VIIGX vs. IEF

In the year-to-date period, VIIGX achieves a 3.19% return, which is significantly lower than IEF's 3.58% return. Over the past 10 years, VIIGX has outperformed IEF with an annualized return of 1.32%, while IEF has yielded a comparatively lower 0.96% annualized return.

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VIIGX has a 0.05% expense ratio, which is lower than IEF's 0.15% 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%.

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.

The current VIIGX Sharpe Ratio is 1.40, which is higher than the IEF Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of VIIGX and IEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VIIGX's dividend yield for the trailing twelve months is around 3.43%, less than IEF's 3.71% yield.

The maximum VIIGX drawdown since its inception was -16.15%, smaller than the maximum IEF drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for VIIGX and IEF.

The current volatility for Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) is 1.34%, while iShares 7-10 Year Treasury Bond ETF (IEF) has a volatility of 1.93%. This indicates that VIIGX experiences smaller price fluctuations and is considered to be less risky than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.