PortfoliosLab logoPortfoliosLab logo
VIITX vs. SPYG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIITX vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Institutional Intermediate-Term Bond Fund (VIITX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VIITX vs. SPYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIITX
Vanguard Institutional Intermediate-Term Bond Fund
0.13%7.23%3.67%5.31%-7.99%-1.02%6.17%6.44%0.87%2.00%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
-6.91%22.09%35.99%30.02%-29.41%32.01%33.46%30.84%-0.12%27.24%

Returns By Period

In the year-to-date period, VIITX achieves a 0.13% return, which is significantly higher than SPYG's -6.91% return. Over the past 10 years, VIITX has underperformed SPYG with an annualized return of 2.15%, while SPYG has yielded a comparatively higher 15.90% annualized return.


VIITX

1D
0.19%
1M
-0.97%
YTD
0.13%
6M
1.27%
1Y
4.77%
3Y*
4.66%
5Y*
1.58%
10Y*
2.15%

SPYG

1D
1.32%
1M
-4.24%
YTD
-6.91%
6M
-5.21%
1Y
23.24%
3Y*
22.39%
5Y*
12.53%
10Y*
15.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VIITX vs. SPYG - Expense Ratio Comparison

VIITX has a 0.02% expense ratio, which is lower than SPYG's 0.04% 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

VIITX vs. SPYG — Risk / Return Rank

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

VIITX
VIITX Risk / Return Rank: 8787
Overall Rank
VIITX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VIITX Sortino Ratio Rank: 9090
Sortino Ratio Rank
VIITX Omega Ratio Rank: 8282
Omega Ratio Rank
VIITX Calmar Ratio Rank: 9090
Calmar Ratio Rank
VIITX Martin Ratio Rank: 8888
Martin Ratio Rank

SPYG
SPYG Risk / Return Rank: 6262
Overall Rank
SPYG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPYG Omega Ratio Rank: 6060
Omega Ratio Rank
SPYG Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPYG Martin Ratio Rank: 6565
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. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Intermediate-Term Bond Fund (VIITX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


VIITXSPYGDifference

Sharpe ratio

Return per unit of total volatility

1.80

1.04

+0.76

Sortino ratio

Return per unit of downside risk

2.65

1.62

+1.03

Omega ratio

Gain probability vs. loss probability

1.34

1.23

+0.11

Calmar ratio

Return relative to maximum drawdown

2.66

1.75

+0.90

Martin ratio

Return relative to average drawdown

9.91

6.81

+3.11

VIITX vs. SPYG - Sharpe Ratio Comparison

The current VIITX Sharpe Ratio is 1.80, which is higher than the SPYG Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of VIITX and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VIITXSPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.04

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.60

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.78

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.32

+0.44

Correlation

The correlation between VIITX and SPYG is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VIITX vs. SPYG - Dividend Comparison

VIITX's dividend yield for the trailing twelve months is around 4.16%, more than SPYG's 0.57% yield.


TTM20252024202320222021202020192018201720162015
VIITX
Vanguard Institutional Intermediate-Term Bond Fund
4.16%4.51%4.71%3.61%2.14%2.20%2.87%2.69%2.62%2.04%2.95%0.57%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.57%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Drawdowns

VIITX vs. SPYG - Drawdown Comparison

The maximum VIITX drawdown since its inception was -11.86%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for VIITX and SPYG.


Loading graphics...

Drawdown Indicators


VIITXSPYGDifference

Max Drawdown

Largest peak-to-trough decline

-11.86%

-67.63%

+55.77%

Max Drawdown (1Y)

Largest decline over 1 year

-1.89%

-13.76%

+11.87%

Max Drawdown (5Y)

Largest decline over 5 years

-11.86%

-32.67%

+20.81%

Max Drawdown (10Y)

Largest decline over 10 years

-11.86%

-32.67%

+20.81%

Current Drawdown

Current decline from peak

-1.30%

-9.06%

+7.76%

Average Drawdown

Average peak-to-trough decline

-2.15%

-24.48%

+22.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

3.55%

-3.04%

Volatility

VIITX vs. SPYG - Volatility Comparison

The current volatility for Vanguard Institutional Intermediate-Term Bond Fund (VIITX) is 1.15%, while State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 7.32%. This indicates that VIITX experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VIITXSPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

7.32%

-6.17%

Volatility (6M)

Calculated over the trailing 6-month period

1.72%

12.90%

-11.18%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

22.42%

-19.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.82%

21.13%

-17.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.05%

20.57%

-17.52%