VFITX vs. VTSMX
VFITX (Vanguard Intermediate-Term Treasury Fund Investor Shares) and VTSMX (Vanguard Total Stock Market Index Fund Investor Shares) are both mutual funds - VFITX is a Government Bonds fund managed by Vanguard, while VTSMX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, VFITX returned 1.29%/yr vs 14.85%/yr for VTSMX. At a correlation of -0.12, they often move in opposite directions. VFITX charges 0.20%/yr vs 0.14%/yr for VTSMX.
Performance
VFITX vs. VTSMX - Performance Comparison
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Returns By Period
In the year-to-date period, VFITX achieves a -0.41% return, which is significantly lower than VTSMX's 11.11% return. Over the past 10 years, VFITX has underperformed VTSMX with an annualized return of 1.29%, while VTSMX has yielded a comparatively higher 14.85% annualized return.
VFITX
- 1D
- 0.00%
- 1M
- 0.03%
- YTD
- -0.41%
- 6M
- -0.48%
- 1Y
- 3.85%
- 3Y*
- 3.48%
- 5Y*
- 0.11%
- 10Y*
- 1.29%
VTSMX
- 1D
- -0.76%
- 1M
- 4.06%
- YTD
- 11.11%
- 6M
- 10.83%
- 1Y
- 28.00%
- 3Y*
- 21.68%
- 5Y*
- 12.43%
- 10Y*
- 14.85%
VFITX vs. VTSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 11.11% | 16.63% | 22.76% | 26.38% | -19.60% | 25.59% | 20.87% | 30.63% | -5.27% | 21.05% |
Correlation
The correlation between VFITX and VTSMX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 1992 | -0.12 |
The correlation between VFITX and VTSMX shifts across timeframes, from -0.12 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VFITX vs. VTSMX — Risk / Return Rank
VFITX
VTSMX
VFITX vs. VTSMX - 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 Total Stock Market Index Fund Investor Shares (VTSMX). 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.
| VFITX | VTSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.41 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 3.15 | -1.98 |
| Martin ratioReturn relative to average drawdown | 3.43 | 14.54 | -11.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFITX | VTSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 2.31 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.72 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.81 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.59 | +0.33 |
Drawdowns
VFITX vs. VTSMX - Drawdown Comparison
The maximum VFITX drawdown since its inception was -15.58%, smaller than the maximum VTSMX drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for VFITX and VTSMX.
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Drawdown Indicators
| VFITX | VTSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.58% | -55.38% | +39.80% |
Max Drawdown (1Y)Largest decline over 1 year | -3.21% | -8.93% | +5.72% |
Max Drawdown (3Y)Largest decline over 3 years | -4.78% | -19.63% | +14.85% |
Max Drawdown (5Y)Largest decline over 5 years | -14.98% | -25.43% | +10.45% |
Max Drawdown (10Y)Largest decline over 10 years | -15.58% | -34.98% | +19.40% |
Current DrawdownCurrent decline from peak | -2.09% | -0.76% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -2.64% | -8.90% | +6.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 1.93% | -0.84% |
Volatility
VFITX vs. VTSMX - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) is 1.27%, while Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) has a volatility of 3.05%. This indicates that VFITX experiences smaller price fluctuations and is considered to be less risky than VTSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFITX | VTSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 3.05% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 9.21% | -6.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.88% | 12.22% | -8.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.63% | 17.36% | -11.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.66% | 18.41% | -13.75% |
VFITX vs. VTSMX - Expense Ratio Comparison
VFITX has a 0.20% expense ratio, which is higher than VTSMX's 0.14% 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. VTSMX - Dividend Comparison
VFITX's dividend yield for the trailing twelve months is around 3.93%, more than VTSMX's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 0.94% | 0.75% | 0.89% | 1.33% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% |
Frequently Asked Questions
VFITX and VTSMX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTSMX has higher volatility (3.05%) compared to VFITX (1.27%). In terms of maximum drawdown, VFITX dropped -15.58% vs VTSMX's -55.38%.
VTSMX currently has the higher Sharpe Ratio (2.31 vs 0.97), 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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