VFIJX vs. VSBIX
Compare and contrast key facts about Vanguard GNMA Fund Admiral Shares (VFIJX) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX).
VFIJX is managed by Vanguard. It was launched on Feb 12, 2001. VSBIX is managed by Vanguard. It was launched on Aug 23, 2010.
Performance
VFIJX vs. VSBIX - Performance Comparison
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VFIJX vs. VSBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFIJX Vanguard GNMA Fund Admiral Shares | 0.30% | 7.84% | 1.17% | 5.28% | -10.72% | -1.15% | 3.84% | 5.94% | 0.99% | 1.98% |
VSBIX Vanguard Short-Term Treasury Index Fund Institutional Shares | -0.05% | 5.11% | 4.37% | 4.28% | -3.87% | -0.67% | 3.11% | 3.53% | 1.52% | 0.40% |
Returns By Period
In the year-to-date period, VFIJX achieves a 0.30% return, which is significantly higher than VSBIX's -0.05% return. Over the past 10 years, VFIJX has underperformed VSBIX with an annualized return of 1.42%, while VSBIX has yielded a comparatively higher 1.73% annualized return.
VFIJX
- 1D
- 0.00%
- 1M
- -1.26%
- YTD
- 0.30%
- 6M
- 1.35%
- 1Y
- 4.96%
- 3Y*
- 3.91%
- 5Y*
- 0.45%
- 10Y*
- 1.42%
VSBIX
- 1D
- -0.33%
- 1M
- -0.61%
- YTD
- -0.05%
- 6M
- 0.91%
- 1Y
- 3.39%
- 3Y*
- 4.01%
- 5Y*
- 1.79%
- 10Y*
- 1.73%
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VFIJX vs. VSBIX - Expense Ratio Comparison
VFIJX has a 0.11% expense ratio, which is higher than VSBIX's 0.05% 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%.
Return for Risk
VFIJX vs. VSBIX — Risk / Return Rank
VFIJX
VSBIX
VFIJX vs. VSBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard GNMA Fund Admiral Shares (VFIJX) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX). 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.
| VFIJX | VSBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 2.31 | -1.22 |
Sortino ratioReturn per unit of downside risk | 1.58 | 3.64 | -2.06 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.49 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 4.20 | -2.23 |
Martin ratioReturn relative to average drawdown | 5.30 | 15.69 | -10.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFIJX | VSBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 2.31 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.93 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 1.13 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 1.07 | -0.25 |
Correlation
The correlation between VFIJX and VSBIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VFIJX vs. VSBIX - Dividend Comparison
VFIJX's dividend yield for the trailing twelve months is around 3.44%, less than VSBIX's 3.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIJX Vanguard GNMA Fund Admiral Shares | 3.44% | 3.72% | 3.67% | 3.34% | 2.45% | 0.73% | 1.98% | 2.86% | 3.00% | 2.73% | 3.11% | 2.94% |
VSBIX Vanguard Short-Term Treasury Index Fund Institutional Shares | 3.60% | 3.99% | 4.52% | 3.31% | 1.14% | 0.65% | 1.74% | 2.28% | 1.81% | 1.11% | 0.80% | 0.74% |
Drawdowns
VFIJX vs. VSBIX - Drawdown Comparison
The maximum VFIJX drawdown since its inception was -16.06%, which is greater than VSBIX's maximum drawdown of -5.74%. Use the drawdown chart below to compare losses from any high point for VFIJX and VSBIX.
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Drawdown Indicators
| VFIJX | VSBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.06% | -5.74% | -10.32% |
Max Drawdown (1Y)Largest decline over 1 year | -2.57% | -0.81% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -15.75% | -5.74% | -10.01% |
Max Drawdown (10Y)Largest decline over 10 years | -16.06% | -5.74% | -10.32% |
Current DrawdownCurrent decline from peak | -1.87% | -0.77% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -0.59% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 0.22% | +0.74% |
Volatility
VFIJX vs. VSBIX - Volatility Comparison
Vanguard GNMA Fund Admiral Shares (VFIJX) has a higher volatility of 1.54% compared to Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) at 0.60%. This indicates that VFIJX's price experiences larger fluctuations and is considered to be riskier than VSBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFIJX | VSBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 0.60% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 2.55% | 0.89% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.37% | 1.46% | +2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.16% | 1.94% | +4.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.67% | 1.53% | +3.14% |