VGIT vs. O
VGIT (Vanguard Intermediate-Term Treasury ETF) is Government Bonds fund tracking the Bloomberg U.S. Treasury 3-10 Year Index, while O (Realty Income Corporation) is a stock. Over the past 10 years, VGIT returned 1.20%/yr vs 4.89%/yr for O. At a 0.10 correlation, their price movements are largely independent.
Performance
VGIT vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, VGIT achieves a -0.29% return, which is significantly lower than O's 13.70% return. Over the past 10 years, VGIT has underperformed O with an annualized return of 1.20%, while O has yielded a comparatively higher 4.89% annualized return.
VGIT
- 1D
- -0.12%
- 1M
- 0.67%
- YTD
- -0.29%
- 6M
- 0.04%
- 1Y
- 3.43%
- 3Y*
- 3.69%
- 5Y*
- 0.01%
- 10Y*
- 1.20%
O
- 1D
- 1.31%
- 1M
- 3.07%
- YTD
- 13.70%
- 6M
- 11.57%
- 1Y
- 14.88%
- 3Y*
- 6.59%
- 5Y*
- 3.49%
- 10Y*
- 4.89%
VGIT vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | -0.29% | 7.34% | 1.39% | 4.28% | -10.53% | -2.64% | 7.71% | 6.19% | 1.35% | 1.70% |
O Realty Income Corporation | 13.70% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Correlation
The correlation between VGIT and O is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2009 | 0.10 |
The correlation between VGIT and O shifts across timeframes, from 0.10 (all time) to 0.30 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
VGIT vs. O — Risk / Return Rank
VGIT
O
VGIT vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) and Realty Income Corporation (O). 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.
| VGIT | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.15 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.29 | -0.16 |
| Martin ratioReturn relative to average drawdown | 3.18 | 3.12 | +0.06 |
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Drawdowns
VGIT vs. O - Drawdown Comparison
The maximum VGIT drawdown since its inception was -16.05%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for VGIT and O.
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Drawdown Indicators
| VGIT | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.05% | -48.45% | +32.40% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -11.10% | +8.27% |
Max Drawdown (3Y)Largest decline over 3 years | -4.34% | -26.49% | +22.15% |
Max Drawdown (5Y)Largest decline over 5 years | -15.02% | -34.48% | +19.46% |
Max Drawdown (10Y)Largest decline over 10 years | -16.05% | -48.28% | +32.23% |
Current DrawdownCurrent decline from peak | -2.22% | -5.94% | +3.72% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -9.20% | +5.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 4.58% | -3.57% |
Volatility
VGIT vs. O - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Treasury ETF (VGIT) is 1.15%, while Realty Income Corporation (O) has a volatility of 5.29%. This indicates that VGIT experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGIT | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 5.29% | -4.14% |
Volatility (6M)Calculated over the trailing 6-month period | 2.40% | 11.98% | -9.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.34% | 16.21% | -12.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.38% | 18.92% | -13.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.50% | 25.64% | -21.14% |
Dividends
VGIT vs. O - Dividend Comparison
VGIT's dividend yield for the trailing twelve months is around 3.86%, less than O's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
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 O have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
O has higher volatility (5.29%) compared to VGIT (1.15%). In terms of maximum drawdown, VGIT dropped -16.05% vs O's -48.45%.
VGIT currently has the higher Sharpe Ratio (0.96 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.
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