VFITX vs. VSIGX
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) and Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX).
VFITX is managed by Vanguard. It was launched on Oct 28, 1991. VSIGX is managed by Vanguard. It was launched on Aug 4, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFITX or VSIGX.
Key characteristics
| VFITX | VSIGX | |
|---|---|---|
| YTD Return | 1.14% | 1.11% |
| 1Y Return | 6.23% | 5.78% |
| 3Y Return (Ann) | -1.89% | -2.10% |
| 5Y Return (Ann) | -0.84% | -0.52% |
| 10Y Return (Ann) | 0.57% | 0.96% |
| Sharpe Ratio | 1.14 | 1.16 |
| Sortino Ratio | 1.70 | 1.72 |
| Omega Ratio | 1.21 | 1.21 |
| Calmar Ratio | 0.37 | 0.39 |
| Martin Ratio | 3.64 | 3.61 |
| Ulcer Index | 1.71% | 1.62% |
| Daily Std Dev | 5.46% | 5.05% |
| Max Drawdown | -18.61% | -17.20% |
| Current Drawdown | -11.67% | -10.09% |
Correlation
The correlation between VFITX and VSIGX is 0.96, 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. VSIGX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VFITX having a 1.14% return and VSIGX slightly lower at 1.11%. Over the past 10 years, VFITX has underperformed VSIGX with an annualized return of 0.57%, while VSIGX has yielded a comparatively higher 0.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VFITX vs. VSIGX - Expense Ratio Comparison
VFITX has a 0.20% expense ratio, which is higher than VSIGX'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%.
Risk-Adjusted Performance
VFITX vs. VSIGX - 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 Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX). 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. VSIGX - Dividend Comparison
VFITX's dividend yield for the trailing twelve months is around 4.01%, more than VSIGX's 3.55% 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% |
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | 3.55% | 2.70% | 1.70% | 1.11% | 1.51% | 2.21% | 2.06% | 1.67% | 1.56% | 1.66% | 1.56% | 1.34% |
Drawdowns
VFITX vs. VSIGX - Drawdown Comparison
The maximum VFITX drawdown since its inception was -18.61%, which is greater than VSIGX's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for VFITX and VSIGX. For additional features, visit the drawdowns tool.
Volatility
VFITX vs. VSIGX - Volatility Comparison
Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) has a higher volatility of 1.48% compared to Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) at 1.30%. This indicates that VFITX's price experiences larger fluctuations and is considered to be riskier than VSIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.