VFITX vs. VFISX
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) and Vanguard Short-Term Treasury Fund Investor Shares (VFISX).
VFITX is managed by Vanguard. It was launched on Oct 28, 1991. VFISX is managed by Vanguard. It was launched on Oct 28, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFITX or VFISX.
Key characteristics
| VFITX | VFISX | |
|---|---|---|
| YTD Return | 1.14% | 2.93% |
| 1Y Return | 6.23% | 5.47% |
| 3Y Return (Ann) | -1.89% | 0.47% |
| 5Y Return (Ann) | -0.84% | 0.64% |
| 10Y Return (Ann) | 0.57% | 0.91% |
| Sharpe Ratio | 1.14 | 2.05 |
| Sortino Ratio | 1.70 | 3.45 |
| Omega Ratio | 1.21 | 1.45 |
| Calmar Ratio | 0.37 | 0.91 |
| Martin Ratio | 3.64 | 10.00 |
| Ulcer Index | 1.71% | 0.55% |
| Daily Std Dev | 5.46% | 2.66% |
| Max Drawdown | -18.61% | -8.22% |
| Current Drawdown | -11.67% | -1.37% |
Correlation
The correlation between VFITX and VFISX is 0.85, 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
VFITX vs. VFISX - Performance Comparison
In the year-to-date period, VFITX achieves a 1.14% return, which is significantly lower than VFISX's 2.93% return. Over the past 10 years, VFITX has underperformed VFISX with an annualized return of 0.57%, while VFISX has yielded a comparatively higher 0.91% annualized return. 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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VFITX vs. VFISX - Expense Ratio Comparison
Both VFITX and VFISX have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VFITX vs. VFISX - 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 Short-Term Treasury Fund Investor Shares (VFISX). 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
VFITX vs. VFISX - Dividend Comparison
VFITX's dividend yield for the trailing twelve months is around 4.01%, less than VFISX's 4.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | 4.01% | 3.44% | 1.97% | 0.94% | 1.18% | 2.32% | 2.34% | 1.77% | 1.61% | 1.69% | 1.64% | 1.52% |
VFISX Vanguard Short-Term Treasury Fund Investor Shares | 4.40% | 3.96% | 1.92% | 0.34% | 0.75% | 2.38% | 2.10% | 1.18% | 0.91% | 0.69% | 0.50% | 0.37% |
Drawdowns
VFITX vs. VFISX - Drawdown Comparison
The maximum VFITX drawdown since its inception was -18.61%, which is greater than VFISX's maximum drawdown of -8.22%. Use the drawdown chart below to compare losses from any high point for VFITX and VFISX. For additional features, visit the drawdowns tool.
Volatility
VFITX vs. VFISX - Volatility Comparison
Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) has a higher volatility of 1.48% compared to Vanguard Short-Term Treasury Fund Investor Shares (VFISX) at 0.63%. This indicates that VFITX's price experiences larger fluctuations and is considered to be riskier than VFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.