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VIIGX vs. VSIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.01.0

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.

28.00%30.00%32.00%34.00%36.00%JulyAugustSeptemberOctoberNovemberDecember
30.02%
29.90%
VIIGX
VSIGX

Key characteristics

Sharpe Ratio

VIIGX:

0.23

VSIGX:

0.30

Sortino Ratio

VIIGX:

0.36

VSIGX:

0.45

Omega Ratio

VIIGX:

1.04

VSIGX:

1.05

Calmar Ratio

VIIGX:

0.08

VSIGX:

0.11

Martin Ratio

VIIGX:

0.57

VSIGX:

0.74

Ulcer Index

VIIGX:

1.91%

VSIGX:

1.89%

Daily Std Dev

VIIGX:

4.67%

VSIGX:

4.67%

Max Drawdown

VIIGX:

-17.19%

VSIGX:

-16.15%

Current Drawdown

VIIGX:

-10.20%

VSIGX:

-8.86%

Returns By Period

In the year-to-date period, VIIGX achieves a 0.92% return, which is significantly lower than VSIGX's 1.22% return. Over the past 10 years, VIIGX has underperformed VSIGX with an annualized return of 0.97%, while VSIGX has yielded a comparatively higher 1.11% annualized return.


VIIGX

YTD

0.92%

1M

-0.37%

6M

1.01%

1Y

1.17%

5Y*

-0.46%

10Y*

0.97%

VSIGX

YTD

1.22%

1M

-0.05%

6M

1.34%

1Y

1.47%

5Y*

-0.17%

10Y*

1.11%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
Expense ratio chart for VSIGX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VIIGX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

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.


Sharpe ratio
The chart of Sharpe ratio for VIIGX, currently valued at 0.23, compared to the broader market-1.000.001.002.003.004.000.230.30
The chart of Sortino ratio for VIIGX, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.0010.000.360.45
The chart of Omega ratio for VIIGX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.041.05
The chart of Calmar ratio for VIIGX, currently valued at 0.08, compared to the broader market0.002.004.006.008.0010.0012.0014.000.080.11
The chart of Martin ratio for VIIGX, currently valued at 0.57, compared to the broader market0.0020.0040.0060.000.570.74
VIIGX
VSIGX

The current VIIGX Sharpe Ratio is 0.23, which is comparable to the VSIGX Sharpe Ratio of 0.30. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.23
0.30
VIIGX
VSIGX

Dividends

VIIGX vs. VSIGX - Dividend Comparison

VIIGX's dividend yield for the trailing twelve months is around 3.02%, less than VSIGX's 3.31% yield.


TTM20232022202120202019201820172016201520142013
VIIGX
Vanguard Intermediate-Term Treasury Index Fund Institutional Shares
3.02%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
3.31%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%, which is greater than VSIGX's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for VIIGX and VSIGX. For additional features, visit the drawdowns tool.


-12.00%-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%JulyAugustSeptemberOctoberNovemberDecember
-10.20%
-8.86%
VIIGX
VSIGX

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 1.24% and 1.22%, 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.


0.80%1.00%1.20%1.40%1.60%1.80%JulyAugustSeptemberOctoberNovemberDecember
1.24%
1.22%
VIIGX
VSIGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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