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VFIIX vs. VFITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFIIX vs. VFITX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VFIIX achieves a 0.68% return, which is significantly higher than VFITX's -0.81% return. Over the past 10 years, VFIIX has outperformed VFITX with an annualized return of 1.29%, while VFITX has yielded a comparatively lower 1.17% annualized return.


VFIIX

1D
-0.21%
1M
0.63%
YTD
0.68%
6M
1.10%
1Y
5.32%
3Y*
4.14%
5Y*
0.47%
10Y*
1.29%

VFITX

1D
-0.30%
1M
0.33%
YTD
-0.81%
6M
-0.39%
1Y
2.70%
3Y*
3.51%
5Y*
0.04%
10Y*
1.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFIIX vs. VFITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFIIX
Vanguard GNMA Fund Investor Shares
0.68%7.73%1.07%5.17%-10.81%-1.24%3.73%5.84%0.89%1.88%
VFITX
Vanguard Intermediate-Term Treasury Fund Investor Shares
-0.81%7.54%1.39%4.08%-10.43%-2.38%8.20%6.29%1.01%1.57%

Correlation

The correlation between VFIIX and VFITX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Oct 28, 1991

0.83

The correlation between VFIIX and VFITX shifts across timeframes, from 0.83 (all time) to 0.94 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VFIIX vs. VFITX — Risk / Return Rank

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

VFIIX
VFIIX Risk / Return Rank: 2828
Overall Rank
VFIIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VFIIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
VFIIX Omega Ratio Rank: 2727
Omega Ratio Rank
VFIIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VFIIX Martin Ratio Rank: 2828
Martin Ratio Rank

VFITX
VFITX Risk / Return Rank: 1010
Overall Rank
VFITX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
VFITX Sortino Ratio Rank: 1010
Sortino Ratio Rank
VFITX Omega Ratio Rank: 99
Omega Ratio Rank
VFITX Calmar Ratio Rank: 1010
Calmar Ratio Rank
VFITX Martin Ratio Rank: 99
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.

VFIIX vs. VFITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard GNMA Fund Investor Shares (VFIIX) and Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VFIIXVFITXDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.25

1.14

+0.12

Calmar ratioReturn relative to maximum drawdown

1.97

0.94

+1.03

Martin ratioReturn relative to average drawdown

6.10

2.49

+3.61

VFIIX vs. VFITX - Sharpe Ratio Comparison

The current VFIIX Sharpe Ratio is 1.40, which is higher than the VFITX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of VFIIX and VFITX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VFIIX vs. VFITX - Drawdown Comparison

The maximum VFIIX drawdown since its inception was -25.80%, which is greater than VFITX's maximum drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for VFIIX and VFITX.


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Drawdown Indicators


VFIIXVFITXDifference

Max Drawdown

Largest peak-to-trough decline

-25.80%

-15.58%

-10.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-3.21%

+0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-6.97%

-4.75%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-15.79%

-14.98%

-0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-16.20%

-15.58%

-0.62%

Current Drawdown

Current decline from peak

-1.48%

-2.49%

+1.01%

Average Drawdown

Average peak-to-trough decline

-2.98%

-2.64%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.21%

-0.30%

Volatility

VFIIX vs. VFITX - Volatility Comparison

Vanguard GNMA Fund Investor Shares (VFIIX) and Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) have volatilities of 1.21% and 1.26%, 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.


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Volatility by Period


VFIIXVFITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

1.26%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

2.88%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

3.88%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

5.64%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

4.67%

+0.04%

VFIIX vs. VFITX - Expense Ratio Comparison

VFIIX has a 0.21% expense ratio, which is higher than VFITX'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%.


Dividends

VFIIX vs. VFITX - Dividend Comparison

VFIIX's dividend yield for the trailing twelve months is around 3.69%, less than VFITX's 3.94% yield.


PositionTTM20252024202320222021202020192018201720162015
VFIIX
Vanguard GNMA Fund Investor Shares
3.69%3.62%3.58%3.23%2.34%0.63%1.87%2.76%2.90%2.64%3.01%2.84%
VFITX
Vanguard Intermediate-Term Treasury Fund Investor Shares
3.94%3.90%4.05%3.45%1.97%0.99%4.84%2.30%2.34%1.75%2.77%2.50%

Frequently Asked Questions


With a correlation of 0.92, VFIIX and VFITX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VFITX has higher volatility (1.26%) compared to VFIIX (1.21%). In terms of maximum drawdown, VFIIX dropped -25.80% vs VFITX's -15.58%.

VFIIX currently has the higher Sharpe Ratio (1.40 vs 0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VFIIX and VFITX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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