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VFICX vs. VSIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFICX vs. VSIGX - 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 Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX). The values are adjusted to include any dividend payments, if applicable.

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VFICX vs. VSIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
-1.00%9.55%3.21%8.53%-13.86%-1.59%10.33%10.39%-0.56%4.17%
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
-0.09%7.36%1.65%4.39%-10.69%-2.60%7.65%6.26%1.35%1.58%

Returns By Period

In the year-to-date period, VFICX achieves a -1.00% return, which is significantly lower than VSIGX's -0.09% return. Over the past 10 years, VFICX has outperformed VSIGX with an annualized return of 2.69%, while VSIGX has yielded a comparatively lower 1.32% annualized return.


VFICX

1D
0.46%
1M
-2.01%
YTD
-1.00%
6M
-0.01%
1Y
5.33%
3Y*
5.38%
5Y*
1.31%
10Y*
2.69%

VSIGX

1D
0.15%
1M
-1.23%
YTD
-0.09%
6M
0.75%
1Y
3.86%
3Y*
3.38%
5Y*
0.36%
10Y*
1.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFICX vs. VSIGX - Expense Ratio Comparison

VFICX has a 0.20% expense ratio, which is higher than VSIGX's 0.07% 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. VSIGX — Risk / Return Rank

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

VFICX
VFICX Risk / Return Rank: 6565
Overall Rank
VFICX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VFICX Sortino Ratio Rank: 6666
Sortino Ratio Rank
VFICX Omega Ratio Rank: 5252
Omega Ratio Rank
VFICX Calmar Ratio Rank: 7575
Calmar Ratio Rank
VFICX Martin Ratio Rank: 6868
Martin Ratio Rank

VSIGX
VSIGX Risk / Return Rank: 5858
Overall Rank
VSIGX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VSIGX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VSIGX Omega Ratio Rank: 4242
Omega Ratio Rank
VSIGX Calmar Ratio Rank: 7373
Calmar Ratio Rank
VSIGX Martin Ratio Rank: 5656
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. VSIGX - 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 Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX). 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.


VFICXVSIGXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.09

+0.11

Sortino ratio

Return per unit of downside risk

1.71

1.62

+0.10

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.83

1.77

+0.06

Martin ratio

Return relative to average drawdown

6.55

5.55

+1.00

VFICX vs. VSIGX - Sharpe Ratio Comparison

The current VFICX Sharpe Ratio is 1.20, which is comparable to the VSIGX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of VFICX and VSIGX, 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


VFICXVSIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.09

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.07

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.30

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.51

+0.46

Correlation

The correlation between VFICX and VSIGX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VFICX vs. VSIGX - Dividend Comparison

VFICX's dividend yield for the trailing twelve months is around 4.54%, more than VSIGX's 3.46% yield.


TTM20252024202320222021202020192018201720162015
VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
4.54%4.81%4.57%3.81%3.09%3.53%5.70%3.03%3.20%2.96%3.84%3.54%
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
3.46%3.76%3.95%2.70%1.71%1.66%2.21%2.21%2.05%1.67%1.56%1.70%

Drawdowns

VFICX vs. VSIGX - Drawdown Comparison

The maximum VFICX drawdown since its inception was -20.24%, which is greater than VSIGX's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for VFICX and VSIGX.


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Drawdown Indicators


VFICXVSIGXDifference

Max Drawdown

Largest peak-to-trough decline

-20.24%

-16.15%

-4.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-2.40%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-20.24%

-15.07%

-5.17%

Max Drawdown (10Y)

Largest decline over 10 years

-20.24%

-16.15%

-4.09%

Current Drawdown

Current decline from peak

-2.45%

-1.83%

-0.62%

Average Drawdown

Average peak-to-trough decline

-2.49%

-3.52%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.77%

+0.16%

Volatility

VFICX vs. VSIGX - Volatility Comparison

Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) has a higher volatility of 1.77% compared to Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) at 1.34%. This indicates that VFICX's price experiences larger fluctuations and is considered to be riskier than VSIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFICXVSIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.34%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

2.28%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

4.70%

3.77%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

5.31%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.16%

4.45%

+0.71%