PortfoliosLab logoPortfoliosLab logo
VFIUX vs. PRGMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFIUX vs. PRGMX - Performance Comparison

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

Loading graphics...

VFIUX vs. PRGMX - 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%
PRGMX
T. Rowe Price GNMA Fund
0.87%10.46%0.92%5.62%-11.45%-2.18%4.21%5.18%0.58%1.23%

Returns By Period

In the year-to-date period, VFIUX achieves a -0.46% return, which is significantly lower than PRGMX's 0.87% return. Both investments have delivered pretty close results over the past 10 years, with VFIUX having a 1.39% annualized return and PRGMX not far ahead at 1.40%.


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%

PRGMX

1D
0.24%
1M
-1.44%
YTD
0.87%
6M
2.89%
1Y
7.97%
3Y*
4.79%
5Y*
0.72%
10Y*
1.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VFIUX vs. PRGMX - Expense Ratio Comparison

VFIUX has a 0.10% expense ratio, which is lower than PRGMX's 0.58% expense ratio.


Return for Risk

VFIUX vs. PRGMX — 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

PRGMX
PRGMX Risk / Return Rank: 8585
Overall Rank
PRGMX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PRGMX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PRGMX Omega Ratio Rank: 7979
Omega Ratio Rank
PRGMX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRGMX Martin Ratio Rank: 8080
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. PRGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) and T. Rowe Price GNMA Fund (PRGMX). 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.


VFIUXPRGMXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.77

-0.87

Sortino ratio

Return per unit of downside risk

1.36

2.53

-1.17

Omega ratio

Gain probability vs. loss probability

1.16

1.33

-0.17

Calmar ratio

Return relative to maximum drawdown

1.54

3.01

-1.47

Martin ratio

Return relative to average drawdown

4.71

8.77

-4.06

VFIUX vs. PRGMX - Sharpe Ratio Comparison

The current VFIUX Sharpe Ratio is 0.90, which is lower than the PRGMX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of VFIUX and PRGMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VFIUXPRGMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.77

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.11

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.30

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.94

-0.25

Correlation

The correlation between VFIUX and PRGMX is 0.81, 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. PRGMX - Dividend Comparison

VFIUX's dividend yield for the trailing twelve months is around 3.67%, less than PRGMX's 6.90% 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%
PRGMX
T. Rowe Price GNMA Fund
6.90%6.52%3.54%3.54%1.38%0.59%1.44%2.39%2.78%2.98%2.88%3.12%

Drawdowns

VFIUX vs. PRGMX - Drawdown Comparison

The maximum VFIUX drawdown since its inception was -15.41%, smaller than the maximum PRGMX drawdown of -18.22%. Use the drawdown chart below to compare losses from any high point for VFIUX and PRGMX.


Loading graphics...

Drawdown Indicators


VFIUXPRGMXDifference

Max Drawdown

Largest peak-to-trough decline

-15.41%

-18.22%

+2.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-2.93%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-14.88%

-17.70%

+2.82%

Max Drawdown (10Y)

Largest decline over 10 years

-15.41%

-18.22%

+2.81%

Current Drawdown

Current decline from peak

-2.16%

-1.91%

-0.25%

Average Drawdown

Average peak-to-trough decline

-2.80%

-2.25%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

1.00%

-0.07%

Volatility

VFIUX vs. PRGMX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) is 1.44%, while T. Rowe Price GNMA Fund (PRGMX) has a volatility of 1.74%. This indicates that VFIUX experiences smaller price fluctuations and is considered to be less risky than PRGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VFIUXPRGMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

1.74%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

2.76%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

4.77%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

6.33%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

4.73%

-0.07%