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

Correlation

The correlation between VFICX and VTEAX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

VFICX vs. VTEAX - 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 Tax-Exempt Bond Index Fund Admiral Shares (VTEAX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.43%
0.69%
VFICX
VTEAX

Key characteristics

Sharpe Ratio

VFICX:

0.66

VTEAX:

0.31

Sortino Ratio

VFICX:

0.97

VTEAX:

0.42

Omega Ratio

VFICX:

1.11

VTEAX:

1.07

Calmar Ratio

VFICX:

0.26

VTEAX:

0.20

Martin Ratio

VFICX:

2.18

VTEAX:

1.10

Ulcer Index

VFICX:

1.67%

VTEAX:

0.86%

Daily Std Dev

VFICX:

5.54%

VTEAX:

3.07%

Max Drawdown

VFICX:

-22.68%

VTEAX:

-12.74%

Current Drawdown

VFICX:

-8.48%

VTEAX:

-2.24%

Returns By Period

In the year-to-date period, VFICX achieves a 2.92% return, which is significantly higher than VTEAX's 0.69% return.


VFICX

YTD

2.92%

1M

-0.19%

6M

2.43%

1Y

3.76%

5Y*

0.07%

10Y*

1.79%

VTEAX

YTD

0.69%

1M

-0.99%

6M

0.70%

1Y

0.89%

5Y*

0.90%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VFICX vs. VTEAX - Expense Ratio Comparison

VFICX has a 0.20% expense ratio, which is higher than VTEAX'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%.


VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
Expense ratio chart for VFICX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VTEAX: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

VFICX vs. VTEAX - 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 Tax-Exempt Bond Index Fund Admiral Shares (VTEAX). 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.


Sharpe ratio
The chart of Sharpe ratio for VFICX, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.000.660.31
The chart of Sortino ratio for VFICX, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.000.970.42
The chart of Omega ratio for VFICX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.07
The chart of Calmar ratio for VFICX, currently valued at 0.26, compared to the broader market0.002.004.006.008.0010.0012.0014.000.260.20
The chart of Martin ratio for VFICX, currently valued at 2.18, compared to the broader market0.0020.0040.0060.002.181.10
VFICX
VTEAX

The current VFICX Sharpe Ratio is 0.66, which is higher than the VTEAX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of VFICX and VTEAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.66
0.31
VFICX
VTEAX

Dividends

VFICX vs. VTEAX - Dividend Comparison

VFICX's dividend yield for the trailing twelve months is around 4.52%, more than VTEAX's 2.59% yield.


TTM20232022202120202019201820172016201520142013
VFICX
Vanguard Intermediate-Term Investment-Grade Fund Investor Shares
4.52%3.81%3.09%2.26%2.51%3.04%3.21%2.80%2.87%3.08%3.16%3.27%
VTEAX
Vanguard Tax-Exempt Bond Index Fund Admiral Shares
2.59%2.75%2.06%1.61%1.97%2.28%2.24%0.34%0.00%0.00%0.00%0.00%

Drawdowns

VFICX vs. VTEAX - Drawdown Comparison

The maximum VFICX drawdown since its inception was -22.68%, which is greater than VTEAX's maximum drawdown of -12.74%. Use the drawdown chart below to compare losses from any high point for VFICX and VTEAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.48%
-2.24%
VFICX
VTEAX

Volatility

VFICX vs. VTEAX - Volatility Comparison

Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) has a higher volatility of 1.77% compared to Vanguard Tax-Exempt Bond Index Fund Admiral Shares (VTEAX) at 1.22%. This indicates that VFICX's price experiences larger fluctuations and is considered to be riskier than VTEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.77%
1.22%
VFICX
VTEAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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