77% |
| 1Y Return | 5.59% | 6.50% |
| Sharpe Ratio | 1.06 | 1.14 |
| Sortino Ratio | 1.58 | 1.69 |
| Omega Ratio | 1.19 | 1.20 |
| Calmar Ratio | 1.19 | 0.42 |
| Martin Ratio | 3.41 | 3.70 |
| Ulcer Index | 1.46% | 1.57% |
| Daily Std Dev | 4.70% | 5.11% |
| Max Drawdown | -5.64% | -16.05% |
| Current Drawdown | -2.89% | -8.30% |
Correlation
The correlation between UFIV and VGIT 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.
Performance
UFIV vs. VGIT - Performance Comparison
In the year-to-date period, UFIV achieves a 1.43% return, which is significantly lower than VGIT's 1.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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UFIV vs. VGIT - Expense Ratio Comparison
UFIV has a 0.15% 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%.
Risk-Adjusted Performance
UFIV vs. VGIT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) 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
UFIV vs. VGIT - Dividend Comparison
UFIV's dividend yield for the trailing twelve months is around 4.05%, more than VGIT's 3.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UFIV The RBB Fund, Inc.- US Treasury 5 Year Note ETF | 4.05% | 2.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.56% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
Drawdowns
UFIV vs. VGIT - Drawdown Comparison
The maximum UFIV drawdown since its inception was -5.64%, smaller than the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for UFIV and VGIT. For additional features, visit the drawdowns tool.
Volatility
UFIV vs. VGIT - Volatility Comparison
The current volatility for The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) is 1.11%, while Vanguard Intermediate-Term Treasury ETF (VGIT) has a volatility of 1.25%. This indicates that UFIV experiences smaller price fluctuations and is considered to be less risky than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.