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VIIGX vs. MSFT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIIGX vs. MSFT - Performance Comparison

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

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Returns By Period

In the year-to-date period, VIIGX achieves a -0.23% return, which is significantly higher than MSFT's -16.69% return. Over the past 10 years, VIIGX has underperformed MSFT with an annualized return of 1.23%, while MSFT has yielded a comparatively higher 23.73% annualized return.


VIIGX

1D
0.20%
1M
-0.21%
6M
-0.23%
YTD
-0.23%
1Y
3.08%
3Y*
3.73%
5Y*
0.02%
10Y*
1.23%

MSFT

1D
1.38%
1M
1.85%
6M
-11.78%
YTD
-16.69%
1Y
-20.04%
3Y*
5.90%
5Y*
8.28%
10Y*
23.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIIGX vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIIGX
Vanguard Intermediate-Term Treasury Index Fund Institutional Shares
-0.23%7.38%1.62%4.39%-10.65%-2.38%7.65%6.32%1.36%1.60%
MSFT
Microsoft Corporation
-16.69%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%

Correlation

The correlation between VIIGX and MSFT is -0.02, 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

-0.02

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

-0.01

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

0.03

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

-0.14

The correlation between VIIGX and MSFT shifts across timeframes, from -0.14 (all time) to 0.03 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VIIGX vs. MSFT — Risk / Return Rank

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

VIIGX
VIIGX Risk / Return Rank: 1818
Overall Rank
VIIGX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VIIGX Sortino Ratio Rank: 2121
Sortino Ratio Rank
VIIGX Omega Ratio Rank: 1919
Omega Ratio Rank
VIIGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VIIGX Martin Ratio Rank: 1515
Martin Ratio Rank

MSFT
MSFT Risk / Return Rank: 1717
Overall Rank
MSFT Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 1414
Sortino Ratio Rank
MSFT Omega Ratio Rank: 1414
Omega Ratio Rank
MSFT Calmar Ratio Rank: 2323
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2020
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.

VIIGX vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) and Microsoft Corporation (MSFT). 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.


VIIGXMSFTDifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+2.39

Omega ratioGain probability vs. loss probability

1.18

0.89

+0.29

Calmar ratioReturn relative to maximum drawdown

1.18

-0.58

+1.76

Martin ratioReturn relative to average drawdown

2.98

-1.08

+4.06

VIIGX vs. MSFT - Sharpe Ratio Comparison

The current VIIGX Sharpe Ratio is 0.99, which is higher than the MSFT Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of VIIGX and MSFT, 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

VIIGX vs. MSFT - Drawdown Comparison

The maximum VIIGX drawdown since its inception was -15.96%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for VIIGX and MSFT.


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Drawdown Indicators


VIIGXMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-69.38%

+53.42%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-34.50%

+31.67%

Max Drawdown (3Y)

Largest decline over 3 years

-4.23%

-34.50%

+30.27%

Max Drawdown (5Y)

Largest decline over 5 years

-15.09%

-37.15%

+22.06%

Max Drawdown (10Y)

Largest decline over 10 years

-15.96%

-37.15%

+21.19%

Current Drawdown

Current decline from peak

-1.84%

-25.54%

+23.70%

Average Drawdown

Average peak-to-trough decline

-3.41%

-21.80%

+18.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

18.60%

-17.48%

Volatility

VIIGX vs. MSFT - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) is 1.11%, while Microsoft Corporation (MSFT) has a volatility of 10.80%. This indicates that VIIGX experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIIGXMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

10.80%

-9.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

24.46%

-21.86%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

27.35%

-23.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.35%

27.05%

-21.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.44%

27.18%

-22.74%

Dividends

VIIGX vs. MSFT - Dividend Comparison

VIIGX's dividend yield for the trailing twelve months is around 3.87%, more than MSFT's 0.89% yield.


PositionTTM20252024202320222021202020192018201720162015
MSFT
Microsoft Corporation
0.89%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%
VIIGX
Vanguard Intermediate-Term Treasury Index Fund Institutional Shares
3.87%3.78%3.97%2.71%1.73%1.91%2.23%2.23%2.07%1.68%1.64%1.72%

Frequently Asked Questions


VIIGX and MSFT have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSFT has higher volatility (10.80%) compared to VIIGX (1.11%). In terms of maximum drawdown, VIIGX dropped -15.96% vs MSFT's -69.38%.

VIIGX currently has the higher Sharpe Ratio (0.99 vs -0.74), 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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