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VGIT vs. MOAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGIT vs. MOAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Treasury ETF (VGIT) and VanEck Morningstar Wide Moat ETF (MOAT). 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 -0.17% return, which is significantly higher than MOAT's -1.06% return. Over the past 10 years, VGIT has underperformed MOAT with an annualized return of 1.20%, while MOAT has yielded a comparatively higher 13.35% annualized return.


VGIT

1D
0.51%
1M
0.19%
YTD
-0.17%
6M
0.02%
1Y
3.61%
3Y*
3.55%
5Y*
0.03%
10Y*
1.20%

MOAT

1D
1.16%
1M
2.54%
YTD
-1.06%
6M
-2.38%
1Y
12.21%
3Y*
10.67%
5Y*
7.69%
10Y*
13.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGIT vs. MOAT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.17%7.34%1.39%4.28%-10.53%-2.64%7.71%6.19%1.35%1.70%
MOAT
VanEck Morningstar Wide Moat ETF
-1.06%13.20%10.73%31.89%-13.66%24.12%14.84%34.79%-1.28%23.18%

Correlation

The correlation between VGIT and MOAT is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.21

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

0.15

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2012

-0.12

The correlation between VGIT and MOAT shifts across timeframes, from -0.12 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VGIT vs. MOAT — Risk / Return Rank

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

VGIT
VGIT Risk / Return Rank: 3434
Overall Rank
VGIT Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 3838
Sortino Ratio Rank
VGIT Omega Ratio Rank: 3333
Omega Ratio Rank
VGIT Calmar Ratio Rank: 3131
Calmar Ratio Rank
VGIT Martin Ratio Rank: 3131
Martin Ratio Rank

MOAT
MOAT Risk / Return Rank: 2828
Overall Rank
MOAT Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MOAT Sortino Ratio Rank: 2929
Sortino Ratio Rank
MOAT Omega Ratio Rank: 2727
Omega Ratio Rank
MOAT Calmar Ratio Rank: 2525
Calmar Ratio Rank
MOAT Martin Ratio Rank: 2727
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. MOAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) and VanEck Morningstar Wide Moat ETF (MOAT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGITMOATDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratioReturn relative to maximum drawdown

1.28

0.99

+0.29

Martin ratioReturn relative to average drawdown

3.62

3.02

+0.60

VGIT vs. MOAT - Sharpe Ratio Comparison

The current VGIT Sharpe Ratio is 1.08, which is comparable to the MOAT Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VGIT and MOAT, 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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Drawdowns

VGIT vs. MOAT - Drawdown Comparison

The maximum VGIT drawdown since its inception was -16.05%, smaller than the maximum MOAT drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for VGIT and MOAT.


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Drawdown Indicators


VGITMOATDifference

Max Drawdown

Largest peak-to-trough decline

-16.05%

-33.31%

+17.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-12.43%

+9.60%

Max Drawdown (3Y)

Largest decline over 3 years

-4.34%

-21.44%

+17.10%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-23.96%

+8.94%

Max Drawdown (10Y)

Largest decline over 10 years

-16.05%

-33.31%

+17.26%

Current Drawdown

Current decline from peak

-2.11%

-4.84%

+2.73%

Average Drawdown

Average peak-to-trough decline

-3.52%

-3.83%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

4.05%

-3.05%

Volatility

VGIT vs. MOAT - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury ETF (VGIT) is 1.14%, while VanEck Morningstar Wide Moat ETF (MOAT) has a volatility of 4.16%. This indicates that VGIT experiences smaller price fluctuations and is considered to be less risky than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGITMOATDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

4.16%

-3.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

10.04%

-7.63%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

13.94%

-10.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

18.21%

-12.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

18.69%

-14.19%

VGIT vs. MOAT - Expense Ratio Comparison

VGIT has a 0.03% expense ratio, which is lower than MOAT's 0.47% expense ratio.


Dividends

VGIT vs. MOAT - Dividend Comparison

VGIT's dividend yield for the trailing twelve months is around 3.86%, more than MOAT's 1.37% yield.


PositionTTM20252024202320222021202020192018201720162015
MOAT
VanEck Morningstar Wide Moat ETF
1.37%1.36%1.37%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.86%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 MOAT have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MOAT has higher volatility (4.16%) compared to VGIT (1.14%). In terms of maximum drawdown, VGIT dropped -16.05% vs MOAT's -33.31%.

On 10-year performance, MOAT leads with 13.35% vs 1.20% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 1.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MOAT has performed better with a 13.35% return vs 1.20%. 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 0.47% for MOAT.

VGIT has the higher dividend yield at 3.86%, compared with 1.37% for MOAT.

VGIT is categorized as Government Bonds, while MOAT is Large Cap Blend Equities. VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index, while MOAT tracks Morningstar Wide Moat Focus Index. They also come from different issuers: Vanguard and VanEck. Their fees differ too: 0.03% for VGIT and 0.47% for MOAT.

VGIT currently has the higher Sharpe Ratio (1.08 vs 0.88), 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

Find the right allocation for VGIT and MOAT

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