VFIJX vs. VBTIX
Compare and contrast key facts about Vanguard GNMA Fund Admiral Shares (VFIJX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX).
VFIJX is managed by Vanguard. It was launched on Feb 12, 2001. VBTIX is managed by Vanguard. It was launched on Sep 18, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFIJX or VBTIX.
Performance
VFIJX vs. VBTIX - Performance Comparison
Returns By Period
In the year-to-date period, VFIJX achieves a 0.86% return, which is significantly lower than VBTIX's 1.27% return. Over the past 10 years, VFIJX has underperformed VBTIX with an annualized return of 0.91%, while VBTIX has yielded a comparatively higher 1.35% annualized return.
VFIJX
0.86%
-1.94%
2.52%
6.83%
-0.45%
0.91%
VBTIX
1.27%
-1.95%
2.83%
6.57%
-0.29%
1.35%
Key characteristics
| VFIJX | VBTIX | |
|---|---|---|
| Sharpe Ratio | 1.23 | 1.26 |
| Sortino Ratio | 1.78 | 1.86 |
| Omega Ratio | 1.22 | 1.23 |
| Calmar Ratio | 0.61 | 0.48 |
| Martin Ratio | 4.08 | 4.17 |
| Ulcer Index | 1.82% | 1.71% |
| Daily Std Dev | 6.05% | 5.67% |
| Max Drawdown | -15.95% | -19.01% |
| Current Drawdown | -6.25% | -9.30% |
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VFIJX vs. VBTIX - Expense Ratio Comparison
VFIJX has a 0.11% expense ratio, which is higher than VBTIX's 0.04% 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 VFIJX and VBTIX is 0.85, 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
VFIJX vs. VBTIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard GNMA Fund Admiral Shares (VFIJX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). 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
VFIJX vs. VBTIX - Dividend Comparison
VFIJX's dividend yield for the trailing twelve months is around 3.63%, which matches VBTIX's 3.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIJX Vanguard GNMA Fund Admiral Shares | 3.63% | 3.34% | 2.46% | 0.85% | 1.98% | 2.86% | 3.00% | 2.75% | 2.41% | 2.44% | 2.68% | 2.39% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.61% | 3.12% | 2.54% | 1.91% | 2.25% | 2.74% | 2.78% | 2.53% | 2.49% | 2.51% | 2.57% | 2.56% |
Drawdowns
VFIJX vs. VBTIX - Drawdown Comparison
The maximum VFIJX drawdown since its inception was -15.95%, smaller than the maximum VBTIX drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for VFIJX and VBTIX. For additional features, visit the drawdowns tool.
Volatility
VFIJX vs. VBTIX - Volatility Comparison
Vanguard GNMA Fund Admiral Shares (VFIJX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) have volatilities of 1.57% and 1.62%, 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.