VIIGX vs. TLTD
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) and FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD).
VIIGX is managed by Vanguard. It was launched on Mar 19, 2010. TLTD is a passively managed fund by Northern Trust that tracks the performance of the Morningstar Developed Markets ex-US Factor Tilt Index. It was launched on Sep 28, 2012.
Performance
VIIGX vs. TLTD - Performance Comparison
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VIIGX vs. TLTD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIIGX Vanguard Intermediate-Term Treasury Index Fund Institutional Shares | -0.07% | 7.38% | 1.62% | 4.39% | -10.65% | -2.38% | 7.65% | 6.32% | 1.36% | 1.60% |
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt | 3.35% | 39.69% | 4.78% | 17.19% | -13.74% | 12.84% | 4.21% | 21.26% | -17.57% | 26.27% |
Returns By Period
In the year-to-date period, VIIGX achieves a -0.07% return, which is significantly lower than TLTD's 3.35% return. Over the past 10 years, VIIGX has underperformed TLTD with an annualized return of 1.37%, while TLTD has yielded a comparatively higher 9.43% annualized return.
VIIGX
- 1D
- 0.12%
- 1M
- -1.23%
- YTD
- -0.07%
- 6M
- 0.72%
- 1Y
- 3.85%
- 3Y*
- 3.39%
- 5Y*
- 0.37%
- 10Y*
- 1.37%
TLTD
- 1D
- 1.82%
- 1M
- -4.87%
- YTD
- 3.35%
- 6M
- 9.02%
- 1Y
- 32.91%
- 3Y*
- 18.33%
- 5Y*
- 9.89%
- 10Y*
- 9.43%
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VIIGX vs. TLTD - Expense Ratio Comparison
VIIGX has a 0.05% expense ratio, which is lower than TLTD's 0.39% expense ratio.
Return for Risk
VIIGX vs. TLTD — Risk / Return Rank
VIIGX
TLTD
VIIGX vs. TLTD - 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 FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD). 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.
| VIIGX | TLTD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.93 | -0.87 |
Sortino ratioReturn per unit of downside risk | 1.60 | 2.58 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.39 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 2.69 | -0.90 |
Martin ratioReturn relative to average drawdown | 5.55 | 10.79 | -5.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VIIGX | TLTD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.93 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.63 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.56 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.50 | 0.00 |
Correlation
The correlation between VIIGX and TLTD is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
VIIGX vs. TLTD - Dividend Comparison
VIIGX's dividend yield for the trailing twelve months is around 3.48%, more than TLTD's 3.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt | 3.23% | 3.44% | 3.88% | 3.39% | 2.76% | 3.44% | 2.04% | 3.46% | 3.16% | 2.71% | 2.93% | 2.56% |
Drawdowns
VIIGX vs. TLTD - Drawdown Comparison
The maximum VIIGX drawdown since its inception was -15.96%, smaller than the maximum TLTD drawdown of -40.62%. Use the drawdown chart below to compare losses from any high point for VIIGX and TLTD.
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Drawdown Indicators
| VIIGX | TLTD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.96% | -40.62% | +24.66% |
Max Drawdown (1Y)Largest decline over 1 year | -2.39% | -12.11% | +9.72% |
Max Drawdown (5Y)Largest decline over 5 years | -15.09% | -28.96% | +13.87% |
Max Drawdown (10Y)Largest decline over 10 years | -15.96% | -40.62% | +24.66% |
Current DrawdownCurrent decline from peak | -1.68% | -6.95% | +5.27% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -7.74% | +4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 3.02% | -2.25% |
Volatility
VIIGX vs. TLTD - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) is 1.37%, while FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) has a volatility of 7.17%. This indicates that VIIGX experiences smaller price fluctuations and is considered to be less risky than TLTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIIGX | TLTD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 7.17% | -5.80% |
Volatility (6M)Calculated over the trailing 6-month period | 2.29% | 11.10% | -8.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.83% | 17.10% | -13.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.32% | 15.85% | -10.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.45% | 16.77% | -12.32% |