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VGIT vs. AIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGIT vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Treasury ETF (VGIT) and VistaShares Artificial Intelligence Supercycle ETF (AIS). The values are adjusted to include any dividend payments, if applicable.

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

VGIT vs. AIS - Yearly Performance Comparison


2026 (YTD)20252024
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

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

VGIT
VGIT Risk / Return Rank: 3131
Overall Rank
VGIT Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 3434
Sortino Ratio Rank
VGIT Omega Ratio Rank: 3030
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2828
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2828
Martin Ratio Rank

AIS
AIS Risk / Return Rank: 9696
Overall Rank
AIS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AIS Sortino Ratio Rank: 9494
Sortino Ratio Rank
AIS Omega Ratio Rank: 9595
Omega Ratio Rank
AIS Calmar Ratio Rank: 9898
Calmar Ratio Rank
AIS 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.

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.


VGITAISDifference
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

VGIT vs. AIS - Sharpe Ratio Comparison

The current VGIT Sharpe Ratio is 1.08, which is lower than the AIS Sharpe Ratio of 4.89. The chart below compares the historical Sharpe Ratios of VGIT and AIS, 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


VGITAISDifference

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


VGITAISDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.71%

-10.34%

+7.63%

Average Drawdown

Average peak-to-trough decline

-3.52%

-5.48%

+1.96%

Ulcer Index

Depth 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


VGITAISDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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