VFIDX vs. VFIJX
Compare and contrast key facts about Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) and Vanguard GNMA Fund Admiral Shares (VFIJX).
VFIDX is managed by Vanguard. It was launched on Feb 12, 2001. VFIJX is managed by Vanguard. It was launched on Feb 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFIDX or VFIJX.
Performance
VFIDX vs. VFIJX - Performance Comparison
Returns By Period
In the year-to-date period, VFIDX achieves a 3.06% return, which is significantly higher than VFIJX's 0.86% return. Over the past 10 years, VFIDX has outperformed VFIJX with an annualized return of 1.81%, while VFIJX has yielded a comparatively lower 0.91% annualized return.
VFIDX
3.06%
-1.99%
3.68%
9.21%
0.22%
1.81%
VFIJX
0.86%
-1.94%
2.52%
6.83%
-0.45%
0.91%
Key characteristics
| VFIDX | VFIJX | |
|---|---|---|
| Sharpe Ratio | 1.72 | 1.23 |
| Sortino Ratio | 2.55 | 1.78 |
| Omega Ratio | 1.31 | 1.22 |
| Calmar Ratio | 0.62 | 0.61 |
| Martin Ratio | 6.69 | 4.08 |
| Ulcer Index | 1.48% | 1.82% |
| Daily Std Dev | 5.74% | 6.05% |
| Max Drawdown | -22.52% | -15.95% |
| Current Drawdown | -8.08% | -6.25% |
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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%.
Correlation
The correlation between VFIDX and VFIJX is 0.81, 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.
Risk-Adjusted Performance
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.
Dividends
VFIDX vs. VFIJX - Dividend Comparison
VFIDX's dividend yield for the trailing twelve months is around 4.53%, more than VFIJX's 3.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIDX Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares | 4.53% | 3.89% | 3.21% | 2.36% | 2.59% | 3.12% | 3.32% | 2.91% | 2.98% | 3.21% | 3.26% | 3.38% |
VFIJX Vanguard GNMA Fund Admiral Shares | 3.63% | 3.34% | 2.46% | 0.85% | 1.98% | 2.86% | 3.00% | 2.75% | 2.41% | 2.44% | 2.68% | 2.39% |
Drawdowns
VFIDX vs. VFIJX - Drawdown Comparison
The maximum VFIDX drawdown since its inception was -22.52%, 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.
Volatility
VFIDX vs. VFIJX - Volatility Comparison
Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares (VFIDX) and Vanguard GNMA Fund Admiral Shares (VFIJX) have volatilities of 1.61% and 1.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.