VFIIX vs. VFISX
Compare and contrast key facts about Vanguard GNMA Fund Investor Shares (VFIIX) and Vanguard Short-Term Treasury Fund Investor Shares (VFISX).
VFIIX is managed by Vanguard. It was launched on Jun 27, 1980. VFISX is managed by Vanguard. It was launched on Oct 28, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFIIX or VFISX.
Key characteristics
| VFIIX | VFISX | |
|---|---|---|
| YTD Return | 1.66% | 3.14% |
| 1Y Return | 8.75% | 5.68% |
| 3Y Return (Ann) | -1.71% | 0.45% |
| 5Y Return (Ann) | -0.32% | 0.72% |
| 10Y Return (Ann) | 0.91% | 0.94% |
| Sharpe Ratio | 1.27 | 2.05 |
| Sortino Ratio | 1.85 | 3.45 |
| Omega Ratio | 1.23 | 1.45 |
| Calmar Ratio | 0.58 | 0.91 |
| Martin Ratio | 4.45 | 10.21 |
| Ulcer Index | 1.77% | 0.54% |
| Daily Std Dev | 6.22% | 2.66% |
| Max Drawdown | -16.10% | -8.22% |
| Current Drawdown | -5.80% | -1.17% |
Correlation
The correlation between VFIIX and VFISX is 0.74, 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.
Performance
VFIIX vs. VFISX - Performance Comparison
In the year-to-date period, VFIIX achieves a 1.66% return, which is significantly lower than VFISX's 3.14% return. Both investments have delivered pretty close results over the past 10 years, with VFIIX having a 0.91% annualized return and VFISX not far ahead at 0.94%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFIIX vs. VFISX - Expense Ratio Comparison
VFIIX has a 0.21% expense ratio, which is higher than VFISX's 0.20% 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%.
Risk-Adjusted Performance
VFIIX vs. VFISX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard GNMA Fund Investor Shares (VFIIX) and Vanguard Short-Term Treasury Fund Investor Shares (VFISX). 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
VFIIX vs. VFISX - Dividend Comparison
VFIIX's dividend yield for the trailing twelve months is around 3.49%, less than VFISX's 4.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIIX Vanguard GNMA Fund Investor Shares | 3.49% | 3.24% | 2.35% | 0.75% | 1.87% | 2.76% | 2.90% | 2.65% | 2.30% | 2.34% | 2.58% | 2.31% |
VFISX Vanguard Short-Term Treasury Fund Investor Shares | 4.39% | 3.96% | 1.92% | 0.34% | 0.75% | 2.38% | 2.10% | 1.18% | 0.91% | 0.69% | 0.50% | 0.37% |
Drawdowns
VFIIX vs. VFISX - Drawdown Comparison
The maximum VFIIX drawdown since its inception was -16.10%, which is greater than VFISX's maximum drawdown of -8.22%. Use the drawdown chart below to compare losses from any high point for VFIIX and VFISX. For additional features, visit the drawdowns tool.
Volatility
VFIIX vs. VFISX - Volatility Comparison
Vanguard GNMA Fund Investor Shares (VFIIX) has a higher volatility of 1.61% compared to Vanguard Short-Term Treasury Fund Investor Shares (VFISX) at 0.60%. This indicates that VFIIX's price experiences larger fluctuations and is considered to be riskier than VFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.