VFIIX vs. VTI
Compare and contrast key facts about Vanguard GNMA Fund Investor Shares (VFIIX) and Vanguard Total Stock Market ETF (VTI).
VFIIX is managed by Vanguard. It was launched on Jun 27, 1980. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFIIX or VTI.
Key characteristics
| VFIIX | VTI | |
|---|---|---|
| YTD Return | 1.66% | 26.35% |
| 1Y Return | 8.75% | 40.48% |
| 3Y Return (Ann) | -1.71% | 8.68% |
| 5Y Return (Ann) | -0.32% | 15.37% |
| 10Y Return (Ann) | 0.91% | 12.90% |
| Sharpe Ratio | 1.27 | 3.10 |
| Sortino Ratio | 1.85 | 4.13 |
| Omega Ratio | 1.23 | 1.58 |
| Calmar Ratio | 0.58 | 4.21 |
| Martin Ratio | 4.45 | 20.25 |
| Ulcer Index | 1.77% | 1.94% |
| Daily Std Dev | 6.22% | 12.68% |
| Max Drawdown | -16.10% | -55.45% |
| Current Drawdown | -5.80% | 0.00% |
Correlation
The correlation between VFIIX and VTI is -0.12. 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
VFIIX vs. VTI - Performance Comparison
In the year-to-date period, VFIIX achieves a 1.66% return, which is significantly lower than VTI's 26.35% return. Over the past 10 years, VFIIX has underperformed VTI with an annualized return of 0.91%, while VTI has yielded a comparatively higher 12.90% annualized return. 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. VTI - Expense Ratio Comparison
VFIIX has a 0.21% expense ratio, which is higher than VTI's 0.03% 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. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard GNMA Fund Investor Shares (VFIIX) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
VFIIX's dividend yield for the trailing twelve months is around 3.49%, more than VTI's 1.26% 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% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VFIIX vs. VTI - Drawdown Comparison
The maximum VFIIX drawdown since its inception was -16.10%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VFIIX and VTI. For additional features, visit the drawdowns tool.
Volatility
VFIIX vs. VTI - Volatility Comparison
The current volatility for Vanguard GNMA Fund Investor Shares (VFIIX) is 1.61%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.11%. This indicates that VFIIX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.