VFIIX vs. VFSTX
Compare and contrast key facts about Vanguard GNMA Fund Investor Shares (VFIIX) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX).
VFIIX is managed by Vanguard. It was launched on Jun 27, 1980. VFSTX is managed by Vanguard. It was launched on Oct 29, 1982.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFIIX or VFSTX.
Performance
VFIIX vs. VFSTX - Performance Comparison
Returns By Period
In the year-to-date period, VFIIX achieves a 1.00% return, which is significantly lower than VFSTX's 4.34% return. Over the past 10 years, VFIIX has underperformed VFSTX with an annualized return of 0.81%, while VFSTX has yielded a comparatively higher 2.04% annualized return.
VFIIX
1.00%
-1.31%
2.80%
6.35%
-0.53%
0.81%
VFSTX
4.34%
-0.41%
3.53%
7.14%
1.79%
2.04%
Key characteristics
| VFIIX | VFSTX | |
|---|---|---|
| Sharpe Ratio | 1.08 | 2.59 |
| Sortino Ratio | 1.57 | 4.18 |
| Omega Ratio | 1.19 | 1.54 |
| Calmar Ratio | 0.52 | 1.79 |
| Martin Ratio | 3.47 | 14.27 |
| Ulcer Index | 1.86% | 0.51% |
| Daily Std Dev | 6.00% | 2.80% |
| Max Drawdown | -16.10% | -9.68% |
| Current Drawdown | -6.41% | -1.08% |
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VFIIX vs. VFSTX - Expense Ratio Comparison
VFIIX has a 0.21% expense ratio, which is higher than VFSTX'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%.
Correlation
The correlation between VFIIX and VFSTX 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.
Risk-Adjusted Performance
VFIIX vs. VFSTX - 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 Investment-Grade Fund Investor Shares (VFSTX). 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. VFSTX - Dividend Comparison
VFIIX's dividend yield for the trailing twelve months is around 3.51%, less than VFSTX's 3.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIIX Vanguard GNMA Fund Investor Shares | 3.51% | 3.24% | 2.35% | 0.75% | 1.87% | 2.76% | 2.90% | 2.65% | 2.30% | 2.34% | 2.58% | 2.31% |
VFSTX Vanguard Short-Term Investment-Grade Fund Investor Shares | 3.91% | 3.04% | 1.93% | 1.62% | 2.24% | 2.81% | 2.67% | 1.99% | 1.97% | 1.98% | 1.89% | 1.82% |
Drawdowns
VFIIX vs. VFSTX - Drawdown Comparison
The maximum VFIIX drawdown since its inception was -16.10%, which is greater than VFSTX's maximum drawdown of -9.68%. Use the drawdown chart below to compare losses from any high point for VFIIX and VFSTX. For additional features, visit the drawdowns tool.
Volatility
VFIIX vs. VFSTX - Volatility Comparison
Vanguard GNMA Fund Investor Shares (VFIIX) has a higher volatility of 1.46% compared to Vanguard Short-Term Investment-Grade Fund Investor Shares (VFSTX) at 0.80%. This indicates that VFIIX's price experiences larger fluctuations and is considered to be riskier than VFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.