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VFIUX vs. VGIVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFIUX vs. VGIVX - 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 Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX). 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 lower than VGIVX's 1.70% return. Over the past 10 years, VFIUX has underperformed VGIVX with an annualized return of 1.36%, while VGIVX has yielded a comparatively higher 3.65% 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%

VGIVX

1D
0.22%
1M
1.04%
YTD
1.70%
6M
1.99%
1Y
11.36%
3Y*
9.79%
5Y*
2.38%
10Y*
3.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFIUX vs. VGIVX - 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%
VGIVX
Vanguard Emerging Markets Government Bond Index Fund Institutional Shares
1.70%13.05%6.31%10.48%-16.72%-2.41%5.83%14.03%-2.72%8.47%

Correlation

The correlation between VFIUX and VGIVX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.65

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

0.61

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2014

0.40

The correlation between VFIUX and VGIVX shifts across timeframes, from 0.40 (all time) to 0.65 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VFIUX vs. VGIVX — 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

VGIVX
VGIVX Risk / Return Rank: 7777
Overall Rank
VGIVX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VGIVX Sortino Ratio Rank: 9292
Sortino Ratio Rank
VGIVX Omega Ratio Rank: 8686
Omega Ratio Rank
VGIVX Calmar Ratio Rank: 6060
Calmar Ratio Rank
VGIVX Martin Ratio Rank: 6060
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. VGIVX - 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 Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX). 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.


VFIUXVGIVXDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-3.01

Omega ratioGain probability vs. loss probability

1.17

1.58

-0.41

Calmar ratioReturn relative to maximum drawdown

1.21

2.98

-1.77

Martin ratioReturn relative to average drawdown

3.54

11.93

-8.39

VFIUX vs. VGIVX - Sharpe Ratio Comparison

The current VFIUX Sharpe Ratio is 1.00, which is lower than the VGIVX Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of VFIUX and VGIVX, 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


VFIUXVGIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

2.85

-1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.38

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.58

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.69

0.00

Drawdowns

VFIUX vs. VGIVX - Drawdown Comparison

The maximum VFIUX drawdown since its inception was -15.41%, smaller than the maximum VGIVX drawdown of -26.79%. Use the drawdown chart below to compare losses from any high point for VFIUX and VGIVX.


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Drawdown Indicators


VFIUXVGIVXDifference

Max Drawdown

Largest peak-to-trough decline

-15.41%

-26.79%

+11.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-3.93%

+0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-4.75%

-7.14%

+2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-14.88%

-26.79%

+11.91%

Max Drawdown (10Y)

Largest decline over 10 years

-15.41%

-26.79%

+11.38%

Current Drawdown

Current decline from peak

-2.07%

-0.07%

-2.00%

Average Drawdown

Average peak-to-trough decline

-2.80%

-4.70%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

0.98%

+0.11%

Volatility

VFIUX vs. VGIVX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury Fund Admiral Shares (VFIUX) is 1.27%, while Vanguard Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX) has a volatility of 1.56%. This indicates that VFIUX experiences smaller price fluctuations and is considered to be less risky than VGIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFIUXVGIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.56%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

3.35%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

4.12%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.63%

6.30%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

6.36%

-1.69%

VFIUX vs. VGIVX - Expense Ratio Comparison

VFIUX has a 0.10% expense ratio, which is lower than VGIVX's 0.18% 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. VGIVX - Dividend Comparison

VFIUX's dividend yield for the trailing twelve months is around 4.03%, less than VGIVX's 5.88% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VGIVX
Vanguard Emerging Markets Government Bond Index Fund Institutional Shares
5.88%5.95%6.58%5.53%5.32%3.53%4.21%4.62%4.62%4.67%4.76%4.55%

Frequently Asked Questions


VFIUX and VGIVX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGIVX has higher volatility (1.56%) compared to VFIUX (1.27%). In terms of maximum drawdown, VFIUX dropped -15.41% vs VGIVX's -26.79%.

VGIVX currently has the higher Sharpe Ratio (2.85 vs 1.00), 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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