VGIT vs. AIS
VGIT (Vanguard Intermediate-Term Treasury ETF) and AIS (VistaShares Artificial Intelligence Supercycle ETF) are both exchange-traded funds - VGIT is a Government Bonds fund tracking the Bloomberg U.S. Treasury 3-10 Year Index, while AIS is a Technology Equities fund actively managed by VistaShares. VGIT is passively managed, while AIS is actively managed. Over the past year, VGIT returned 3.55% vs 186.31% for AIS. At a correlation of -0.01, they often move in opposite directions. VGIT charges 0.03%/yr vs 0.75%/yr for AIS.
Performance
VGIT vs. AIS - Performance Comparison
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Returns By Period
In the year-to-date period, VGIT achieves a -0.78% return, which is significantly lower than AIS's 96.00% return.
VGIT
- 1D
- -0.05%
- 1M
- -0.87%
- YTD
- -0.78%
- 6M
- -0.42%
- 1Y
- 3.55%
- 3Y*
- 3.40%
- 5Y*
- -0.07%
- 10Y*
- 1.16%
AIS
- 1D
- 4.52%
- 1M
- 9.45%
- YTD
- 96.00%
- 6M
- 93.95%
- 1Y
- 186.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGIT vs. AIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | -0.78% | 7.34% | -0.95% |
AIS VistaShares Artificial Intelligence Supercycle ETF | 96.00% | 58.35% | -4.92% |
Correlation
The correlation between VGIT and AIS is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024 | -0.01 |
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Return for Risk
VGIT vs. AIS — Risk / Return Rank
VGIT
AIS
VGIT vs. AIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) and VistaShares Artificial Intelligence Supercycle ETF (AIS). 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.
| VGIT | AIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.66 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 11.84 | -10.58 |
| Martin ratioReturn relative to average drawdown | 3.66 | 37.94 | -34.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGIT | AIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 4.89 | -3.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 2.70 | -2.21 |
Drawdowns
VGIT vs. AIS - Drawdown Comparison
The maximum VGIT drawdown since its inception was -16.05%, smaller than the maximum AIS drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for VGIT and AIS.
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Drawdown Indicators
| VGIT | AIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.05% | -32.78% | +16.73% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -15.84% | +13.01% |
Max Drawdown (3Y)Largest decline over 3 years | -4.34% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -16.05% | — | — |
Current DrawdownCurrent decline from peak | -2.71% | -10.34% | +7.63% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -5.48% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 4.93% | -3.96% |
Volatility
VGIT vs. AIS - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Treasury ETF (VGIT) is 1.05%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 20.87%. This indicates that VGIT experiences smaller price fluctuations and is considered to be less risky than AIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGIT | AIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 20.87% | -19.82% |
Volatility (6M)Calculated over the trailing 6-month period | 2.36% | 33.10% | -30.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.32% | 38.43% | -35.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.38% | 39.39% | -34.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.50% | 39.39% | -34.89% |
VGIT vs. AIS - Expense Ratio Comparison
VGIT has a 0.03% expense ratio, which is lower than AIS's 0.75% expense ratio.
Dividends
VGIT vs. AIS - Dividend Comparison
VGIT's dividend yield for the trailing twelve months is around 3.88%, while AIS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIS VistaShares Artificial Intelligence Supercycle ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.88% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
Frequently Asked Questions
VGIT and AIS have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AIS has higher volatility (20.87%) compared to VGIT (1.05%). In terms of maximum drawdown, VGIT dropped -16.05% vs AIS's -32.78%.
On 1-year performance, AIS leads with 186.31% vs 3.55% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AIS has performed better with a 186.31% return vs 3.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGIT is cheaper with a 0.03% expense ratio, compared with 0.75% for AIS.
VGIT has the higher dividend yield at 3.88%, compared with 0.00% for AIS.
VGIT is categorized as Government Bonds, while AIS is Technology Equities. They also come from different issuers: Vanguard and VistaShares. Their fees differ too: 0.03% for VGIT and 0.75% for AIS.
AIS currently has the higher Sharpe Ratio (4.89 vs 1.08), 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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