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VIIGX vs. VSIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIIGX vs. VSIGX - 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 Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX). The values are adjusted to include any dividend payments, if applicable.

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VIIGX vs. VSIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
-0.09%7.36%1.65%4.39%-10.69%-2.60%7.65%6.26%1.35%1.58%

Returns By Period

In the year-to-date period, VIIGX achieves a -0.07% return, which is significantly higher than VSIGX's -0.09% return. Both investments have delivered pretty close results over the past 10 years, with VIIGX having a 1.37% annualized return and VSIGX not far behind at 1.32%.


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%

VSIGX

1D
0.15%
1M
-1.23%
YTD
-0.09%
6M
0.75%
1Y
3.86%
3Y*
3.38%
5Y*
0.36%
10Y*
1.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

VIIGX vs. VSIGX — Risk / Return Rank

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

VIIGX
VIIGX Risk / Return Rank: 5555
Overall Rank
VIIGX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VIIGX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VIIGX Omega Ratio Rank: 3939
Omega Ratio Rank
VIIGX Calmar Ratio Rank: 7272
Calmar Ratio Rank
VIIGX Martin Ratio Rank: 5353
Martin Ratio Rank

VSIGX
VSIGX Risk / Return Rank: 5858
Overall Rank
VSIGX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VSIGX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VSIGX Omega Ratio Rank: 4242
Omega Ratio Rank
VSIGX Calmar Ratio Rank: 7373
Calmar Ratio Rank
VSIGX Martin Ratio Rank: 5656
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. VSIGX - 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 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.


VIIGXVSIGXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.09

-0.02

Sortino ratio

Return per unit of downside risk

1.60

1.62

-0.02

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.79

1.77

+0.02

Martin ratio

Return relative to average drawdown

5.55

5.55

0.00

VIIGX vs. VSIGX - Sharpe Ratio Comparison

The current VIIGX Sharpe Ratio is 1.07, which is comparable to the VSIGX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of VIIGX and VSIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIIGXVSIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.09

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.07

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.30

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.51

-0.01

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.


Dividends

VIIGX vs. VSIGX - Dividend Comparison

VIIGX's dividend yield for the trailing twelve months is around 3.48%, which matches VSIGX's 3.46% yield.


TTM20252024202320222021202020192018201720162015
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%
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
3.46%3.76%3.95%2.70%1.71%1.66%2.21%2.21%2.05%1.67%1.56%1.70%

Drawdowns

VIIGX vs. VSIGX - Drawdown Comparison

The maximum VIIGX drawdown since its inception was -15.96%, roughly equal to the maximum VSIGX drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for VIIGX and VSIGX.


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Drawdown Indicators


VIIGXVSIGXDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-16.15%

+0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.39%

-2.40%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-15.09%

-15.07%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-15.96%

-16.15%

+0.19%

Current Drawdown

Current decline from peak

-1.68%

-1.83%

+0.15%

Average Drawdown

Average peak-to-trough decline

-3.43%

-3.52%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.77%

0.00%

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 1.37% and 1.34%, 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.


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Volatility by Period


VIIGXVSIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.34%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

2.28%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

3.77%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.32%

5.31%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

4.45%

0.00%