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

Correlation

The correlation between VFISX and VFIIX 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.


-0.50.00.51.0
Correlation: -0.1

Performance

VFISX vs. VFIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Treasury Fund Investor Shares (VFISX) and Vanguard GNMA Fund Investor Shares (VFIIX). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%December2025FebruaryMarchAprilMay
173.59%
294.02%
VFISX
VFIIX

Key characteristics

Sharpe Ratio

VFISX:

2.41

VFIIX:

1.36

Sortino Ratio

VFISX:

4.12

VFIIX:

2.05

Omega Ratio

VFISX:

1.54

VFIIX:

1.24

Calmar Ratio

VFISX:

1.53

VFIIX:

0.68

Martin Ratio

VFISX:

10.88

VFIIX:

3.61

Ulcer Index

VFISX:

0.55%

VFIIX:

1.99%

Daily Std Dev

VFISX:

2.50%

VFIIX:

5.29%

Max Drawdown

VFISX:

-8.22%

VFIIX:

-16.10%

Current Drawdown

VFISX:

-0.50%

VFIIX:

-4.45%

Returns By Period

In the year-to-date period, VFISX achieves a 1.83% return, which is significantly lower than VFIIX's 2.03% return. Over the past 10 years, VFISX has outperformed VFIIX with an annualized return of 1.16%, while VFIIX has yielded a comparatively lower 0.93% annualized return.


VFISX

YTD

1.83%

1M

-0.50%

6M

2.32%

1Y

5.47%

5Y*

0.52%

10Y*

1.16%

VFIIX

YTD

2.03%

1M

-1.71%

6M

2.32%

1Y

5.65%

5Y*

-0.85%

10Y*

0.93%

*Annualized

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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%.


Expense ratio chart for VFIIX: current value is 0.21%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFIIX: 0.21%
Expense ratio chart for VFISX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFISX: 0.20%

Risk-Adjusted Performance

VFISX vs. VFIIX — Risk-Adjusted Performance Rank

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

VFISX
The Risk-Adjusted Performance Rank of VFISX is 9494
Overall Rank
The Sharpe Ratio Rank of VFISX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of VFISX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of VFISX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of VFISX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VFISX is 9494
Martin Ratio Rank

VFIIX
The Risk-Adjusted Performance Rank of VFIIX is 7878
Overall Rank
The Sharpe Ratio Rank of VFIIX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIIX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VFIIX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VFIIX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VFIIX is 7474
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.

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.


The chart of Sharpe ratio for VFISX, currently valued at 2.41, compared to the broader market-2.00-1.000.001.002.003.00
VFISX: 2.41
VFIIX: 1.36
The chart of Sortino ratio for VFISX, currently valued at 4.12, compared to the broader market-2.000.002.004.006.008.00
VFISX: 4.12
VFIIX: 2.05
The chart of Omega ratio for VFISX, currently valued at 1.54, compared to the broader market0.501.001.502.002.503.00
VFISX: 1.54
VFIIX: 1.24
The chart of Calmar ratio for VFISX, currently valued at 1.53, compared to the broader market0.002.004.006.008.0010.00
VFISX: 1.53
VFIIX: 0.68
The chart of Martin ratio for VFISX, currently valued at 10.88, compared to the broader market0.0010.0020.0030.0040.00
VFISX: 10.88
VFIIX: 3.61

The current VFISX Sharpe Ratio is 2.41, which is higher than the VFIIX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of VFISX and VFIIX, 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 Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
2.41
1.36
VFISX
VFIIX

Dividends

VFISX vs. VFIIX - Dividend Comparison

VFISX's dividend yield for the trailing twelve months is around 3.87%, more than VFIIX's 3.31% yield.


TTM20242023202220212020201920182017201620152014
VFISX
Vanguard Short-Term Treasury Fund Investor Shares
3.87%4.38%3.96%1.92%0.34%0.75%2.38%2.10%1.18%0.91%0.69%0.50%
VFIIX
Vanguard GNMA Fund Investor Shares
3.31%3.57%3.24%2.35%0.75%1.87%2.76%2.90%2.65%2.30%2.34%2.58%

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.


-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.50%
-4.45%
VFISX
VFIIX

Volatility

VFISX vs. VFIIX - Volatility Comparison

The current volatility for Vanguard Short-Term Treasury Fund Investor Shares (VFISX) is 0.98%, while Vanguard GNMA Fund Investor Shares (VFIIX) has a volatility of 2.06%. 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.


0.50%1.00%1.50%2.00%December2025FebruaryMarchAprilMay
0.98%
2.06%
VFISX
VFIIX