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VGIT vs. SPTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGIT vs. SPTI - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with VGIT having a -0.32% return and SPTI slightly higher at -0.31%. Over the past 10 years, VGIT has underperformed SPTI with an annualized return of 1.26%, while SPTI has yielded a comparatively higher 1.36% annualized return.


VGIT

1D
0.14%
1M
-0.08%
YTD
-0.32%
6M
-0.27%
1Y
3.19%
3Y*
3.44%
5Y*
0.07%
10Y*
1.26%

SPTI

1D
0.11%
1M
-0.09%
YTD
-0.31%
6M
-0.23%
1Y
3.18%
3Y*
3.46%
5Y*
0.06%
10Y*
1.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGIT vs. SPTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.32%7.34%1.39%4.28%-10.53%-2.64%7.71%6.19%1.35%1.70%
SPTI
SPDR Portfolio Intermediate Term Treasury ETF
-0.31%7.46%1.32%4.24%-10.65%-2.55%7.70%6.01%2.27%1.04%

Correlation

The correlation between VGIT and SPTI is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

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

0.97

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.92

The correlation between VGIT and SPTI has been stable across timeframes, ranging from 0.92 to 0.99 - a consistent structural relationship.

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Return for Risk

VGIT vs. SPTI — Risk / Return Rank

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

VGIT
VGIT Risk / Return Rank: 2626
Overall Rank
VGIT Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 2727
Sortino Ratio Rank
VGIT Omega Ratio Rank: 2525
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2525
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2525
Martin Ratio Rank

SPTI
SPTI Risk / Return Rank: 2626
Overall Rank
SPTI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SPTI Sortino Ratio Rank: 2727
Sortino Ratio Rank
SPTI Omega Ratio Rank: 2525
Omega Ratio Rank
SPTI Calmar Ratio Rank: 2525
Calmar Ratio Rank
SPTI Martin Ratio Rank: 2626
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. SPTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) and SPDR Portfolio Intermediate Term Treasury ETF (SPTI). 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.


VGITSPTIDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.17

1.16

0.00

Calmar ratioReturn relative to maximum drawdown

1.13

1.14

-0.01

Martin ratioReturn relative to average drawdown

3.36

3.41

-0.05

VGIT vs. SPTI - Sharpe Ratio Comparison

The current VGIT Sharpe Ratio is 0.96, which is comparable to the SPTI Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of VGIT and SPTI, 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


VGITSPTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.94

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.01

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.31

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.55

-0.05

Drawdowns

VGIT vs. SPTI - Drawdown Comparison

The maximum VGIT drawdown since its inception was -16.05%, roughly equal to the maximum SPTI drawdown of -16.12%. Use the drawdown chart below to compare losses from any high point for VGIT and SPTI.


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Drawdown Indicators


VGITSPTIDifference

Max Drawdown

Largest peak-to-trough decline

-16.05%

-16.12%

+0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-2.80%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-4.34%

-4.35%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-15.06%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-16.05%

-16.12%

+0.07%

Current Drawdown

Current decline from peak

-2.26%

-2.28%

+0.02%

Average Drawdown

Average peak-to-trough decline

-3.52%

-2.92%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.94%

+0.01%

Volatility

VGIT vs. SPTI - Volatility Comparison

Vanguard Intermediate-Term Treasury ETF (VGIT) and SPDR Portfolio Intermediate Term Treasury ETF (SPTI) have volatilities of 1.06% and 1.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGITSPTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.06%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

2.34%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

3.41%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

5.35%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

4.37%

+0.13%

VGIT vs. SPTI - Expense Ratio Comparison

VGIT has a 0.03% expense ratio, which is lower than SPTI's 0.06% 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. SPTI - Dividend Comparison

VGIT's dividend yield for the trailing twelve months is around 3.86%, which matches SPTI's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
SPTI
SPDR Portfolio Intermediate Term Treasury ETF
3.86%3.79%3.77%2.99%1.45%0.53%0.75%2.02%1.97%1.46%1.23%1.18%
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


With a correlation of 0.99, VGIT and SPTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SPTI has higher volatility (1.06%) compared to VGIT (1.06%). In terms of maximum drawdown, VGIT dropped -16.05% vs SPTI's -16.12%.

On 10-year performance, SPTI leads with 1.36% vs 1.26% for VGIT. On fees, VGIT is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPTI has performed better with a 1.36% return vs 1.26%. 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 0.06% for SPTI.

VGIT and SPTI have nearly identical dividend yields, around 3.86%.

VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index, while SPTI tracks Bloomberg 3-10 Year U.S. Treasury Bond Index. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.03% for VGIT and 0.06% for SPTI.

VGIT currently has the higher Sharpe Ratio (0.96 vs 0.94), 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 SPTI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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