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VPAIX vs. VFIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VPAIX vs. VFIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Pennsylvania Long-Term Tax-Exempt Fund Investor Shares (VPAIX) and Vanguard GNMA Fund Investor Shares (VFIIX). The values are adjusted to include any dividend payments, if applicable.

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VPAIX vs. VFIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPAIX
Vanguard Pennsylvania Long-Term Tax-Exempt Fund Investor Shares
-0.88%5.27%2.59%7.25%-10.20%1.97%5.86%9.05%1.11%6.61%
VFIIX
Vanguard GNMA Fund Investor Shares
0.07%7.73%1.07%5.17%-10.81%-1.24%3.73%5.84%0.89%1.88%

Returns By Period

In the year-to-date period, VPAIX achieves a -0.88% return, which is significantly lower than VFIIX's 0.07% return. Over the past 10 years, VPAIX has outperformed VFIIX with an annualized return of 2.62%, while VFIIX has yielded a comparatively lower 1.30% annualized return.


VPAIX

1D
0.28%
1M
-2.82%
YTD
-0.88%
6M
1.35%
1Y
4.37%
3Y*
3.71%
5Y*
1.13%
10Y*
2.62%

VFIIX

1D
0.43%
1M
-2.08%
YTD
0.07%
6M
1.42%
1Y
4.76%
3Y*
3.74%
5Y*
0.34%
10Y*
1.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VPAIX vs. VFIIX - Expense Ratio Comparison

VPAIX has a 0.17% expense ratio, which is lower than VFIIX's 0.21% 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

VPAIX vs. VFIIX — Risk / Return Rank

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

VPAIX
VPAIX Risk / Return Rank: 4949
Overall Rank
VPAIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VPAIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VPAIX Omega Ratio Rank: 7474
Omega Ratio Rank
VPAIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VPAIX Martin Ratio Rank: 3131
Martin Ratio Rank

VFIIX
VFIIX Risk / Return Rank: 6969
Overall Rank
VFIIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VFIIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VFIIX Omega Ratio Rank: 5555
Omega Ratio Rank
VFIIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
VFIIX Martin Ratio Rank: 6464
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.

VPAIX vs. VFIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Pennsylvania Long-Term Tax-Exempt Fund Investor Shares (VPAIX) and Vanguard GNMA Fund Investor Shares (VFIIX). 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.


VPAIXVFIIXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.20

-0.21

Sortino ratio

Return per unit of downside risk

1.35

1.73

-0.38

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

1.07

2.22

-1.14

Martin ratio

Return relative to average drawdown

3.33

6.13

-2.79

VPAIX vs. VFIIX - Sharpe Ratio Comparison

The current VPAIX Sharpe Ratio is 0.98, which is comparable to the VFIIX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of VPAIX and VFIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VPAIXVFIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.20

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.06

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.28

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.64

+0.49

Correlation

The correlation between VPAIX and VFIIX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VPAIX vs. VFIIX - Dividend Comparison

VPAIX's dividend yield for the trailing twelve months is around 3.69%, more than VFIIX's 3.36% yield.


TTM20252024202320222021202020192018201720162015
VPAIX
Vanguard Pennsylvania Long-Term Tax-Exempt Fund Investor Shares
3.69%4.48%4.04%3.25%3.12%2.45%3.16%3.70%3.91%3.93%4.10%3.92%
VFIIX
Vanguard GNMA Fund Investor Shares
3.36%3.62%3.58%3.23%2.34%0.63%1.87%2.76%2.90%2.64%3.01%2.84%

Drawdowns

VPAIX vs. VFIIX - Drawdown Comparison

The maximum VPAIX drawdown since its inception was -19.51%, smaller than the maximum VFIIX drawdown of -25.80%. Use the drawdown chart below to compare losses from any high point for VPAIX and VFIIX.


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Drawdown Indicators


VPAIXVFIIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.51%

-25.80%

+6.29%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-2.60%

-2.60%

Max Drawdown (5Y)

Largest decline over 5 years

-15.76%

-15.87%

+0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-15.76%

-16.20%

+0.44%

Current Drawdown

Current decline from peak

-2.82%

-2.08%

-0.74%

Average Drawdown

Average peak-to-trough decline

-2.16%

-2.98%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

0.94%

+0.74%

Volatility

VPAIX vs. VFIIX - Volatility Comparison

The current volatility for Vanguard Pennsylvania Long-Term Tax-Exempt Fund Investor Shares (VPAIX) is 1.17%, while Vanguard GNMA Fund Investor Shares (VFIIX) has a volatility of 1.64%. This indicates that VPAIX experiences smaller price fluctuations and is considered to be less risky than VFIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPAIXVFIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.64%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

2.62%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

5.33%

4.37%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.45%

6.15%

-1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

4.66%

-0.27%