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VIITX vs. DFLEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIITX vs. DFLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Institutional Intermediate-Term Bond Fund (VIITX) and DoubleLine Flexible Income Fund (DFLEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIITX achieves a 0.61% return, which is significantly lower than DFLEX's 1.72% return. Over the past 10 years, VIITX has underperformed DFLEX with an annualized return of 2.12%, while DFLEX has yielded a comparatively higher 3.73% annualized return.


VIITX

1D
0.19%
1M
0.53%
YTD
0.61%
6M
0.75%
1Y
4.57%
3Y*
4.98%
5Y*
1.51%
10Y*
2.12%

DFLEX

1D
0.11%
1M
0.57%
YTD
1.72%
6M
1.83%
1Y
5.42%
3Y*
7.36%
5Y*
3.19%
10Y*
3.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIITX vs. DFLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIITX
Vanguard Institutional Intermediate-Term Bond Fund
0.61%7.23%3.67%5.31%-7.99%-1.02%6.17%6.44%0.87%2.00%
DFLEX
DoubleLine Flexible Income Fund
1.72%6.58%8.65%7.84%-8.48%3.79%2.93%7.21%0.10%5.27%

Correlation

The correlation between VIITX and DFLEX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2015

0.55

The correlation between VIITX and DFLEX shifts across timeframes, from 0.55 (all time) to 0.68 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VIITX vs. DFLEX — Risk / Return Rank

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

VIITX
VIITX Risk / Return Rank: 4747
Overall Rank
VIITX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VIITX Sortino Ratio Rank: 5353
Sortino Ratio Rank
VIITX Omega Ratio Rank: 5050
Omega Ratio Rank
VIITX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VIITX Martin Ratio Rank: 3737
Martin Ratio Rank

DFLEX
DFLEX Risk / Return Rank: 9898
Overall Rank
DFLEX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFLEX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DFLEX Omega Ratio Rank: 9898
Omega Ratio Rank
DFLEX Calmar Ratio Rank: 9797
Calmar Ratio Rank
DFLEX Martin Ratio Rank: 9898
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.

VIITX vs. DFLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Intermediate-Term Bond Fund (VIITX) and DoubleLine Flexible Income Fund (DFLEX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VIITXDFLEXDifference
Sharpe ratioReturn per unit of total volatility

-2.17

Sortino ratioReturn per unit of downside risk

-4.11

Omega ratioGain probability vs. loss probability

1.36

2.19

-0.83

Calmar ratioReturn relative to maximum drawdown

2.48

6.10

-3.62

Martin ratioReturn relative to average drawdown

7.65

27.31

-19.65

VIITX vs. DFLEX - Sharpe Ratio Comparison

The current VIITX Sharpe Ratio is 1.89, which is lower than the DFLEX Sharpe Ratio of 4.06. The chart below compares the historical Sharpe Ratios of VIITX and DFLEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VIITX vs. DFLEX - Drawdown Comparison

The maximum VIITX drawdown since its inception was -11.86%, smaller than the maximum DFLEX drawdown of -17.29%. Use the drawdown chart below to compare losses from any high point for VIITX and DFLEX.


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Drawdown Indicators


VIITXDFLEXDifference

Max Drawdown

Largest peak-to-trough decline

-11.86%

-17.29%

+5.43%

Max Drawdown (1Y)

Largest decline over 1 year

-1.89%

-0.91%

-0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-3.32%

-1.15%

-2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-11.86%

-11.00%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-11.86%

-17.29%

+5.43%

Current Drawdown

Current decline from peak

-0.82%

-0.11%

-0.71%

Average Drawdown

Average peak-to-trough decline

-2.12%

-1.55%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.20%

+0.41%

Volatility

VIITX vs. DFLEX - Volatility Comparison

Vanguard Institutional Intermediate-Term Bond Fund (VIITX) has a higher volatility of 0.87% compared to DoubleLine Flexible Income Fund (DFLEX) at 0.55%. This indicates that VIITX's price experiences larger fluctuations and is considered to be riskier than DFLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIITXDFLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

0.55%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

1.92%

1.07%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

2.48%

1.37%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.85%

1.93%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.07%

2.73%

+0.34%

VIITX vs. DFLEX - Expense Ratio Comparison

VIITX has a 0.02% expense ratio, which is lower than DFLEX's 0.74% expense ratio.


Dividends

VIITX vs. DFLEX - Dividend Comparison

VIITX's dividend yield for the trailing twelve months is around 4.56%, less than DFLEX's 5.53% yield.


PositionTTM20252024202320222021202020192018201720162015
DFLEX
DoubleLine Flexible Income Fund
5.53%5.68%6.05%5.95%4.72%3.86%3.96%4.46%4.46%3.82%3.75%4.32%
VIITX
Vanguard Institutional Intermediate-Term Bond Fund
4.56%4.51%4.71%3.61%2.14%2.20%2.87%2.69%2.62%2.04%2.95%0.57%

Frequently Asked Questions


VIITX and DFLEX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIITX has higher volatility (0.87%) compared to DFLEX (0.55%). In terms of maximum drawdown, VIITX dropped -11.86% vs DFLEX's -17.29%.

DFLEX currently has the higher Sharpe Ratio (4.06 vs 1.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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