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VFITX vs. VBILX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFITX vs. VBILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VFITX achieves a -0.41% return, which is significantly lower than VBILX's -0.05% return. Over the past 10 years, VFITX has underperformed VBILX with an annualized return of 1.29%, while VBILX has yielded a comparatively higher 1.91% annualized return.


VFITX

1D
-0.20%
1M
-0.27%
YTD
-0.41%
6M
-0.38%
1Y
3.74%
3Y*
3.48%
5Y*
0.07%
10Y*
1.29%

VBILX

1D
-0.10%
1M
-0.02%
YTD
-0.05%
6M
-0.07%
1Y
5.07%
3Y*
4.38%
5Y*
0.24%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFITX vs. VBILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFITX
Vanguard Intermediate-Term Treasury Fund Investor Shares
-0.41%7.54%1.39%4.08%-10.43%-2.38%8.20%6.29%1.01%1.57%
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
-0.05%8.57%1.54%6.09%-13.59%-2.36%9.82%10.20%-0.15%3.86%

Correlation

The correlation between VFITX and VBILX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2001

0.96

The correlation between VFITX and VBILX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

VFITX vs. VBILX — Risk / Return Rank

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

VFITX
VFITX Risk / Return Rank: 1111
Overall Rank
VFITX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
VFITX Sortino Ratio Rank: 1111
Sortino Ratio Rank
VFITX Omega Ratio Rank: 1010
Omega Ratio Rank
VFITX Calmar Ratio Rank: 1313
Calmar Ratio Rank
VFITX Martin Ratio Rank: 1212
Martin Ratio Rank

VBILX
VBILX Risk / Return Rank: 1616
Overall Rank
VBILX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VBILX Sortino Ratio Rank: 1616
Sortino Ratio Rank
VBILX Omega Ratio Rank: 1414
Omega Ratio Rank
VBILX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VBILX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VFITX vs. VBILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). 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.


VFITXVBILXDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.15

-0.26

Sortino ratio

Return per unit of downside risk

1.35

1.73

-0.38

Omega ratio

Gain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

1.28

1.59

-0.31

Martin ratio

Return relative to average drawdown

3.77

4.84

-1.08

VFITX vs. VBILX - Sharpe Ratio Comparison

The current VFITX Sharpe Ratio is 0.89, which is comparable to the VBILX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of VFITX and VBILX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VFITXVBILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.15

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.04

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.36

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.67

+0.25

Drawdowns

VFITX vs. VBILX - Drawdown Comparison

The maximum VFITX drawdown since its inception was -15.58%, smaller than the maximum VBILX drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for VFITX and VBILX.


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Drawdown Indicators


VFITXVBILXDifference

Max Drawdown

Largest peak-to-trough decline

-15.58%

-19.26%

+3.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-3.43%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-4.78%

-6.05%

+1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-14.98%

-19.15%

+4.17%

Max Drawdown (10Y)

Largest decline over 10 years

-15.58%

-19.26%

+3.68%

Current Drawdown

Current decline from peak

-2.09%

-1.84%

-0.25%

Average Drawdown

Average peak-to-trough decline

-2.64%

-3.16%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

1.12%

-0.03%

Volatility

VFITX vs. VBILX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) is 1.27%, while Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a volatility of 1.44%. This indicates that VFITX experiences smaller price fluctuations and is considered to be less risky than VBILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFITXVBILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.44%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

3.01%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

4.17%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.63%

6.39%

-0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

5.37%

-0.70%

VFITX vs. VBILX - Expense Ratio Comparison

VFITX has a 0.20% expense ratio, which is higher than VBILX's 0.07% 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%.


Dividends

VFITX vs. VBILX - Dividend Comparison

VFITX's dividend yield for the trailing twelve months is around 3.93%, less than VBILX's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
VBILX
Vanguard Intermediate-Term Bond Index Fund Admiral Shares
4.21%4.01%3.80%3.09%1.99%3.39%2.94%2.73%2.87%2.73%3.06%3.09%
VFITX
Vanguard Intermediate-Term Treasury Fund Investor Shares
3.93%3.90%4.05%3.45%1.97%0.99%4.84%2.30%2.34%1.75%2.77%2.50%

Frequently Asked Questions


With a correlation of 0.96, VFITX and VBILX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VBILX has higher volatility (1.44%) compared to VFITX (1.27%). In terms of maximum drawdown, VFITX dropped -15.58% vs VBILX's -19.26%.

VBILX currently has the higher Sharpe Ratio (1.15 vs 0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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