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VBTIX vs. VFIJX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBTIX vs. VFIJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) and Vanguard GNMA Fund Admiral Shares (VFIJX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VBTIX achieves a 0.22% return, which is significantly lower than VFIJX's 0.72% return. Over the past 10 years, VBTIX has outperformed VFIJX with an annualized return of 1.56%, while VFIJX has yielded a comparatively lower 1.40% annualized return.


VBTIX

1D
-0.21%
1M
0.14%
YTD
0.22%
6M
0.35%
1Y
4.48%
3Y*
3.99%
5Y*
0.11%
10Y*
1.56%

VFIJX

1D
-0.11%
1M
-0.00%
YTD
0.72%
6M
1.04%
1Y
5.77%
3Y*
4.31%
5Y*
0.52%
10Y*
1.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBTIX vs. VFIJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBTIX
Vanguard Total Bond Market Index Fund Institutional Shares
0.22%7.18%1.27%5.75%-13.15%-1.95%7.75%8.74%-0.24%3.56%
VFIJX
Vanguard GNMA Fund Admiral Shares
0.72%7.84%1.17%5.28%-10.72%-1.15%3.84%5.94%0.99%1.98%

Correlation

The correlation between VBTIX and VFIJX is 0.93, 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

0.93

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

0.95

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

0.93

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

0.86

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2001

0.86

The correlation between VBTIX and VFIJX has been stable across timeframes, ranging from 0.86 to 0.95 - a consistent structural relationship.

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Return for Risk

VBTIX vs. VFIJX — Risk / Return Rank

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

VBTIX
VBTIX Risk / Return Rank: 2121
Overall Rank
VBTIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VBTIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
VBTIX Omega Ratio Rank: 1919
Omega Ratio Rank
VBTIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VBTIX Martin Ratio Rank: 2020
Martin Ratio Rank

VFIJX
VFIJX Risk / Return Rank: 3333
Overall Rank
VFIJX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VFIJX Sortino Ratio Rank: 3333
Sortino Ratio Rank
VFIJX Omega Ratio Rank: 3030
Omega Ratio Rank
VFIJX Calmar Ratio Rank: 3939
Calmar Ratio Rank
VFIJX Martin Ratio Rank: 3333
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.

VBTIX vs. VFIJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) and Vanguard GNMA Fund Admiral Shares (VFIJX). 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.


VBTIXVFIJXDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.23

1.29

-0.06

Calmar ratioReturn relative to maximum drawdown

1.79

2.35

-0.56

Martin ratioReturn relative to average drawdown

5.35

7.44

-2.09

VBTIX vs. VFIJX - Sharpe Ratio Comparison

The current VBTIX Sharpe Ratio is 1.30, which is comparable to the VFIJX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of VBTIX and VFIJX, 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


VBTIXVFIJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.61

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.08

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.30

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.82

+0.13

Drawdowns

VBTIX vs. VFIJX - Drawdown Comparison

The maximum VBTIX drawdown since its inception was -18.90%, which is greater than VFIJX's maximum drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for VBTIX and VFIJX.


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Drawdown Indicators


VBTIXVFIJXDifference

Max Drawdown

Largest peak-to-trough decline

-18.90%

-16.06%

-2.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-2.71%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-5.99%

-6.95%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

-15.68%

-2.45%

Max Drawdown (10Y)

Largest decline over 10 years

-18.90%

-16.06%

-2.84%

Current Drawdown

Current decline from peak

-2.45%

-1.46%

-0.99%

Average Drawdown

Average peak-to-trough decline

-2.32%

-1.74%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.85%

+0.11%

Volatility

VBTIX vs. VFIJX - Volatility Comparison

Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) and Vanguard GNMA Fund Admiral Shares (VFIJX) have volatilities of 1.33% and 1.32%, 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


VBTIXVFIJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

1.32%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

2.81%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

3.97%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

6.21%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

4.70%

+0.28%

VBTIX vs. VFIJX - Expense Ratio Comparison

VBTIX has a 0.04% expense ratio, which is lower than VFIJX's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VBTIX vs. VFIJX - Dividend Comparison

VBTIX's dividend yield for the trailing twelve months is around 4.00%, more than VFIJX's 3.79% yield.


PositionTTM20252024202320222021202020192018201720162015
VBTIX
Vanguard Total Bond Market Index Fund Institutional Shares
4.00%3.88%3.69%3.12%2.61%1.81%2.41%2.75%2.58%2.56%2.54%2.84%
VFIJX
Vanguard GNMA Fund Admiral Shares
3.79%3.72%3.67%3.34%2.45%0.73%1.98%2.86%3.00%2.73%3.11%2.94%

Frequently Asked Questions


With a correlation of 0.93, VBTIX and VFIJX 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.

VBTIX has higher volatility (1.33%) compared to VFIJX (1.32%). In terms of maximum drawdown, VBTIX dropped -18.90% vs VFIJX's -16.06%.

VFIJX currently has the higher Sharpe Ratio (1.61 vs 1.30), 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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