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

Correlation

The correlation between VSIGX and VBMFX is 0.92, 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.


-0.50.00.51.00.9

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.

28.00%30.00%32.00%34.00%36.00%38.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
29.90%
33.91%
VSIGX
VBMFX

Key characteristics

Sharpe Ratio

VSIGX:

0.30

VBMFX:

0.23

Sortino Ratio

VSIGX:

0.45

VBMFX:

0.35

Omega Ratio

VSIGX:

1.05

VBMFX:

1.04

Calmar Ratio

VSIGX:

0.11

VBMFX:

0.09

Martin Ratio

VSIGX:

0.74

VBMFX:

0.63

Ulcer Index

VSIGX:

1.89%

VBMFX:

1.96%

Daily Std Dev

VSIGX:

4.67%

VBMFX:

5.44%

Max Drawdown

VSIGX:

-16.15%

VBMFX:

-19.21%

Current Drawdown

VSIGX:

-8.86%

VBMFX:

-10.13%

Returns By Period

In the year-to-date period, VSIGX achieves a 1.22% return, which is significantly higher than VBMFX's 0.74% return. Over the past 10 years, VSIGX has underperformed VBMFX with an annualized return of 1.11%, while VBMFX has yielded a comparatively higher 1.20% annualized return.


VSIGX

YTD

1.22%

1M

-0.05%

6M

1.34%

1Y

1.47%

5Y*

-0.17%

10Y*

1.11%

VBMFX

YTD

0.74%

1M

-0.52%

6M

1.07%

1Y

1.33%

5Y*

-0.51%

10Y*

1.20%

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. 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%.


VBMFX
Vanguard Total Bond Market Index Fund
Expense ratio chart for VBMFX: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
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%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VSIGX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.004.000.300.23
The chart of Sortino ratio for VSIGX, currently valued at 0.45, compared to the broader market-2.000.002.004.006.008.0010.000.450.35
The chart of Omega ratio for VSIGX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.04
The chart of Calmar ratio for VSIGX, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.0014.000.110.09
The chart of Martin ratio for VSIGX, currently valued at 0.74, compared to the broader market0.0020.0040.0060.000.740.63
VSIGX
VBMFX

The current VSIGX Sharpe Ratio is 0.30, which is higher than the VBMFX Sharpe Ratio of 0.23. 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.30
0.23
VSIGX
VBMFX

Dividends

VSIGX vs. VBMFX - Dividend Comparison

VSIGX's dividend yield for the trailing twelve months is around 3.31%, more than VBMFX's 3.22% 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%
VBMFX
Vanguard Total Bond Market Index Fund
3.22%3.00%2.42%1.81%2.14%2.64%2.67%2.43%2.38%2.38%2.43%2.43%

Drawdowns

VSIGX vs. VBMFX - Drawdown Comparison

The maximum VSIGX drawdown since its inception was -16.15%, smaller than the maximum VBMFX drawdown of -19.21%. Use the drawdown chart below to compare losses from any high point for VSIGX and VBMFX. For additional features, visit the drawdowns tool.


-12.00%-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%JulyAugustSeptemberOctoberNovemberDecember
-8.86%
-10.13%
VSIGX
VBMFX

Volatility

VSIGX vs. VBMFX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) is 1.22%, while Vanguard Total Bond Market Index Fund (VBMFX) has a volatility of 1.55%. This indicates that VSIGX experiences smaller price fluctuations and is considered to be less risky than VBMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.22%
1.55%
VSIGX
VBMFX
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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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