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VFIUX vs. VFITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFIUX vs. VFITX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VFIUX achieves a -0.36% return, which is significantly higher than VFITX's -0.41% return. Over the past 10 years, VFIUX has outperformed VFITX with an annualized return of 1.36%, while VFITX has yielded a comparatively lower 1.29% annualized return.


VFIUX

1D
0.00%
1M
0.04%
YTD
-0.36%
6M
-0.43%
1Y
3.95%
3Y*
3.47%
5Y*
0.15%
10Y*
1.36%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFIUX vs. VFITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
-0.36%7.65%1.49%3.85%-10.34%-2.30%8.31%6.40%1.11%1.67%
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%

Correlation

The correlation between VFIUX and VFITX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2001

1.00

The correlation between VFIUX and VFITX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

VFIUX vs. VFITX — Risk / Return Rank

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

VFIUX
VFIUX Risk / Return Rank: 1313
Overall Rank
VFIUX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VFIUX Sortino Ratio Rank: 1414
Sortino Ratio Rank
VFIUX Omega Ratio Rank: 1212
Omega Ratio Rank
VFIUX Calmar Ratio Rank: 1313
Calmar Ratio Rank
VFIUX Martin Ratio Rank: 1212
Martin Ratio Rank

VFITX
VFITX Risk / Return Rank: 1212
Overall Rank
VFITX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VFITX Sortino Ratio Rank: 1313
Sortino Ratio Rank
VFITX Omega Ratio Rank: 1212
Omega Ratio Rank
VFITX Calmar Ratio Rank: 1212
Calmar Ratio Rank
VFITX Martin Ratio Rank: 1111
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. VFITX - Risk-Adjusted Trends Comparison

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


VFIUXVFITXDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.17

1.17

0.00

Calmar ratioReturn relative to maximum drawdown

1.21

1.17

+0.04

Martin ratioReturn relative to average drawdown

3.54

3.43

+0.11

VFIUX vs. VFITX - Sharpe Ratio Comparison

The current VFIUX Sharpe Ratio is 1.00, which is comparable to the VFITX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of VFIUX and VFITX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VFIUXVFITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.97

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.02

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.28

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.92

-0.23

Drawdowns

VFIUX vs. VFITX - Drawdown Comparison

The maximum VFIUX drawdown since its inception was -15.41%, roughly equal to the maximum VFITX drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for VFIUX and VFITX.


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Drawdown Indicators


VFIUXVFITXDifference

Max Drawdown

Largest peak-to-trough decline

-15.41%

-15.58%

+0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-3.21%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-4.75%

-4.78%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-14.88%

-14.98%

+0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-15.41%

-15.58%

+0.17%

Current Drawdown

Current decline from peak

-2.07%

-2.09%

+0.02%

Average Drawdown

Average peak-to-trough decline

-2.80%

-2.64%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

1.09%

0.00%

Volatility

VFIUX vs. VFITX - Volatility Comparison

Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) and Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) have volatilities of 1.27% and 1.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFIUXVFITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.27%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

2.76%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

3.88%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.63%

5.63%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

4.66%

+0.01%

VFIUX vs. VFITX - Expense Ratio Comparison

VFIUX has a 0.10% expense ratio, which is lower than VFITX's 0.20% 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%.


Dividends

VFIUX vs. VFITX - Dividend Comparison

VFIUX's dividend yield for the trailing twelve months is around 4.03%, more than VFITX's 3.93% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VFIUX
Vanguard Intermediate-Term Treasury Fund Admiral Shares
4.03%3.99%4.16%3.25%2.07%1.07%4.94%2.40%2.44%1.86%2.87%2.60%

Frequently Asked Questions


With a correlation of 1.00, VFIUX and VFITX 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 (1.27%) compared to VFIUX (1.27%). In terms of maximum drawdown, VFIUX dropped -15.41% vs VFITX's -15.58%.

VFIUX currently has the higher Sharpe Ratio (1.00 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.

Portfolio Optimizer

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