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VFIUX vs. IEI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFIUX vs. IEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) and iShares 3-7 Year Treasury Bond ETF (IEI). The values are adjusted to include any dividend payments, if applicable.

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VFIUX vs. IEI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
-0.46%7.65%1.49%3.85%-10.34%-2.30%8.31%6.40%1.11%1.67%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.13%6.96%1.81%4.42%-9.51%-2.54%6.95%5.71%1.36%1.22%

Returns By Period

In the year-to-date period, VFIUX achieves a -0.46% return, which is significantly lower than IEI's -0.13% return. Both investments have delivered pretty close results over the past 10 years, with VFIUX having a 1.39% annualized return and IEI not far behind at 1.35%.


VFIUX

1D
0.10%
1M
-1.68%
YTD
-0.46%
6M
0.42%
1Y
3.62%
3Y*
3.17%
5Y*
0.31%
10Y*
1.39%

IEI

1D
-0.08%
1M
-1.15%
YTD
-0.13%
6M
0.68%
1Y
3.73%
3Y*
3.40%
5Y*
0.45%
10Y*
1.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFIUX vs. IEI - Expense Ratio Comparison

VFIUX has a 0.10% expense ratio, which is lower than IEI's 0.15% 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%.


Return for Risk

VFIUX vs. IEI — Risk / Return Rank

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

VFIUX
VFIUX Risk / Return Rank: 4444
Overall Rank
VFIUX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VFIUX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VFIUX Omega Ratio Rank: 2828
Omega Ratio Rank
VFIUX Calmar Ratio Rank: 6363
Calmar Ratio Rank
VFIUX Martin Ratio Rank: 4545
Martin Ratio Rank

IEI
IEI Risk / Return Rank: 5959
Overall Rank
IEI Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 6262
Sortino Ratio Rank
IEI Omega Ratio Rank: 4949
Omega Ratio Rank
IEI Calmar Ratio Rank: 6767
Calmar Ratio Rank
IEI Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VFIUX vs. IEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.


VFIUXIEIDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.09

-0.19

Sortino ratio

Return per unit of downside risk

1.36

1.64

-0.28

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

1.54

1.78

-0.24

Martin ratio

Return relative to average drawdown

4.71

5.68

-0.97

VFIUX vs. IEI - Sharpe Ratio Comparison

The current VFIUX Sharpe Ratio is 0.90, which is comparable to the IEI Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of VFIUX and IEI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VFIUXIEIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.09

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.10

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.34

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.71

-0.01

Correlation

The correlation between VFIUX and IEI is 0.95, 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.


Dividends

VFIUX vs. IEI - Dividend Comparison

VFIUX's dividend yield for the trailing twelve months is around 3.67%, more than IEI's 3.58% yield.


TTM20252024202320222021202020192018201720162015
VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
3.67%3.99%4.16%3.25%2.07%1.07%4.94%2.40%2.44%1.86%2.87%2.60%
IEI
iShares 3-7 Year Treasury Bond ETF
3.58%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%

Drawdowns

VFIUX vs. IEI - Drawdown Comparison

The maximum VFIUX drawdown since its inception was -15.41%, which is greater than IEI's maximum drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for VFIUX and IEI.


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Drawdown Indicators


VFIUXIEIDifference

Max Drawdown

Largest peak-to-trough decline

-15.41%

-14.60%

-0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-2.20%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-14.88%

-13.88%

-1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-15.41%

-14.60%

-0.81%

Current Drawdown

Current decline from peak

-2.16%

-1.57%

-0.59%

Average Drawdown

Average peak-to-trough decline

-2.80%

-2.68%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.69%

+0.24%

Volatility

VFIUX vs. IEI - Volatility Comparison

Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) has a higher volatility of 1.44% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 1.25%. This indicates that VFIUX's price experiences larger fluctuations and is considered to be riskier than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFIUXIEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

1.25%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

2.06%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

3.44%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

4.75%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

3.93%

+0.73%