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VGIT vs. VGVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGIT vs. VGVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Treasury ETF (VGIT) and Vanguard Government Securities Active ETF (VGVT). 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 VGVT's 0.11% 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%

VGVT

1D
-0.15%
1M
0.17%
YTD
0.11%
6M
0.10%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGIT vs. VGVT - Yearly Performance Comparison


Correlation

The correlation between VGIT and VGVT is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 10, 2025

0.85

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Return for Risk

VGIT vs. VGVT — 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

VGVT
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. VGVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) and Vanguard Government Securities Active ETF (VGVT). 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.


VGITVGVTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.25

Martin ratioReturn relative to average drawdown

3.75

VGIT vs. VGVT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VGITVGVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

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

1.17

-0.68

Drawdowns

VGIT vs. VGVT - Drawdown Comparison

The maximum VGIT drawdown since its inception was -16.05%, which is greater than VGVT's maximum drawdown of -2.77%. Use the drawdown chart below to compare losses from any high point for VGIT and VGVT.


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Drawdown Indicators


VGITVGVTDifference

Max Drawdown

Largest peak-to-trough decline

-16.05%

-2.77%

-13.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

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

-2.39%

-1.76%

-0.63%

Average Drawdown

Average peak-to-trough decline

-3.52%

-0.67%

-2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

Volatility

VGIT vs. VGVT - Volatility Comparison


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Volatility by Period


VGITVGVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

3.22%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

3.22%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

3.22%

+1.28%

VGIT vs. VGVT - Expense Ratio Comparison

VGIT has a 0.03% expense ratio, which is lower than VGVT's 0.10% 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. VGVT - Dividend Comparison

VGIT's dividend yield for the trailing twelve months is around 3.87%, less than VGVT's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VGVT
Vanguard Government Securities Active ETF
3.99%2.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VGIT and VGVT have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGIT is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGIT is cheaper with a 0.03% expense ratio, compared with 0.10% for VGVT.

VGVT has the higher dividend yield at 3.99%, compared with 3.87% for VGIT.

VGIT is categorized as Government Bonds, while VGVT is Intermediate Core Bond. Their fees differ too: 0.03% for VGIT and 0.10% for VGVT.

Portfolio Optimizer

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