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VGWAX vs. VIIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGWAX vs. VIIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Wellington Fund Admiral Shares (VGWAX) and Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX). The values are adjusted to include any dividend payments, if applicable.

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VGWAX vs. VIIGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VGWAX
Vanguard Global Wellington Fund Admiral Shares
1.04%17.48%6.27%12.54%-7.07%13.51%7.51%22.16%-5.05%
VIIGX
Vanguard Intermediate-Term Treasury Index Fund Institutional Shares
-0.19%7.38%1.62%4.39%-10.65%-2.38%7.65%6.32%2.91%

Returns By Period

In the year-to-date period, VGWAX achieves a 1.04% return, which is significantly higher than VIIGX's -0.19% return.


VGWAX

1D
0.23%
1M
-6.46%
YTD
1.04%
6M
5.86%
1Y
13.97%
3Y*
11.30%
5Y*
7.50%
10Y*

VIIGX

1D
0.48%
1M
-1.80%
YTD
-0.19%
6M
0.88%
1Y
3.94%
3Y*
3.35%
5Y*
0.38%
10Y*
1.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGWAX vs. VIIGX - Expense Ratio Comparison

VGWAX has a 0.29% expense ratio, which is higher than VIIGX's 0.05% expense ratio.


Return for Risk

VGWAX vs. VIIGX — Risk / Return Rank

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

VGWAX
VGWAX Risk / Return Rank: 8181
Overall Rank
VGWAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGWAX Sortino Ratio Rank: 8181
Sortino Ratio Rank
VGWAX Omega Ratio Rank: 7979
Omega Ratio Rank
VGWAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
VGWAX Martin Ratio Rank: 8080
Martin Ratio Rank

VIIGX
VIIGX Risk / Return Rank: 6464
Overall Rank
VIIGX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VIIGX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VIIGX Omega Ratio Rank: 4747
Omega Ratio Rank
VIIGX Calmar Ratio Rank: 8282
Calmar Ratio Rank
VIIGX Martin Ratio Rank: 6565
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.

VGWAX vs. VIIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellington Fund Admiral Shares (VGWAX) and Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX). 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.


VGWAXVIIGXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.09

+0.41

Sortino ratio

Return per unit of downside risk

2.05

1.63

+0.42

Omega ratio

Gain probability vs. loss probability

1.30

1.20

+0.11

Calmar ratio

Return relative to maximum drawdown

1.95

1.97

-0.02

Martin ratio

Return relative to average drawdown

7.80

6.15

+1.65

VGWAX vs. VIIGX - Sharpe Ratio Comparison

The current VGWAX Sharpe Ratio is 1.50, which is higher than the VIIGX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of VGWAX and VIIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VGWAXVIIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.09

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.07

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.50

+0.24

Correlation

The correlation between VGWAX and VIIGX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VGWAX vs. VIIGX - Dividend Comparison

VGWAX's dividend yield for the trailing twelve months is around 6.69%, more than VIIGX's 3.48% yield.


TTM20252024202320222021202020192018201720162015
VGWAX
Vanguard Global Wellington Fund Admiral Shares
6.69%6.78%7.47%2.66%4.50%3.36%1.64%2.08%2.62%0.00%0.00%0.00%
VIIGX
Vanguard Intermediate-Term Treasury Index Fund Institutional Shares
3.48%3.78%3.97%2.71%1.73%1.91%2.23%2.23%2.07%1.68%1.64%1.72%

Drawdowns

VGWAX vs. VIIGX - Drawdown Comparison

The maximum VGWAX drawdown since its inception was -25.28%, which is greater than VIIGX's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for VGWAX and VIIGX.


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Drawdown Indicators


VGWAXVIIGXDifference

Max Drawdown

Largest peak-to-trough decline

-25.28%

-15.96%

-9.32%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-2.39%

-4.65%

Max Drawdown (5Y)

Largest decline over 5 years

-17.46%

-15.09%

-2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-15.96%

Current Drawdown

Current decline from peak

-6.46%

-1.80%

-4.66%

Average Drawdown

Average peak-to-trough decline

-2.94%

-3.44%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

0.76%

+1.00%

Volatility

VGWAX vs. VIIGX - Volatility Comparison

Vanguard Global Wellington Fund Admiral Shares (VGWAX) has a higher volatility of 3.38% compared to Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) at 1.41%. This indicates that VGWAX's price experiences larger fluctuations and is considered to be riskier than VIIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGWAXVIIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

1.41%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

5.80%

2.29%

+3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

9.58%

3.83%

+5.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.09%

5.32%

+3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.99%

4.45%

+6.54%