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VIGI vs. IEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIGI vs. IEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Appreciation ETF (VIGI) and iShares 3-7 Year Treasury Bond ETF (IEI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIGI achieves a 3.10% return, which is significantly higher than IEI's -0.30% return. Over the past 10 years, VIGI has outperformed IEI with an annualized return of 8.31%, while IEI has yielded a comparatively lower 1.24% annualized return.


VIGI

1D
-0.22%
1M
0.88%
YTD
3.10%
6M
3.92%
1Y
6.49%
3Y*
9.51%
5Y*
4.27%
10Y*
8.31%

IEI

1D
-0.12%
1M
0.10%
YTD
-0.30%
6M
-0.00%
1Y
3.16%
3Y*
3.77%
5Y*
0.21%
10Y*
1.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIGI vs. IEI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIGI
Vanguard International Dividend Appreciation ETF
3.10%16.88%2.73%16.30%-16.79%12.51%14.66%27.53%-11.50%27.97%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.30%6.96%1.81%4.42%-9.51%-2.54%6.95%5.71%1.36%1.22%

Correlation

The correlation between VIGI and IEI is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.31

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

0.23

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

0.06

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.05

Over the past year, VIGI and IEI have become more correlated (0.36) than their long-term average of 0.05, meaning their price movements have been converging.

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Return for Risk

VIGI vs. IEI — Risk / Return Rank

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

VIGI
VIGI Risk / Return Rank: 1616
Overall Rank
VIGI Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 1515
Sortino Ratio Rank
VIGI Omega Ratio Rank: 1515
Omega Ratio Rank
VIGI Calmar Ratio Rank: 1616
Calmar Ratio Rank
VIGI Martin Ratio Rank: 1818
Martin Ratio Rank

IEI
IEI Risk / Return Rank: 2929
Overall Rank
IEI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 3232
Sortino Ratio Rank
IEI Omega Ratio Rank: 2929
Omega Ratio Rank
IEI Calmar Ratio Rank: 2828
Calmar Ratio Rank
IEI Martin Ratio Rank: 2727
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.

VIGI vs. IEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.


VIGIIEIDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.08

1.17

-0.10

Calmar ratioReturn relative to maximum drawdown

0.48

1.19

-0.71

Martin ratioReturn relative to average drawdown

1.70

3.35

-1.65

VIGI vs. IEI - Sharpe Ratio Comparison

The current VIGI Sharpe Ratio is 0.39, which is lower than the IEI Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VIGI and IEI, 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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Drawdowns

VIGI vs. IEI - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, which is greater than IEI's maximum drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for VIGI and IEI.


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Drawdown Indicators


VIGIIEIDifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

-14.60%

-16.41%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-2.50%

-8.14%

Max Drawdown (3Y)

Largest decline over 3 years

-14.50%

-3.66%

-10.84%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

-13.88%

-14.92%

Max Drawdown (10Y)

Largest decline over 10 years

-31.01%

-14.60%

-16.41%

Current Drawdown

Current decline from peak

-2.03%

-1.74%

-0.29%

Average Drawdown

Average peak-to-trough decline

-6.17%

-2.67%

-3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

0.89%

+2.15%

Volatility

VIGI vs. IEI - Volatility Comparison

Vanguard International Dividend Appreciation ETF (VIGI) has a higher volatility of 3.35% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 0.98%. This indicates that VIGI's price experiences larger fluctuations and is considered to be riskier than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIGIIEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

0.98%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.40%

2.18%

+8.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

3.00%

+10.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

4.78%

+9.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%

3.93%

+11.94%

VIGI vs. IEI - Expense Ratio Comparison

Both VIGI and IEI have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VIGI vs. IEI - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 2.14%, less than IEI's 3.64% yield.


PositionTTM20252024202320222021202020192018201720162015
IEI
iShares 3-7 Year Treasury Bond ETF
3.64%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%
VIGI
Vanguard International Dividend Appreciation ETF
2.14%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%0.00%

Frequently Asked Questions


VIGI and IEI have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIGI has higher volatility (3.35%) compared to IEI (0.98%). In terms of maximum drawdown, VIGI dropped -31.01% vs IEI's -14.60%.

On 10-year performance, VIGI leads with 8.31% vs 1.24% for IEI. Both ETFs have the same 0.15% expense ratio. On volatility, IEI has been the lower-risk option at 0.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VIGI has performed better with a 8.31% return vs 1.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIGI and IEI have the same expense ratio: 0.15% per year.

IEI has the higher dividend yield at 3.64%, compared with 2.14% for VIGI.

VIGI is categorized as Dividend, while IEI is Government Bonds. VIGI tracks S&P Global Ex-U.S. Dividend Growers Index, while IEI tracks ICE U.S. Treasury 3-7 Year Bond Index. They also come from different issuers: Vanguard and iShares.

IEI currently has the higher Sharpe Ratio (1.00 vs 0.39), 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 VIGI and IEI

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