VFISX vs. VFIIX
Compare and contrast key facts about Vanguard Short-Term Treasury Fund Investor Shares (VFISX) and Vanguard GNMA Fund Investor Shares (VFIIX).
VFISX is managed by Vanguard. It was launched on Oct 28, 1991. VFIIX is managed by Vanguard. It was launched on Jun 27, 1980.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFISX or VFIIX.
Key characteristics
| VFISX | VFIIX | |
|---|---|---|
| YTD Return | 3.14% | 1.66% |
| 1Y Return | 5.68% | 8.75% |
| 3Y Return (Ann) | 0.45% | -1.71% |
| 5Y Return (Ann) | 0.72% | -0.32% |
| 10Y Return (Ann) | 0.94% | 0.91% |
| Sharpe Ratio | 2.05 | 1.27 |
| Sortino Ratio | 3.45 | 1.85 |
| Omega Ratio | 1.45 | 1.23 |
| Calmar Ratio | 0.91 | 0.58 |
| Martin Ratio | 10.21 | 4.45 |
| Ulcer Index | 0.54% | 1.77% |
| Daily Std Dev | 2.66% | 6.22% |
| Max Drawdown | -8.22% | -16.10% |
| Current Drawdown | -1.17% | -5.80% |
Correlation
The correlation between VFISX and VFIIX is 0.74, 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.
Performance
VFISX vs. VFIIX - Performance Comparison
In the year-to-date period, VFISX achieves a 3.14% return, which is significantly higher than VFIIX's 1.66% return. Both investments have delivered pretty close results over the past 10 years, with VFISX having a 0.94% annualized return and VFIIX not far behind at 0.91%. 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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VFISX vs. VFIIX - Expense Ratio Comparison
VFISX has a 0.20% expense ratio, which is lower than VFIIX's 0.21% expense ratio. Despite the difference, 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
VFISX vs. VFIIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Fund Investor Shares (VFISX) and Vanguard GNMA Fund Investor Shares (VFIIX). 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
VFISX vs. VFIIX - Dividend Comparison
VFISX's dividend yield for the trailing twelve months is around 4.39%, more than VFIIX's 3.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFISX Vanguard Short-Term Treasury Fund Investor Shares | 4.39% | 3.96% | 1.92% | 0.34% | 0.75% | 2.38% | 2.10% | 1.18% | 0.91% | 0.69% | 0.50% | 0.37% |
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% |
Drawdowns
VFISX vs. VFIIX - Drawdown Comparison
The maximum VFISX drawdown since its inception was -8.22%, smaller than the maximum VFIIX drawdown of -16.10%. Use the drawdown chart below to compare losses from any high point for VFISX and VFIIX. For additional features, visit the drawdowns tool.
Volatility
VFISX vs. VFIIX - Volatility Comparison
The current volatility for Vanguard Short-Term Treasury Fund Investor Shares (VFISX) is 0.60%, while Vanguard GNMA Fund Investor Shares (VFIIX) has a volatility of 1.61%. This indicates that VFISX experiences smaller price fluctuations and is considered to be less risky than VFIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.