USGNX vs. VFITX
USGNX (USAA Government Securities Fund) and VFITX (Vanguard Intermediate-Term Treasury Fund Investor Shares) are both Government Bonds funds. Over the past 10 years, USGNX returned 1.44%/yr vs 1.13%/yr for VFITX. Their correlation of 0.82 means they have usually moved in the same direction. USGNX charges 0.53%/yr vs 0.20%/yr for VFITX.
Performance
USGNX vs. VFITX - Performance Comparison
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Returns By Period
In the year-to-date period, USGNX achieves a -0.47% return, which is significantly higher than VFITX's -1.19% return. Over the past 10 years, USGNX has outperformed VFITX with an annualized return of 1.44%, while VFITX has yielded a comparatively lower 1.13% annualized return.
USGNX
- 1D
- 0.23%
- 1M
- -0.90%
- 6M
- -0.67%
- YTD
- -0.47%
- 1Y
- 2.04%
- 3Y*
- 3.86%
- 5Y*
- 0.54%
- 10Y*
- 1.44%
- ALL TIME*
- 4.26%
VFITX
- 1D
- 0.10%
- 1M
- -0.91%
- 6M
- -0.92%
- YTD
- -1.19%
- 1Y
- 0.81%
- 3Y*
- 3.57%
- 5Y*
- -0.33%
- 10Y*
- 1.13%
- ALL TIME*
- 4.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
USGNX vs. VFITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USGNX USAA Government Securities Fund | -0.47% | 7.20% | 1.94% | 4.13% | -8.13% | -1.05% | 5.48% | 5.60% | 1.05% | 1.35% |
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | -1.19% | 7.54% | 1.39% | 4.08% | -10.43% | -2.38% | 8.20% | 6.29% | 1.01% | 1.57% |
Correlation
The correlation between USGNX and VFITX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 1991 | 0.82 |
The correlation between USGNX and VFITX shifts across timeframes, from 0.82 (all time) to 0.94 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
USGNX vs. VFITX — Risk / Return Rank
USGNX
VFITX
USGNX vs. VFITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USAA Government Securities Fund (USGNX) and Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USGNX | VFITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.04 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 0.25 | +0.55 |
| Martin ratioReturn relative to average drawdown | 2.06 | 0.57 | +1.49 |
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Drawdowns
USGNX vs. VFITX - Drawdown Comparison
The maximum USGNX drawdown since its inception was -12.03%, smaller than the maximum VFITX drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for USGNX and VFITX.
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Drawdown Indicators
| USGNX | VFITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.03% | -15.58% | +3.55% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -3.21% | +0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -4.38% | -4.74% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -11.85% | -14.54% | +2.69% |
Max Drawdown (10Y)Largest decline over 10 years | -12.03% | -15.58% | +3.55% |
Current DrawdownCurrent decline from peak | -2.16% | -2.86% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -1.36% | -2.64% | +1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 1.44% | -0.39% |
Volatility
USGNX vs. VFITX - Volatility Comparison
USAA Government Securities Fund (USGNX) has a higher volatility of 1.00% compared to Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) at 0.94%. This indicates that USGNX's price experiences larger fluctuations and is considered to be riskier than VFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USGNX | VFITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 0.94% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.73% | 2.98% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.34% | 3.66% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.86% | 5.65% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.82% | 4.66% | -0.84% |
USGNX vs. VFITX - Expense Ratio Comparison
USGNX has a 0.53% expense ratio, which is higher than VFITX's 0.20% expense ratio.
Dividends
USGNX vs. VFITX - Dividend Comparison
USGNX's dividend yield for the trailing twelve months is around 3.55%, less than VFITX's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USGNX USAA Government Securities Fund | 3.55% | 3.75% | 3.65% | 2.77% | 2.07% | 3.02% | 2.84% | 2.46% | 2.26% | 2.07% | 2.07% | 2.38% |
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | 3.63% | 3.90% | 4.05% | 3.45% | 1.97% | 0.99% | 4.84% | 2.30% | 2.34% | 1.75% | 2.77% | 2.50% |
Frequently Asked Questions
With a correlation of 0.94, USGNX and VFITX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
USGNX has higher volatility (1.00%) compared to VFITX (0.94%). In terms of maximum drawdown, USGNX dropped -12.03% vs VFITX's -15.58%.
USGNX currently has the higher Sharpe Ratio (0.65 vs 0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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