VIIGX vs. VGWAX
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) and Vanguard Global Wellington Fund Admiral Shares (VGWAX).
VIIGX is managed by Vanguard. It was launched on Mar 19, 2010. VGWAX is managed by Vanguard. It was launched on Nov 2, 2017.
Performance
VIIGX vs. VGWAX - Performance Comparison
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VIIGX vs. VGWAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 2.91% |
VGWAX Vanguard Global Wellington Fund Admiral Shares | 2.68% | 17.48% | 6.27% | 12.54% | -7.07% | 13.51% | 7.51% | 22.16% | -5.05% |
Returns By Period
In the year-to-date period, VIIGX achieves a -0.07% return, which is significantly lower than VGWAX's 2.68% 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%
VGWAX
- 1D
- 1.61%
- 1M
- -4.28%
- YTD
- 2.68%
- 6M
- 7.07%
- 1Y
- 15.96%
- 3Y*
- 11.90%
- 5Y*
- 7.69%
- 10Y*
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VIIGX vs. VGWAX - Expense Ratio Comparison
VIIGX has a 0.05% expense ratio, which is lower than VGWAX's 0.29% expense ratio.
Return for Risk
VIIGX vs. VGWAX — Risk / Return Rank
VIIGX
VGWAX
VIIGX vs. VGWAX - 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 Vanguard Global Wellington Fund Admiral Shares (VGWAX). 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 | VGWAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.64 | -0.57 |
Sortino ratioReturn per unit of downside risk | 1.60 | 2.26 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.33 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 2.29 | -0.50 |
Martin ratioReturn relative to average drawdown | 5.55 | 9.01 | -3.46 |
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 | VGWAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.64 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.85 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.76 | -0.25 |
Correlation
The correlation between VIIGX and VGWAX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VIIGX vs. VGWAX - Dividend Comparison
VIIGX's dividend yield for the trailing twelve months is around 3.48%, less than VGWAX's 6.59% 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% |
VGWAX Vanguard Global Wellington Fund Admiral Shares | 6.59% | 6.78% | 7.47% | 2.66% | 4.50% | 3.36% | 1.64% | 2.08% | 2.62% | 0.00% | 0.00% | 0.00% |
Drawdowns
VIIGX vs. VGWAX - Drawdown Comparison
The maximum VIIGX drawdown since its inception was -15.96%, smaller than the maximum VGWAX drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for VIIGX and VGWAX.
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Drawdown Indicators
| VIIGX | VGWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.96% | -25.28% | +9.32% |
Max Drawdown (1Y)Largest decline over 1 year | -2.39% | -7.04% | +4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -15.09% | -17.46% | +2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -15.96% | — | — |
Current DrawdownCurrent decline from peak | -1.68% | -4.94% | +3.26% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -2.94% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 1.79% | -1.02% |
Volatility
VIIGX vs. VGWAX - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) is 1.37%, while Vanguard Global Wellington Fund Admiral Shares (VGWAX) has a volatility of 3.86%. This indicates that VIIGX experiences smaller price fluctuations and is considered to be less risky than VGWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIIGX | VGWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 3.86% | -2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 2.29% | 6.00% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.83% | 9.69% | -5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.32% | 9.12% | -3.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.45% | 11.00% | -6.55% |