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VFIIX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VFIIX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard GNMA Fund Investor Shares (VFIIX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.37%
14.24%
VFIIX
VTI

Returns By Period

In the year-to-date period, VFIIX achieves a 1.00% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, VFIIX has underperformed VTI with an annualized return of 0.80%, while VTI has yielded a comparatively higher 12.67% annualized return.


VFIIX

YTD

1.00%

1M

-0.67%

6M

3.37%

1Y

6.47%

5Y (annualized)

-0.51%

10Y (annualized)

0.80%

VTI

YTD

25.64%

1M

2.57%

6M

14.24%

1Y

32.95%

5Y (annualized)

15.11%

10Y (annualized)

12.67%

Key characteristics


VFIIXVTI
Sharpe Ratio1.042.68
Sortino Ratio1.513.57
Omega Ratio1.181.49
Calmar Ratio0.503.91
Martin Ratio3.3017.13
Ulcer Index1.89%1.96%
Daily Std Dev6.00%12.51%
Max Drawdown-16.10%-55.45%
Current Drawdown-6.41%-0.84%

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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%.


VFIIX
Vanguard GNMA Fund Investor Shares
Expense ratio chart for VFIIX: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.0-0.1

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.

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.


Sharpe ratio
The chart of Sharpe ratio for VFIIX, currently valued at 1.04, compared to the broader market-1.000.001.002.003.004.005.001.042.68
The chart of Sortino ratio for VFIIX, currently valued at 1.51, compared to the broader market0.005.0010.001.513.57
The chart of Omega ratio for VFIIX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.49
The chart of Calmar ratio for VFIIX, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.000.503.91
The chart of Martin ratio for VFIIX, currently valued at 3.30, compared to the broader market0.0020.0040.0060.0080.00100.003.3017.13
VFIIX
VTI

The current VFIIX Sharpe Ratio is 1.04, which is lower than the VTI Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of VFIIX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.04
2.68
VFIIX
VTI

Dividends

VFIIX vs. VTI - Dividend Comparison

VFIIX's dividend yield for the trailing twelve months is around 3.51%, more than VTI's 1.27% yield.


TTM20232022202120202019201820172016201520142013
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%
VTI
Vanguard Total Stock Market ETF
1.27%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.41%
-0.84%
VFIIX
VTI

Volatility

VFIIX vs. VTI - Volatility Comparison

The current volatility for Vanguard GNMA Fund Investor Shares (VFIIX) is 1.44%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.19%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.44%
4.19%
VFIIX
VTI