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

Correlation

The correlation between VFITX and VFIIX is -0.02. 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: -0.0

Performance

VFITX vs. VFIIX - 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 GNMA Fund Investor Shares (VFIIX). The values are adjusted to include any dividend payments, if applicable.

240.00%260.00%280.00%300.00%320.00%NovemberDecember2025FebruaryMarchApril
260.18%
316.10%
VFITX
VFIIX

Key characteristics

Sharpe Ratio

VFITX:

1.52

VFIIX:

1.37

Sortino Ratio

VFITX:

2.32

VFIIX:

2.07

Omega Ratio

VFITX:

1.28

VFIIX:

1.24

Calmar Ratio

VFITX:

0.50

VFIIX:

0.65

Martin Ratio

VFITX:

3.66

VFIIX:

3.67

Ulcer Index

VFITX:

2.10%

VFIIX:

1.98%

Daily Std Dev

VFITX:

5.08%

VFIIX:

5.30%

Max Drawdown

VFITX:

-18.61%

VFIIX:

-16.10%

Current Drawdown

VFITX:

-8.55%

VFIIX:

-4.04%

Returns By Period

In the year-to-date period, VFITX achieves a 3.29% return, which is significantly higher than VFIIX's 2.47% return. Over the past 10 years, VFITX has underperformed VFIIX with an annualized return of 0.73%, while VFIIX has yielded a comparatively higher 1.03% annualized return.


VFITX

YTD

3.29%

1M

1.16%

6M

2.62%

1Y

8.25%

5Y*

-1.50%

10Y*

0.73%

VFIIX

YTD

2.47%

1M

0.42%

6M

2.19%

1Y

8.00%

5Y*

-0.68%

10Y*

1.03%

*Annualized

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VFITX vs. VFIIX - Expense Ratio Comparison

VFITX 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 VFITX: 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%
VFITX: 0.20%

Risk-Adjusted Performance

VFITX vs. VFIIX — Risk-Adjusted Performance Rank

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

VFITX
The Risk-Adjusted Performance Rank of VFITX is 8080
Overall Rank
The Sharpe Ratio Rank of VFITX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VFITX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of VFITX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VFITX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VFITX is 7878
Martin Ratio Rank

VFIIX
The Risk-Adjusted Performance Rank of VFIIX is 8181
Overall Rank
The Sharpe Ratio Rank of VFIIX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIIX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VFIIX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VFIIX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VFIIX is 7878
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.

VFITX vs. VFIIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) 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 VFITX, currently valued at 1.51, compared to the broader market-1.000.001.002.003.00
VFITX: 1.52
VFIIX: 1.37
The chart of Sortino ratio for VFITX, currently valued at 2.32, compared to the broader market-2.000.002.004.006.008.00
VFITX: 2.32
VFIIX: 2.07
The chart of Omega ratio for VFITX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.00
VFITX: 1.28
VFIIX: 1.24
The chart of Calmar ratio for VFITX, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.00
VFITX: 0.50
VFIIX: 0.65
The chart of Martin ratio for VFITX, currently valued at 3.66, compared to the broader market0.0010.0020.0030.0040.00
VFITX: 3.66
VFIIX: 3.67

The current VFITX Sharpe Ratio is 1.52, which is comparable to the VFIIX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of VFITX 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.52
1.37
VFITX
VFIIX

Dividends

VFITX vs. VFIIX - Dividend Comparison

VFITX's dividend yield for the trailing twelve months is around 3.98%, more than VFIIX's 3.59% yield.


TTM20242023202220212020201920182017201620152014
VFITX
Vanguard Intermediate-Term Treasury Fund Investor Shares
3.98%4.06%3.44%1.97%0.94%1.18%2.32%2.34%1.77%1.61%1.69%1.64%
VFIIX
Vanguard GNMA Fund Investor Shares
3.59%3.58%3.23%2.34%0.76%1.88%2.76%2.89%2.63%3.01%2.65%2.66%

Drawdowns

VFITX vs. VFIIX - Drawdown Comparison

The maximum VFITX drawdown since its inception was -18.61%, which is greater than VFIIX's maximum drawdown of -16.10%. Use the drawdown chart below to compare losses from any high point for VFITX and VFIIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-8.55%
-4.04%
VFITX
VFIIX

Volatility

VFITX vs. VFIIX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) is 2.01%, while Vanguard GNMA Fund Investor Shares (VFIIX) has a volatility of 2.12%. This indicates that VFITX 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.


1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.01%
2.12%
VFITX
VFIIX