PortfoliosLab logo
VFIDX vs. VFIJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFIDX and VFIJX is -0.11. 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

VFIDX vs. VFIJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) and Vanguard GNMA Fund Admiral Shares (VFIJX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

VFIDX:

1.17

VFIJX:

0.81

Sortino Ratio

VFIDX:

1.89

VFIJX:

1.52

Omega Ratio

VFIDX:

1.22

VFIJX:

1.18

Calmar Ratio

VFIDX:

0.71

VFIJX:

0.55

Martin Ratio

VFIDX:

3.75

VFIJX:

2.72

Ulcer Index

VFIDX:

1.83%

VFIJX:

1.99%

Daily Std Dev

VFIDX:

5.46%

VFIJX:

5.35%

Max Drawdown

VFIDX:

-20.14%

VFIJX:

-15.95%

Current Drawdown

VFIDX:

-2.67%

VFIJX:

-4.04%

Returns By Period

In the year-to-date period, VFIDX achieves a 2.48% return, which is significantly higher than VFIJX's 2.04% return. Over the past 10 years, VFIDX has outperformed VFIJX with an annualized return of 2.65%, while VFIJX has yielded a comparatively lower 1.08% annualized return.


VFIDX

YTD

2.48%

1M

0.77%

6M

2.71%

1Y

6.37%

5Y*

0.99%

10Y*

2.65%

VFIJX

YTD

2.04%

1M

-0.23%

6M

2.35%

1Y

4.71%

5Y*

-0.74%

10Y*

1.08%

*Annualized

Compare stocks, funds, or ETFs

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


VFIDX vs. VFIJX - Expense Ratio Comparison

VFIDX has a 0.10% 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%.


Risk-Adjusted Performance

VFIDX vs. VFIJX — Risk-Adjusted Performance Rank

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

VFIDX
The Risk-Adjusted Performance Rank of VFIDX is 8181
Overall Rank
The Sharpe Ratio Rank of VFIDX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIDX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VFIDX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VFIDX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VFIDX is 7979
Martin Ratio Rank

VFIJX
The Risk-Adjusted Performance Rank of VFIJX is 7272
Overall Rank
The Sharpe Ratio Rank of VFIJX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIJX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VFIJX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VFIJX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VFIJX is 6767
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.

VFIDX vs. VFIJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) 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.


The current VFIDX Sharpe Ratio is 1.17, which is higher than the VFIJX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of VFIDX and VFIJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

VFIDX vs. VFIJX - Dividend Comparison

VFIDX's dividend yield for the trailing twelve months is around 4.78%, more than VFIJX's 3.74% yield.


TTM20242023202220212020201920182017201620152014
VFIDX
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares
4.78%4.67%3.90%3.20%4.00%5.80%3.13%3.31%3.05%3.94%3.39%3.86%
VFIJX
Vanguard GNMA Fund Admiral Shares
3.74%3.68%3.34%2.46%0.85%1.98%2.86%3.00%2.75%2.41%2.44%2.68%

Drawdowns

VFIDX vs. VFIJX - Drawdown Comparison

The maximum VFIDX drawdown since its inception was -20.14%, which is greater than VFIJX's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for VFIDX and VFIJX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

VFIDX vs. VFIJX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) is 1.55%, while Vanguard GNMA Fund Admiral Shares (VFIJX) has a volatility of 1.66%. This indicates that VFIDX experiences smaller price fluctuations and is considered to be less risky than VFIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...