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

Correlation

The correlation between IEF and VIIGX is 0.97, 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

IEF vs. VIIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
39.10%
30.02%
IEF
VIIGX

Key characteristics

Sharpe Ratio

IEF:

-0.07

VIIGX:

0.23

Sortino Ratio

IEF:

-0.06

VIIGX:

0.36

Omega Ratio

IEF:

0.99

VIIGX:

1.04

Calmar Ratio

IEF:

-0.02

VIIGX:

0.08

Martin Ratio

IEF:

-0.18

VIIGX:

0.57

Ulcer Index

IEF:

2.86%

VIIGX:

1.91%

Daily Std Dev

IEF:

6.73%

VIIGX:

4.67%

Max Drawdown

IEF:

-23.93%

VIIGX:

-17.19%

Current Drawdown

IEF:

-17.25%

VIIGX:

-10.20%

Returns By Period

In the year-to-date period, IEF achieves a -0.46% return, which is significantly lower than VIIGX's 0.92% return. Over the past 10 years, IEF has underperformed VIIGX with an annualized return of 0.74%, while VIIGX has yielded a comparatively higher 0.97% annualized return.


IEF

YTD

-0.46%

1M

-0.42%

6M

0.28%

1Y

-0.35%

5Y*

-1.44%

10Y*

0.74%

VIIGX

YTD

0.92%

1M

-0.37%

6M

1.01%

1Y

1.17%

5Y*

-0.46%

10Y*

0.97%

Compare stocks, funds, or ETFs

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


IEF vs. VIIGX - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is higher than VIIGX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IEF
iShares 7-10 Year Treasury Bond ETF
Expense ratio chart for IEF: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
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

IEF vs. VIIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX). 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 IEF, currently valued at -0.07, compared to the broader market0.002.004.00-0.070.23
The chart of Sortino ratio for IEF, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.0010.00-0.060.36
The chart of Omega ratio for IEF, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.991.04
The chart of Calmar ratio for IEF, currently valued at -0.02, compared to the broader market0.005.0010.0015.00-0.020.08
The chart of Martin ratio for IEF, currently valued at -0.18, compared to the broader market0.0020.0040.0060.0080.00100.00-0.180.57
IEF
VIIGX

The current IEF Sharpe Ratio is -0.07, which is lower than the VIIGX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of IEF and VIIGX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.07
0.23
IEF
VIIGX

Dividends

IEF vs. VIIGX - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.61%, more than VIIGX's 3.02% yield.


TTM20232022202120202019201820172016201520142013
IEF
iShares 7-10 Year Treasury Bond ETF
3.61%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%1.77%
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%

Drawdowns

IEF vs. VIIGX - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, which is greater than VIIGX's maximum drawdown of -17.19%. Use the drawdown chart below to compare losses from any high point for IEF and VIIGX. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%JulyAugustSeptemberOctoberNovemberDecember
-17.25%
-10.20%
IEF
VIIGX

Volatility

IEF vs. VIIGX - Volatility Comparison

iShares 7-10 Year Treasury Bond ETF (IEF) has a higher volatility of 1.89% compared to Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) at 1.24%. This indicates that IEF's price experiences larger fluctuations and is considered to be riskier than VIIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.89%
1.24%
IEF
VIIGX
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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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