VSIGX vs. SGINX
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and DWS GNMA Fund (SGINX).
VSIGX is managed by Vanguard. It was launched on Aug 4, 2010. SGINX is managed by DWS. It was launched on Jul 13, 2000.
Performance
VSIGX vs. SGINX - Performance Comparison
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VSIGX vs. SGINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | -0.49% | 7.36% | 1.65% | 4.39% | -10.69% | -2.60% | 7.65% | 6.26% | 1.35% | 1.58% |
SGINX DWS GNMA Fund | 0.85% | 7.88% | 0.59% | 4.93% | -11.82% | -1.12% | 3.29% | 6.65% | 0.42% | 1.52% |
Returns By Period
In the year-to-date period, VSIGX achieves a -0.49% return, which is significantly lower than SGINX's 0.85% return. Over the past 10 years, VSIGX has outperformed SGINX with an annualized return of 1.28%, while SGINX has yielded a comparatively lower 1.16% annualized return.
VSIGX
- 1D
- -0.40%
- 1M
- -1.52%
- YTD
- -0.49%
- 6M
- 0.30%
- 1Y
- 3.55%
- 3Y*
- 3.25%
- 5Y*
- 0.28%
- 10Y*
- 1.28%
SGINX
- 1D
- 0.17%
- 1M
- -1.16%
- YTD
- 0.85%
- 6M
- 1.79%
- 1Y
- 5.93%
- 3Y*
- 3.78%
- 5Y*
- 0.09%
- 10Y*
- 1.16%
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VSIGX vs. SGINX - Expense Ratio Comparison
VSIGX has a 0.07% expense ratio, which is lower than SGINX's 0.58% expense ratio.
Return for Risk
VSIGX vs. SGINX — Risk / Return Rank
VSIGX
SGINX
VSIGX vs. SGINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and DWS GNMA Fund (SGINX). 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.
| VSIGX | SGINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.29 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.80 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.10 | -0.58 |
Martin ratioReturn relative to average drawdown | 4.70 | 6.25 | -1.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VSIGX | SGINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.29 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.01 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.24 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.77 | -0.26 |
Correlation
The correlation between VSIGX and SGINX is 0.76, 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.
Dividends
VSIGX vs. SGINX - Dividend Comparison
VSIGX's dividend yield for the trailing twelve months is around 3.47%, less than SGINX's 4.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | 3.47% | 3.76% | 3.95% | 2.70% | 1.71% | 1.66% | 2.21% | 2.21% | 2.05% | 1.67% | 1.56% | 1.70% |
SGINX DWS GNMA Fund | 4.63% | 3.77% | 3.97% | 3.82% | 1.86% | 1.37% | 2.22% | 2.94% | 2.71% | 3.07% | 2.95% | 3.41% |
Drawdowns
VSIGX vs. SGINX - Drawdown Comparison
The maximum VSIGX drawdown since its inception was -16.15%, smaller than the maximum SGINX drawdown of -17.37%. Use the drawdown chart below to compare losses from any high point for VSIGX and SGINX.
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Drawdown Indicators
| VSIGX | SGINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -17.37% | +1.22% |
Max Drawdown (1Y)Largest decline over 1 year | -2.40% | -2.96% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -15.07% | -17.18% | +2.11% |
Max Drawdown (10Y)Largest decline over 10 years | -16.15% | -17.37% | +1.22% |
Current DrawdownCurrent decline from peak | -2.22% | -1.24% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -1.97% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 0.99% | -0.21% |
Volatility
VSIGX vs. SGINX - Volatility Comparison
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and DWS GNMA Fund (SGINX) have volatilities of 1.39% and 1.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSIGX | SGINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 1.41% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.32% | 2.41% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.79% | 4.51% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.31% | 6.39% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.45% | 4.78% | -0.33% |