IEF vs. VIIGX
Compare and contrast key facts about iShares 7-10 Year Treasury Bond ETF (IEF) and Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX).
IEF is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 7-10 Year Treasury Bond Index. It was launched on Jul 26, 2002. VIIGX is managed by Vanguard. It was launched on Mar 19, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEF or VIIGX.
Key characteristics
| IEF | VIIGX | |
|---|---|---|
| YTD Return | 0.61% | 1.71% |
| 1Y Return | 7.07% | 6.51% |
| 3Y Return (Ann) | -4.16% | -2.13% |
| 5Y Return (Ann) | -1.16% | -0.25% |
| 10Y Return (Ann) | 0.92% | 1.06% |
| Sharpe Ratio | 0.83 | 1.14 |
| Sortino Ratio | 1.23 | 1.70 |
| Omega Ratio | 1.14 | 1.21 |
| Calmar Ratio | 0.27 | 0.39 |
| Martin Ratio | 2.49 | 3.68 |
| Ulcer Index | 2.42% | 1.58% |
| Daily Std Dev | 7.25% | 5.08% |
| Max Drawdown | -23.93% | -17.19% |
| Current Drawdown | -16.36% | -9.50% |
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.
Performance
IEF vs. VIIGX - Performance Comparison
In the year-to-date period, IEF achieves a 0.61% return, which is significantly lower than VIIGX's 1.71% return. Over the past 10 years, IEF has underperformed VIIGX with an annualized return of 0.92%, while VIIGX has yielded a comparatively higher 1.06% annualized return. 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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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%.
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.
Dividends
IEF vs. VIIGX - Dividend Comparison
IEF's dividend yield for the trailing twelve months is around 3.48%, less than VIIGX's 3.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.48% | 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 | 3.55% | 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.
Volatility
IEF vs. VIIGX - Volatility Comparison
iShares 7-10 Year Treasury Bond ETF (IEF) has a higher volatility of 1.98% compared to Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) at 1.30%. 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.