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VFIUX vs. MDSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFIUX vs. MDSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) and Integrity Short Term Government Fund (MDSIX). The values are adjusted to include any dividend payments, if applicable.

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VFIUX vs. MDSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
-0.56%7.65%1.49%3.85%-10.34%-2.30%8.31%6.40%1.11%1.67%
MDSIX
Integrity Short Term Government Fund
0.36%6.91%6.90%4.30%-7.23%-1.14%2.76%3.54%2.21%1.19%

Returns By Period

In the year-to-date period, VFIUX achieves a -0.56% return, which is significantly lower than MDSIX's 0.36% return. Over the past 10 years, VFIUX has underperformed MDSIX with an annualized return of 1.38%, while MDSIX has yielded a comparatively higher 1.87% annualized return.


VFIUX

1D
0.51%
1M
-2.26%
YTD
-0.56%
6M
0.62%
1Y
3.72%
3Y*
3.13%
5Y*
0.32%
10Y*
1.38%

MDSIX

1D
0.34%
1M
-0.89%
YTD
0.36%
6M
1.92%
1Y
5.21%
3Y*
5.51%
5Y*
1.95%
10Y*
1.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFIUX vs. MDSIX - Expense Ratio Comparison

VFIUX has a 0.10% expense ratio, which is lower than MDSIX's 0.55% expense ratio.


Return for Risk

VFIUX vs. MDSIX — Risk / Return Rank

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

VFIUX
VFIUX Risk / Return Rank: 5757
Overall Rank
VFIUX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VFIUX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VFIUX Omega Ratio Rank: 4040
Omega Ratio Rank
VFIUX Calmar Ratio Rank: 7575
Calmar Ratio Rank
VFIUX Martin Ratio Rank: 5656
Martin Ratio Rank

MDSIX
MDSIX Risk / Return Rank: 9696
Overall Rank
MDSIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MDSIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
MDSIX Omega Ratio Rank: 9494
Omega Ratio Rank
MDSIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
MDSIX Martin Ratio Rank: 9797
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. MDSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) and Integrity Short Term Government Fund (MDSIX). 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.


VFIUXMDSIXDifference

Sharpe ratio

Return per unit of total volatility

1.00

2.34

-1.33

Sortino ratio

Return per unit of downside risk

1.52

3.77

-2.25

Omega ratio

Gain probability vs. loss probability

1.18

1.48

-0.30

Calmar ratio

Return relative to maximum drawdown

1.73

4.35

-2.62

Martin ratio

Return relative to average drawdown

5.33

17.55

-12.22

VFIUX vs. MDSIX - Sharpe Ratio Comparison

The current VFIUX Sharpe Ratio is 1.00, which is lower than the MDSIX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of VFIUX and MDSIX, 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


VFIUXMDSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

2.34

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.59

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.60

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.59

+0.11

Correlation

The correlation between VFIUX and MDSIX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VFIUX vs. MDSIX - Dividend Comparison

VFIUX's dividend yield for the trailing twelve months is around 3.68%, more than MDSIX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
3.68%3.99%4.16%3.25%2.07%1.07%4.94%2.40%2.44%1.86%2.87%2.60%
MDSIX
Integrity Short Term Government Fund
3.13%2.54%3.91%1.51%0.93%1.90%4.41%3.50%3.70%3.01%2.50%2.44%

Drawdowns

VFIUX vs. MDSIX - Drawdown Comparison

The maximum VFIUX drawdown since its inception was -15.41%, which is greater than MDSIX's maximum drawdown of -11.28%. Use the drawdown chart below to compare losses from any high point for VFIUX and MDSIX.


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Drawdown Indicators


VFIUXMDSIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.41%

-11.28%

-4.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-1.22%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-14.88%

-11.11%

-3.77%

Max Drawdown (10Y)

Largest decline over 10 years

-15.41%

-11.28%

-4.13%

Current Drawdown

Current decline from peak

-2.26%

-0.89%

-1.37%

Average Drawdown

Average peak-to-trough decline

-2.80%

-1.26%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.30%

+0.62%

Volatility

VFIUX vs. MDSIX - Volatility Comparison

Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) has a higher volatility of 1.48% compared to Integrity Short Term Government Fund (MDSIX) at 0.90%. This indicates that VFIUX's price experiences larger fluctuations and is considered to be riskier than MDSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFIUXMDSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

0.90%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

1.52%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

2.30%

+2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

3.30%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

3.13%

+1.53%