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

Correlation

The correlation between VSIGX and VBMFX is -0.20. 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.


Performance

VSIGX vs. VBMFX - 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 Bond Market Index Fund (VBMFX). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%December2025FebruaryMarchAprilMay
32.40%
40.55%
VSIGX
VBMFX

Key characteristics

Sharpe Ratio

VSIGX:

1.39

VBMFX:

0.99

Sortino Ratio

VSIGX:

2.08

VBMFX:

1.47

Omega Ratio

VSIGX:

1.25

VBMFX:

1.17

Calmar Ratio

VSIGX:

0.48

VBMFX:

0.41

Martin Ratio

VSIGX:

3.21

VBMFX:

2.50

Ulcer Index

VSIGX:

1.95%

VBMFX:

2.10%

Daily Std Dev

VSIGX:

4.57%

VBMFX:

5.37%

Max Drawdown

VSIGX:

-17.20%

VBMFX:

-18.86%

Current Drawdown

VSIGX:

-7.12%

VBMFX:

-7.58%

Returns By Period

In the year-to-date period, VSIGX achieves a 3.08% return, which is significantly higher than VBMFX's 2.00% return. Over the past 10 years, VSIGX has underperformed VBMFX with an annualized return of 1.16%, while VBMFX has yielded a comparatively higher 1.43% annualized return.


VSIGX

YTD

3.08%

1M

-0.14%

6M

2.74%

1Y

6.30%

5Y*

-1.28%

10Y*

1.16%

VBMFX

YTD

2.00%

1M

0.10%

6M

1.24%

1Y

5.25%

5Y*

-0.90%

10Y*

1.43%

*Annualized

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VSIGX vs. VBMFX - Expense Ratio Comparison

VSIGX has a 0.07% expense ratio, which is lower than VBMFX's 0.15% 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%.


Risk-Adjusted Performance

VSIGX vs. VBMFX — Risk-Adjusted Performance Rank

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

VSIGX
The Risk-Adjusted Performance Rank of VSIGX is 7979
Overall Rank
The Sharpe Ratio Rank of VSIGX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VSIGX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of VSIGX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of VSIGX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VSIGX is 7575
Martin Ratio Rank

VBMFX
The Risk-Adjusted Performance Rank of VBMFX is 7070
Overall Rank
The Sharpe Ratio Rank of VBMFX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VBMFX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VBMFX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VBMFX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VBMFX is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VSIGX vs. VBMFX - 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 Bond Market Index Fund (VBMFX). 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.


The current VSIGX Sharpe Ratio is 1.39, which is higher than the VBMFX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of VSIGX and VBMFX, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
1.39
0.99
VSIGX
VBMFX

Dividends

VSIGX vs. VBMFX - Dividend Comparison

VSIGX's dividend yield for the trailing twelve months is around 3.72%, more than VBMFX's 3.66% yield.


TTM20242023202220212020201920182017201620152014
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
3.72%3.64%2.70%1.71%1.66%2.21%2.21%2.05%1.67%1.69%1.70%1.56%
VBMFX
Vanguard Total Bond Market Index Fund
3.66%3.57%2.99%2.49%2.01%2.29%2.63%2.70%2.46%2.43%2.48%2.69%

Drawdowns

VSIGX vs. VBMFX - Drawdown Comparison

The maximum VSIGX drawdown since its inception was -17.20%, smaller than the maximum VBMFX drawdown of -18.86%. Use the drawdown chart below to compare losses from any high point for VSIGX and VBMFX. For additional features, visit the drawdowns tool.


-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%December2025FebruaryMarchAprilMay
-7.12%
-7.58%
VSIGX
VBMFX

Volatility

VSIGX vs. VBMFX - Volatility Comparison

Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and Vanguard Total Bond Market Index Fund (VBMFX) have volatilities of 1.56% and 1.62%, 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.


1.00%1.20%1.40%1.60%1.80%2.00%December2025FebruaryMarchAprilMay
1.56%
1.62%
VSIGX
VBMFX