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VFICX vs. VFSTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFICX and VFSTX 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.


Performance

VFICX vs. VFSTX - 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 Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VFICX:

1.15

VFSTX:

2.24

Sortino Ratio

VFICX:

1.68

VFSTX:

3.57

Omega Ratio

VFICX:

1.20

VFSTX:

1.46

Calmar Ratio

VFICX:

0.48

VFSTX:

4.26

Martin Ratio

VFICX:

3.30

VFSTX:

11.37

Ulcer Index

VFICX:

1.84%

VFSTX:

0.54%

Daily Std Dev

VFICX:

5.46%

VFSTX:

2.75%

Max Drawdown

VFICX:

-22.68%

VFSTX:

-9.68%

Current Drawdown

VFICX:

-6.47%

VFSTX:

-0.48%

Returns By Period

In the year-to-date period, VFICX achieves a 1.91% return, which is significantly higher than VFSTX's 1.78% return. Over the past 10 years, VFICX has underperformed VFSTX with an annualized return of 1.84%, while VFSTX has yielded a comparatively higher 2.21% annualized return.


VFICX

YTD

1.91%

1M

1.29%

6M

1.06%

1Y

6.59%

5Y*

0.00%

10Y*

1.84%

VFSTX

YTD

1.78%

1M

0.58%

6M

2.21%

1Y

6.33%

5Y*

1.99%

10Y*

2.21%

*Annualized

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VFICX vs. VFSTX - Expense Ratio Comparison

Both VFICX and VFSTX have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

VFICX vs. VFSTX — Risk-Adjusted Performance Rank

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

VFICX
The Risk-Adjusted Performance Rank of VFICX is 7979
Overall Rank
The Sharpe Ratio Rank of VFICX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VFICX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VFICX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VFICX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VFICX is 7878
Martin Ratio Rank

VFSTX
The Risk-Adjusted Performance Rank of VFSTX is 9595
Overall Rank
The Sharpe Ratio Rank of VFSTX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of VFSTX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of VFSTX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of VFSTX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of VFSTX is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VFICX vs. VFSTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX). 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.


The current VFICX Sharpe Ratio is 1.15, which is lower than the VFSTX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of VFICX and VFSTX, 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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Dividends

VFICX vs. VFSTX - Dividend Comparison

VFICX's dividend yield for the trailing twelve months is around 4.28%, more than VFSTX's 3.87% yield.


TTM20242023202220212020201920182017201620152014
VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
4.28%4.58%3.81%3.09%2.26%2.51%3.04%3.21%2.80%2.87%3.08%3.16%
VFSTX
Vanguard Short-Term Investment-Grade Fund Investor Shares
3.87%4.05%3.04%1.93%1.62%2.24%2.81%2.67%1.99%1.97%1.98%1.89%

Drawdowns

VFICX vs. VFSTX - Drawdown Comparison

The maximum VFICX drawdown since its inception was -22.68%, which is greater than VFSTX's maximum drawdown of -9.68%. Use the drawdown chart below to compare losses from any high point for VFICX and VFSTX. For additional features, visit the drawdowns tool.


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Volatility

VFICX vs. VFSTX - Volatility Comparison

Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) has a higher volatility of 1.74% compared to Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX) at 0.89%. This indicates that VFICX's price experiences larger fluctuations and is considered to be riskier than VFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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