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VFICX vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFICX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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VFICX vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
-1.45%9.55%3.21%8.53%-13.86%-1.59%10.33%10.39%-0.56%4.17%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

In the year-to-date period, VFICX achieves a -1.45% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, VFICX has underperformed SPY with an annualized return of 2.64%, while SPY has yielded a comparatively higher 13.98% annualized return.


VFICX

1D
0.46%
1M
-2.89%
YTD
-1.45%
6M
-0.24%
1Y
5.09%
3Y*
5.22%
5Y*
1.30%
10Y*
2.64%

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFICX vs. SPY - Expense Ratio Comparison

VFICX has a 0.20% expense ratio, which is higher than SPY's 0.09% 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%.


Return for Risk

VFICX vs. SPY — Risk / Return Rank

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

VFICX
VFICX Risk / Return Rank: 7070
Overall Rank
VFICX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VFICX Sortino Ratio Rank: 7171
Sortino Ratio Rank
VFICX Omega Ratio Rank: 5959
Omega Ratio Rank
VFICX Calmar Ratio Rank: 7878
Calmar Ratio Rank
VFICX Martin Ratio Rank: 7171
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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.

VFICX vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) and State Street SPDR S&P 500 ETF (SPY). 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.


VFICXSPYDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.93

+0.28

Sortino ratio

Return per unit of downside risk

1.73

1.45

+0.28

Omega ratio

Gain probability vs. loss probability

1.22

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.83

1.53

+0.31

Martin ratio

Return relative to average drawdown

6.64

7.30

-0.65

VFICX vs. SPY - Sharpe Ratio Comparison

The current VFICX Sharpe Ratio is 1.21, which is higher than the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VFICX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VFICXSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.93

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.69

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.78

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.56

+0.40

Correlation

The correlation between VFICX and SPY is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VFICX vs. SPY - Dividend Comparison

VFICX's dividend yield for the trailing twelve months is around 4.56%, more than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
4.56%4.81%4.57%3.81%3.09%3.53%5.70%3.03%3.20%2.96%3.84%3.54%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

VFICX vs. SPY - Drawdown Comparison

The maximum VFICX drawdown since its inception was -20.24%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VFICX and SPY.


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Drawdown Indicators


VFICXSPYDifference

Max Drawdown

Largest peak-to-trough decline

-20.24%

-55.19%

+34.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-12.05%

+8.71%

Max Drawdown (5Y)

Largest decline over 5 years

-20.24%

-24.50%

+4.26%

Max Drawdown (10Y)

Largest decline over 10 years

-20.24%

-33.72%

+13.48%

Current Drawdown

Current decline from peak

-2.89%

-6.24%

+3.35%

Average Drawdown

Average peak-to-trough decline

-2.49%

-9.09%

+6.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

2.52%

-1.60%

Volatility

VFICX vs. SPY - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) is 1.70%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that VFICX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFICXSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

5.31%

-3.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

9.47%

-6.81%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

19.05%

-14.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

17.06%

-10.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.16%

17.92%

-12.76%