VIDI vs. SGOV
VIDI (Vident International Equity Fund) and SGOV (iShares 0-3 Month Treasury Bond ETF) are both exchange-traded funds - VIDI is a Foreign Large Cap Equities fund tracking the Vident International Equity Index, while SGOV is a Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Both are passively managed. Over the past 5 years, VIDI returned 12.56%/yr vs 3.58%/yr for SGOV. At a correlation of -0.02, they often move in opposite directions. VIDI charges 0.59%/yr vs 0.09%/yr for SGOV.
Performance
VIDI vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, VIDI achieves a 20.85% return, which is significantly higher than SGOV's 1.70% return.
VIDI
- 1D
- -0.20%
- 1M
- 0.74%
- YTD
- 20.85%
- 6M
- 21.21%
- 1Y
- 46.51%
- 3Y*
- 26.40%
- 5Y*
- 12.56%
- 10Y*
- 11.41%
SGOV
- 1D
- 0.01%
- 1M
- 0.27%
- YTD
- 1.70%
- 6M
- 1.80%
- 1Y
- 3.93%
- 3Y*
- 4.68%
- 5Y*
- 3.58%
- 10Y*
- —
VIDI vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VIDI Vident International Equity Fund | 20.85% | 41.83% | 6.03% | 18.92% | -13.83% | 11.93% | 30.14% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.70% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between VIDI and SGOV is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.02 |
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Return for Risk
VIDI vs. SGOV — Risk / Return Rank
VIDI
SGOV
VIDI vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vident International Equity Fund (VIDI) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
| VIDI | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -17.34 | ||
| Sortino ratioReturn per unit of downside risk | -270.30 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 194.55 | -192.99 |
| Calmar ratioReturn relative to maximum drawdown | 4.64 | 396.11 | -391.47 |
| Martin ratioReturn relative to average drawdown | 17.13 | 4,438.60 | -4,421.47 |
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Drawdowns
VIDI vs. SGOV - Drawdown Comparison
The maximum VIDI drawdown since its inception was -48.39%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for VIDI and SGOV.
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Drawdown Indicators
| VIDI | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.39% | -0.03% | -48.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.07% | -0.01% | -10.06% |
Max Drawdown (3Y)Largest decline over 3 years | -14.54% | -0.01% | -14.53% |
Max Drawdown (5Y)Largest decline over 5 years | -28.35% | -0.03% | -28.32% |
Max Drawdown (10Y)Largest decline over 10 years | -48.39% | — | — |
Current DrawdownCurrent decline from peak | -2.40% | 0.00% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -10.37% | -0.00% | -10.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 0.00% | +2.72% |
Volatility
VIDI vs. SGOV - Volatility Comparison
Vident International Equity Fund (VIDI) has a higher volatility of 6.35% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that VIDI's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIDI | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 0.06% | +6.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 0.13% | +12.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.38% | 0.19% | +15.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 0.24% | +15.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 0.24% | +17.80% |
VIDI vs. SGOV - Expense Ratio Comparison
VIDI has a 0.59% expense ratio, which is higher than SGOV's 0.09% expense ratio.
Dividends
VIDI vs. SGOV - Dividend Comparison
VIDI's dividend yield for the trailing twelve months is around 3.86%, which matches SGOV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIDI Vident International Equity Fund | 3.86% | 4.26% | 4.93% | 4.14% | 5.85% | 4.62% | 2.51% | 3.35% | 2.80% | 2.21% | 1.92% | 2.25% |
Frequently Asked Questions
VIDI and SGOV have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIDI has higher volatility (6.35%) compared to SGOV (0.06%). In terms of maximum drawdown, VIDI dropped -48.39% vs SGOV's -0.03%.
On 5-year performance, VIDI leads with 12.56% vs 3.58% for SGOV. On fees, SGOV is cheaper at 0.09% per year. On volatility, SGOV has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VIDI has performed better with a 12.56% return vs 3.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SGOV is cheaper with a 0.09% expense ratio, compared with 0.59% for VIDI.
VIDI has the higher dividend yield at 3.86%, compared with 3.85% for SGOV.
VIDI is categorized as Foreign Large Cap Equities, while SGOV is Ultrashort Bond. VIDI tracks Vident International Equity Index, while SGOV tracks ICE 0-3 Month US Treasury Securities Index. They also come from different issuers: Vident and iShares. Their fees differ too: 0.59% for VIDI and 0.09% for SGOV.
SGOV currently has the higher Sharpe Ratio (20.38 vs 3.04), 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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