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VGIT vs. GBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGIT vs. GBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Treasury ETF (VGIT) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). 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 -0.46% return, which is significantly lower than GBIL's 1.42% return.


VGIT

1D
-0.19%
1M
-0.16%
YTD
-0.46%
6M
-0.60%
1Y
3.54%
3Y*
3.40%
5Y*
0.05%
10Y*
1.23%

GBIL

1D
0.02%
1M
0.28%
YTD
1.42%
6M
1.73%
1Y
3.91%
3Y*
4.64%
5Y*
3.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGIT vs. GBIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.46%7.34%1.39%4.28%-10.53%-2.64%7.71%6.19%1.35%1.70%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
1.42%4.12%5.24%4.91%1.05%-0.08%0.79%2.31%1.78%0.69%

Correlation

The correlation between VGIT and GBIL is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.25

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

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2016

0.21

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Return for Risk

VGIT vs. GBIL — Risk / Return Rank

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

VGIT
VGIT Risk / Return Rank: 2727
Overall Rank
VGIT Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 2828
Sortino Ratio Rank
VGIT Omega Ratio Rank: 2626
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2626
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2626
Martin Ratio Rank

GBIL
GBIL Risk / Return Rank: 100100
Overall Rank
GBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
GBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
GBIL Omega Ratio Rank: 100100
Omega Ratio Rank
GBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
GBIL Martin Ratio Rank: 100100
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. GBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). 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.


VGITGBILDifference
Sharpe ratioReturn per unit of total volatility

-15.83

Sortino ratioReturn per unit of downside risk

-101.30

Omega ratioGain probability vs. loss probability

1.18

39.42

-38.24

Calmar ratioReturn relative to maximum drawdown

1.25

196.43

-195.18

Martin ratioReturn relative to average drawdown

3.75

1,608.66

-1,604.91

VGIT vs. GBIL - Sharpe Ratio Comparison

The current VGIT Sharpe Ratio is 1.05, which is lower than the GBIL Sharpe Ratio of 16.89. The chart below compares the historical Sharpe Ratios of VGIT and GBIL, 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


VGITGBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

16.89

-15.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

5.78

-5.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

4.87

-4.38

Drawdowns

VGIT vs. GBIL - Drawdown Comparison

The maximum VGIT drawdown since its inception was -16.05%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for VGIT and GBIL.


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Drawdown Indicators


VGITGBILDifference

Max Drawdown

Largest peak-to-trough decline

-16.05%

-0.76%

-15.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-0.02%

-2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-4.34%

-0.76%

-3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-0.76%

-14.26%

Max Drawdown (10Y)

Largest decline over 10 years

-16.05%

Current Drawdown

Current decline from peak

-2.39%

0.00%

-2.39%

Average Drawdown

Average peak-to-trough decline

-3.52%

-0.04%

-3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.00%

+0.94%

Volatility

VGIT vs. GBIL - Volatility Comparison

Vanguard Intermediate-Term Treasury ETF (VGIT) has a higher volatility of 1.05% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.04%. This indicates that VGIT's price experiences larger fluctuations and is considered to be riskier than GBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGITGBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

0.04%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

0.14%

+2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

0.23%

+3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

0.58%

+4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

0.47%

+4.03%

VGIT vs. GBIL - Expense Ratio Comparison

VGIT has a 0.03% expense ratio, which is lower than GBIL's 0.12% 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

VGIT vs. GBIL - Dividend Comparison

VGIT's dividend yield for the trailing twelve months is around 3.87%, more than GBIL's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
3.74%4.02%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%0.00%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.87%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 GBIL have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGIT has higher volatility (1.05%) compared to GBIL (0.04%). In terms of maximum drawdown, VGIT dropped -16.05% vs GBIL's -0.76%.

On 5-year performance, GBIL leads with 3.32% vs 0.05% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, GBIL has been the lower-risk option at 0.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GBIL has performed better with a 3.32% return vs 0.05%. 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 0.12% for GBIL.

VGIT has the higher dividend yield at 3.87%, compared with 3.74% for GBIL.

VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index, while GBIL tracks FTSE US Treasury 0-1 Year Composite Select Index. They also come from different issuers: Vanguard and Goldman Sachs. Their fees differ too: 0.03% for VGIT and 0.12% for GBIL.

GBIL currently has the higher Sharpe Ratio (16.89 vs 1.05), 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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