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USGNX vs. VFITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USGNX vs. VFITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Government Securities Fund (USGNX) and Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USGNX achieves a 0.34% return, which is significantly higher than VFITX's -0.41% return. Over the past 10 years, USGNX has outperformed VFITX with an annualized return of 1.57%, while VFITX has yielded a comparatively lower 1.29% annualized return.


USGNX

1D
0.00%
1M
0.32%
YTD
0.34%
6M
0.44%
1Y
5.05%
3Y*
3.85%
5Y*
0.80%
10Y*
1.57%

VFITX

1D
0.00%
1M
0.03%
YTD
-0.41%
6M
-0.48%
1Y
3.85%
3Y*
3.48%
5Y*
0.11%
10Y*
1.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USGNX vs. VFITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USGNX
USAA Government Securities Fund
0.34%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
-0.41%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, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Oct 29, 1991

0.82

The correlation between USGNX and VFITX shifts across timeframes, from 0.82 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

USGNX vs. VFITX — Risk / Return Rank

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

USGNX
USGNX Risk / Return Rank: 2525
Overall Rank
USGNX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
USGNX Sortino Ratio Rank: 2727
Sortino Ratio Rank
USGNX Omega Ratio Rank: 2525
Omega Ratio Rank
USGNX Calmar Ratio Rank: 2525
Calmar Ratio Rank
USGNX Martin Ratio Rank: 2424
Martin Ratio Rank

VFITX
VFITX Risk / Return Rank: 1212
Overall Rank
VFITX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VFITX Sortino Ratio Rank: 1313
Sortino Ratio Rank
VFITX Omega Ratio Rank: 1212
Omega Ratio Rank
VFITX Calmar Ratio Rank: 1212
Calmar Ratio Rank
VFITX Martin Ratio Rank: 1111
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.

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.


USGNXVFITXDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.26

1.17

+0.09

Calmar ratioReturn relative to maximum drawdown

1.84

1.17

+0.67

Martin ratioReturn relative to average drawdown

5.95

3.43

+2.52

USGNX vs. VFITX - Sharpe Ratio Comparison

The current USGNX Sharpe Ratio is 1.44, which is higher than the VFITX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of USGNX and VFITX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


USGNXVFITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

0.97

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.02

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.28

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.92

+0.21

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


USGNXVFITXDifference

Max Drawdown

Largest 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

-5.11%

-4.78%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-12.03%

-14.98%

+2.95%

Max Drawdown (10Y)

Largest decline over 10 years

-12.03%

-15.58%

+3.55%

Current Drawdown

Current decline from peak

-1.37%

-2.09%

+0.72%

Average Drawdown

Average peak-to-trough decline

-1.36%

-2.64%

+1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

1.09%

-0.26%

Volatility

USGNX vs. VFITX - Volatility Comparison

USAA Government Securities Fund (USGNX) and Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) have volatilities of 1.31% and 1.27%, 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.


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Volatility by Period


USGNXVFITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.27%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

2.76%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

3.88%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.82%

5.63%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.80%

4.66%

-0.86%

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 3.82%, less than VFITX's 3.93% yield.


PositionTTM20252024202320222021202020192018201720162015
USGNX
USAA Government Securities Fund
3.82%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
3.93%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 (1.31%) compared to VFITX (1.27%). In terms of maximum drawdown, USGNX dropped -12.03% vs VFITX's -15.58%.

USGNX currently has the higher Sharpe Ratio (1.44 vs 0.97), 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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