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VGIVX vs. VFIJX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGIVX vs. VFIJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX) and Vanguard GNMA Fund Admiral Shares (VFIJX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGIVX achieves a 1.43% return, which is significantly higher than VFIJX's 0.72% return. Over the past 10 years, VGIVX has outperformed VFIJX with an annualized return of 3.63%, while VFIJX has yielded a comparatively lower 1.40% annualized return.


VGIVX

1D
-0.26%
1M
0.75%
YTD
1.43%
6M
1.80%
1Y
10.59%
3Y*
9.69%
5Y*
2.27%
10Y*
3.63%

VFIJX

1D
-0.11%
1M
-0.00%
YTD
0.72%
6M
1.04%
1Y
5.77%
3Y*
4.31%
5Y*
0.52%
10Y*
1.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGIVX vs. VFIJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGIVX
Vanguard Emerging Markets Government Bond Index Fund Institutional Shares
1.43%13.05%6.31%10.48%-16.72%-2.41%5.83%14.03%-2.72%8.47%
VFIJX
Vanguard GNMA Fund Admiral Shares
0.72%7.84%1.17%5.28%-10.72%-1.15%3.84%5.94%0.99%1.98%

Correlation

The correlation between VGIVX and VFIJX is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.67

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

0.63

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2014

0.43

The correlation between VGIVX and VFIJX shifts across timeframes, from 0.43 (all time) to 0.67 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VGIVX vs. VFIJX — Risk / Return Rank

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

VGIVX
VGIVX Risk / Return Rank: 7373
Overall Rank
VGIVX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VGIVX Sortino Ratio Rank: 8888
Sortino Ratio Rank
VGIVX Omega Ratio Rank: 8282
Omega Ratio Rank
VGIVX Calmar Ratio Rank: 5555
Calmar Ratio Rank
VGIVX Martin Ratio Rank: 5757
Martin Ratio Rank

VFIJX
VFIJX Risk / Return Rank: 3333
Overall Rank
VFIJX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VFIJX Sortino Ratio Rank: 3333
Sortino Ratio Rank
VFIJX Omega Ratio Rank: 3030
Omega Ratio Rank
VFIJX Calmar Ratio Rank: 3939
Calmar Ratio Rank
VFIJX Martin Ratio Rank: 3333
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.

VGIVX vs. VFIJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX) and Vanguard GNMA Fund Admiral Shares (VFIJX). 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.


VGIVXVFIJXDifference
Sharpe ratioReturn per unit of total volatility

+1.09

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.55

1.29

+0.26

Calmar ratioReturn relative to maximum drawdown

2.83

2.35

+0.48

Martin ratioReturn relative to average drawdown

11.32

7.44

+3.89

VGIVX vs. VFIJX - Sharpe Ratio Comparison

The current VGIVX Sharpe Ratio is 2.70, which is higher than the VFIJX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of VGIVX and VFIJX, 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


VGIVXVFIJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

1.61

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.08

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.30

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.82

-0.13

Drawdowns

VGIVX vs. VFIJX - Drawdown Comparison

The maximum VGIVX drawdown since its inception was -26.79%, which is greater than VFIJX's maximum drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for VGIVX and VFIJX.


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Drawdown Indicators


VGIVXVFIJXDifference

Max Drawdown

Largest peak-to-trough decline

-26.79%

-16.06%

-10.73%

Max Drawdown (1Y)

Largest decline over 1 year

-3.93%

-2.71%

-1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-7.14%

-6.95%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-26.79%

-15.68%

-11.11%

Max Drawdown (10Y)

Largest decline over 10 years

-26.79%

-16.06%

-10.73%

Current Drawdown

Current decline from peak

-0.32%

-1.46%

+1.14%

Average Drawdown

Average peak-to-trough decline

-4.70%

-1.74%

-2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.85%

+0.13%

Volatility

VGIVX vs. VFIJX - Volatility Comparison

Vanguard Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX) has a higher volatility of 1.56% compared to Vanguard GNMA Fund Admiral Shares (VFIJX) at 1.32%. This indicates that VGIVX's price experiences larger fluctuations and is considered to be riskier than VFIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGIVXVFIJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

1.32%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

2.81%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

3.97%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.30%

6.21%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.36%

4.70%

+1.66%

VGIVX vs. VFIJX - Expense Ratio Comparison

VGIVX has a 0.18% expense ratio, which is higher than VFIJX's 0.11% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VGIVX vs. VFIJX - Dividend Comparison

VGIVX's dividend yield for the trailing twelve months is around 5.89%, more than VFIJX's 3.79% yield.


PositionTTM20252024202320222021202020192018201720162015
VFIJX
Vanguard GNMA Fund Admiral Shares
3.79%3.72%3.67%3.34%2.45%0.73%1.98%2.86%3.00%2.73%3.11%2.94%
VGIVX
Vanguard Emerging Markets Government Bond Index Fund Institutional Shares
5.89%5.95%6.58%5.53%5.32%3.53%4.21%4.62%4.62%4.67%4.76%4.55%

Frequently Asked Questions


VGIVX and VFIJX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGIVX has higher volatility (1.56%) compared to VFIJX (1.32%). In terms of maximum drawdown, VGIVX dropped -26.79% vs VFIJX's -16.06%.

VGIVX currently has the higher Sharpe Ratio (2.70 vs 1.61), 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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