VFITX vs. VSIGX
VFITX (Vanguard Intermediate-Term Treasury Fund Investor Shares) and VSIGX (Vanguard Intermediate-Term Treasury Index Fund Admiral Shares) are both Government Bonds funds from Vanguard. Over the past 10 years, VFITX returned 1.10%/yr vs 1.10%/yr for VSIGX. Their 0.96 correlation means they have historically moved very closely together. VFITX charges 0.20%/yr vs 0.06%/yr for VSIGX.
Performance
VFITX vs. VSIGX - Performance Comparison
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Returns By Period
In the year-to-date period, VFITX achieves a -1.09% return, which is significantly lower than VSIGX's -0.61% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: VFITX at 1.10% and VSIGX at 1.10%.
VFITX
- 1D
- 0.00%
- 1M
- -0.81%
- 6M
- -1.02%
- YTD
- -1.09%
- 1Y
- 0.92%
- 3Y*
- 3.57%
- 5Y*
- -0.27%
- 10Y*
- 1.10%
- ALL TIME*
- 4.54%
VSIGX
- 1D
- 0.10%
- 1M
- -0.40%
- 6M
- -0.51%
- YTD
- -0.61%
- 1Y
- 1.36%
- 3Y*
- 3.77%
- 5Y*
- -0.17%
- 10Y*
- 1.10%
- ALL TIME*
- 2.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VFITX vs. VSIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | -1.09% | 7.54% | 1.39% | 4.08% | -10.43% | -2.38% | 8.20% | 6.29% | 1.01% | 1.57% |
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | -0.61% | 7.36% | 1.65% | 4.39% | -10.69% | -2.60% | 7.65% | 6.26% | 1.35% | 1.58% |
Correlation
The correlation between VFITX and VSIGX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2009 | 0.96 |
The correlation between VFITX and VSIGX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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Return for Risk
VFITX vs. VSIGX — Risk / Return Rank
VFITX
VSIGX
VFITX vs. VSIGX - 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 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VFITX | VSIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.12 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 0.82 | -0.11 |
| Martin ratioReturn relative to average drawdown | 1.61 | 1.92 | -0.30 |
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Drawdowns
VFITX vs. VSIGX - Drawdown Comparison
The maximum VFITX drawdown since its inception was -15.58%, roughly equal to the maximum VSIGX drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for VFITX and VSIGX.
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Drawdown Indicators
| VFITX | VSIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.58% | -16.15% | +0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -3.21% | -2.86% | -0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -4.74% | -4.08% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -14.90% | -15.03% | +0.13% |
Max Drawdown (10Y)Largest decline over 10 years | -15.58% | -16.15% | +0.57% |
Current DrawdownCurrent decline from peak | -2.76% | -2.34% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -2.64% | -3.49% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 1.22% | +0.20% |
Volatility
VFITX vs. VSIGX - Volatility Comparison
Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) has a higher volatility of 0.93% compared to Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) at 0.87%. 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.
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Volatility by Period
| VFITX | VSIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | 0.87% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.99% | 2.62% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.81% | 3.36% | +0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.65% | 5.34% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.66% | 4.44% | +0.22% |
VFITX vs. VSIGX - Expense Ratio Comparison
VFITX has a 0.20% expense ratio, which is higher than VSIGX's 0.06% 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. VSIGX - Dividend Comparison
VFITX's dividend yield for the trailing twelve months is around 3.63%, more than VSIGX's 3.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | 3.63% | 3.90% | 4.05% | 3.45% | 1.97% | 0.99% | 4.84% | 2.30% | 2.34% | 1.75% | 2.77% | 2.50% |
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | 3.53% | 3.76% | 3.95% | 2.70% | 1.71% | 1.66% | 2.21% | 2.21% | 2.05% | 1.67% | 1.56% | 1.70% |
Frequently Asked Questions
With a correlation of 0.93, VFITX and VSIGX 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.
VFITX has higher volatility (0.93%) compared to VSIGX (0.87%). In terms of maximum drawdown, VFITX dropped -15.58% vs VSIGX's -16.15%.
VSIGX currently has the higher Sharpe Ratio (0.70 vs 0.60), 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.
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