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VFIJX vs. VITAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFIJX and VITAX is -0.09. 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

VFIJX vs. VITAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard GNMA Fund Admiral Shares (VFIJX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VFIJX:

1.00

VITAX:

0.39

Sortino Ratio

VFIJX:

1.53

VITAX:

0.74

Omega Ratio

VFIJX:

1.18

VITAX:

1.10

Calmar Ratio

VFIJX:

0.55

VITAX:

0.42

Martin Ratio

VFIJX:

2.72

VITAX:

1.39

Ulcer Index

VFIJX:

1.99%

VITAX:

8.34%

Daily Std Dev

VFIJX:

5.30%

VITAX:

30.22%

Max Drawdown

VFIJX:

-15.95%

VITAX:

-54.81%

Current Drawdown

VFIJX:

-4.06%

VITAX:

-11.63%

Returns By Period

In the year-to-date period, VFIJX achieves a 2.05% return, which is significantly higher than VITAX's -7.97% return. Over the past 10 years, VFIJX has underperformed VITAX with an annualized return of 1.13%, while VITAX has yielded a comparatively higher 19.37% annualized return.


VFIJX

YTD

2.05%

1M

0.00%

6M

1.47%

1Y

5.28%

5Y*

-0.76%

10Y*

1.13%

VITAX

YTD

-7.97%

1M

6.77%

6M

-8.28%

1Y

11.60%

5Y*

18.76%

10Y*

19.37%

*Annualized

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VFIJX vs. VITAX - Expense Ratio Comparison

VFIJX has a 0.11% expense ratio, which is higher than VITAX's 0.10% 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

VFIJX vs. VITAX — Risk-Adjusted Performance Rank

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

VFIJX
The Risk-Adjusted Performance Rank of VFIJX is 7777
Overall Rank
The Sharpe Ratio Rank of VFIJX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIJX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VFIJX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VFIJX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VFIJX is 7272
Martin Ratio Rank

VITAX
The Risk-Adjusted Performance Rank of VITAX is 5252
Overall Rank
The Sharpe Ratio Rank of VITAX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VITAX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VITAX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VITAX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VITAX is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VFIJX vs. VITAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard GNMA Fund Admiral Shares (VFIJX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.


The current VFIJX Sharpe Ratio is 1.00, which is higher than the VITAX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of VFIJX and VITAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VFIJX vs. VITAX - Dividend Comparison

VFIJX's dividend yield for the trailing twelve months is around 3.42%, more than VITAX's 0.56% yield.


TTM20242023202220212020201920182017201620152014
VFIJX
Vanguard GNMA Fund Admiral Shares
3.42%3.68%3.34%2.46%0.85%1.98%2.86%3.00%2.75%2.41%2.44%2.68%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.30%0.99%1.31%1.28%1.12%

Drawdowns

VFIJX vs. VITAX - Drawdown Comparison

The maximum VFIJX drawdown since its inception was -15.95%, smaller than the maximum VITAX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for VFIJX and VITAX. For additional features, visit the drawdowns tool.


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Volatility

VFIJX vs. VITAX - Volatility Comparison


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