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VSIGX vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSIGX and BNDX is 0.70, 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.


-0.50.00.51.00.7

Performance

VSIGX vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
13.18%
30.95%
VSIGX
BNDX

Key characteristics

Sharpe Ratio

VSIGX:

0.30

BNDX:

0.90

Sortino Ratio

VSIGX:

0.45

BNDX:

1.32

Omega Ratio

VSIGX:

1.05

BNDX:

1.15

Calmar Ratio

VSIGX:

0.11

BNDX:

0.39

Martin Ratio

VSIGX:

0.74

BNDX:

3.03

Ulcer Index

VSIGX:

1.89%

BNDX:

1.15%

Daily Std Dev

VSIGX:

4.67%

BNDX:

3.86%

Max Drawdown

VSIGX:

-16.15%

BNDX:

-16.23%

Current Drawdown

VSIGX:

-8.86%

BNDX:

-3.90%

Returns By Period

In the year-to-date period, VSIGX achieves a 1.22% return, which is significantly lower than BNDX's 3.75% return. Over the past 10 years, VSIGX has underperformed BNDX with an annualized return of 1.11%, while BNDX has yielded a comparatively higher 1.95% annualized return.


VSIGX

YTD

1.22%

1M

-0.05%

6M

1.34%

1Y

1.47%

5Y*

-0.17%

10Y*

1.11%

BNDX

YTD

3.75%

1M

0.74%

6M

3.71%

1Y

3.63%

5Y*

0.12%

10Y*

1.95%

Compare stocks, funds, or ETFs

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


VSIGX vs. BNDX - Expense Ratio Comparison

Both VSIGX and BNDX have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
Expense ratio chart for VSIGX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VSIGX vs. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and Vanguard Total International Bond ETF (BNDX). 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 VSIGX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.004.000.300.90
The chart of Sortino ratio for VSIGX, currently valued at 0.45, compared to the broader market-2.000.002.004.006.008.0010.000.451.32
The chart of Omega ratio for VSIGX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.15
The chart of Calmar ratio for VSIGX, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.0014.000.110.39
The chart of Martin ratio for VSIGX, currently valued at 0.74, compared to the broader market0.0020.0040.0060.000.743.03
VSIGX
BNDX

The current VSIGX Sharpe Ratio is 0.30, which is lower than the BNDX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of VSIGX and BNDX, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.30
0.90
VSIGX
BNDX

Dividends

VSIGX vs. BNDX - Dividend Comparison

VSIGX's dividend yield for the trailing twelve months is around 3.31%, less than BNDX's 4.77% yield.


TTM20232022202120202019201820172016201520142013
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
3.31%2.70%1.70%1.11%1.51%2.21%2.06%1.67%1.56%1.66%1.56%1.34%
BNDX
Vanguard Total International Bond ETF
2.06%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%

Drawdowns

VSIGX vs. BNDX - Drawdown Comparison

The maximum VSIGX drawdown since its inception was -16.15%, roughly equal to the maximum BNDX drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for VSIGX and BNDX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-8.86%
-3.90%
VSIGX
BNDX

Volatility

VSIGX vs. BNDX - Volatility Comparison

Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) has a higher volatility of 1.22% compared to Vanguard Total International Bond ETF (BNDX) at 1.07%. This indicates that VSIGX's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%JulyAugustSeptemberOctoberNovemberDecember
1.22%
1.07%
VSIGX
BNDX
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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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