VIIGX vs. VSIGX
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) and Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX).
VIIGX is managed by Vanguard. It was launched on Mar 19, 2010. VSIGX is managed by Vanguard. It was launched on Aug 4, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIIGX or VSIGX.
Key characteristics
| VIIGX | VSIGX | |
|---|---|---|
| YTD Return | 1.17% | 1.16% |
| 1Y Return | 4.72% | 4.70% |
| 3Y Return (Ann) | -2.06% | -2.08% |
| 5Y Return (Ann) | -0.47% | -0.49% |
| 10Y Return (Ann) | 0.98% | 0.96% |
| Sharpe Ratio | 1.16 | 1.16 |
| Sortino Ratio | 1.73 | 1.72 |
| Omega Ratio | 1.21 | 1.21 |
| Calmar Ratio | 0.41 | 0.40 |
| Martin Ratio | 3.61 | 3.57 |
| Ulcer Index | 1.62% | 1.64% |
| Daily Std Dev | 5.06% | 5.05% |
| Max Drawdown | -17.19% | -17.20% |
| Current Drawdown | -9.98% | -10.05% |
Correlation
The correlation between VIIGX and VSIGX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VIIGX vs. VSIGX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VIIGX having a 1.17% return and VSIGX slightly lower at 1.16%. Both investments have delivered pretty close results over the past 10 years, with VIIGX having a 0.98% annualized return and VSIGX not far behind at 0.96%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VIIGX vs. VSIGX - Expense Ratio Comparison
VIIGX has a 0.05% expense ratio, which is lower than VSIGX's 0.07% 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%.
Risk-Adjusted Performance
VIIGX vs. VSIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) and Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX). 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.
Dividends
VIIGX vs. VSIGX - Dividend Comparison
VIIGX's dividend yield for the trailing twelve months is around 3.57%, which matches VSIGX's 3.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIIGX Vanguard Intermediate-Term Treasury Index Fund Institutional Shares | 3.57% | 2.72% | 1.74% | 1.13% | 1.53% | 2.23% | 2.07% | 1.68% | 1.58% | 1.68% | 1.59% | 1.38% |
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | 3.54% | 2.70% | 1.70% | 1.11% | 1.51% | 2.21% | 2.06% | 1.67% | 1.56% | 1.66% | 1.56% | 1.34% |
Drawdowns
VIIGX vs. VSIGX - Drawdown Comparison
The maximum VIIGX drawdown since its inception was -17.19%, roughly equal to the maximum VSIGX drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for VIIGX and VSIGX. For additional features, visit the drawdowns tool.
Volatility
VIIGX vs. VSIGX - Volatility Comparison
Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) and Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) have volatilities of 1.27% and 1.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.