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VSIGX vs. VBTLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSIGX vs. VBTLX - 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 Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VSIGX achieves a -0.33% return, which is significantly lower than VBTLX's 0.42% return. Over the past 10 years, VSIGX has underperformed VBTLX with an annualized return of 1.25%, while VBTLX has yielded a comparatively higher 1.58% annualized return.


VSIGX

1D
-0.08%
1M
-0.23%
YTD
-0.33%
6M
-0.30%
1Y
3.63%
3Y*
3.55%
5Y*
0.14%
10Y*
1.25%

VBTLX

1D
-0.10%
1M
0.13%
YTD
0.42%
6M
0.45%
1Y
5.34%
3Y*
4.05%
5Y*
0.18%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSIGX vs. VBTLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
-0.33%7.36%1.65%4.39%-10.69%-2.60%7.65%6.26%1.35%1.58%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
0.42%7.17%1.26%5.74%-13.16%-1.81%7.72%8.73%-0.25%3.56%

Correlation

The correlation between VSIGX and VBTLX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.92

The correlation between VSIGX and VBTLX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

VSIGX vs. VBTLX — Risk / Return Rank

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

VSIGX
VSIGX Risk / Return Rank: 1313
Overall Rank
VSIGX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VSIGX Sortino Ratio Rank: 1313
Sortino Ratio Rank
VSIGX Omega Ratio Rank: 1111
Omega Ratio Rank
VSIGX Calmar Ratio Rank: 1313
Calmar Ratio Rank
VSIGX Martin Ratio Rank: 1313
Martin Ratio Rank

VBTLX
VBTLX Risk / Return Rank: 2020
Overall Rank
VBTLX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VBTLX Sortino Ratio Rank: 1919
Sortino Ratio Rank
VBTLX Omega Ratio Rank: 1717
Omega Ratio Rank
VBTLX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VBTLX Martin Ratio Rank: 2222
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.

VSIGX vs. VBTLX - 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 Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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.


VSIGXVBTLXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.27

-0.26

Sortino ratio

Return per unit of downside risk

1.52

1.91

-0.39

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

1.28

1.93

-0.65

Martin ratio

Return relative to average drawdown

3.93

5.84

-1.91

VSIGX vs. VBTLX - Sharpe Ratio Comparison

The current VSIGX Sharpe Ratio is 1.01, which is comparable to the VBTLX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of VSIGX and VBTLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VSIGXVBTLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.27

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.03

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.32

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.76

-0.25

Drawdowns

VSIGX vs. VBTLX - Drawdown Comparison

The maximum VSIGX drawdown since its inception was -16.15%, smaller than the maximum VBTLX drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for VSIGX and VBTLX.


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Drawdown Indicators


VSIGXVBTLXDifference

Max Drawdown

Largest peak-to-trough decline

-16.15%

-18.81%

+2.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-2.89%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-4.24%

-6.00%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-15.07%

-18.14%

+3.07%

Max Drawdown (10Y)

Largest decline over 10 years

-16.15%

-18.81%

+2.66%

Current Drawdown

Current decline from peak

-2.06%

-2.18%

+0.12%

Average Drawdown

Average peak-to-trough decline

-3.51%

-2.67%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.96%

-0.03%

Volatility

VSIGX vs. VBTLX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) is 1.10%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.38%. This indicates that VSIGX experiences smaller price fluctuations and is considered to be less risky than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSIGXVBTLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.38%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

2.80%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

3.98%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.33%

6.01%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

4.98%

-0.53%

VSIGX vs. VBTLX - Expense Ratio Comparison

VSIGX has a 0.07% expense ratio, which is higher than VBTLX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VSIGX vs. VBTLX - Dividend Comparison

VSIGX's dividend yield for the trailing twelve months is around 3.83%, less than VBTLX's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.98%3.87%3.69%3.10%2.59%1.96%2.39%2.74%2.57%2.56%2.53%2.82%
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
3.83%3.76%3.95%2.70%1.71%1.66%2.21%2.21%2.05%1.67%1.56%1.70%

Frequently Asked Questions


With a correlation of 0.91, VSIGX and VBTLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VBTLX has higher volatility (1.38%) compared to VSIGX (1.10%). In terms of maximum drawdown, VSIGX dropped -16.15% vs VBTLX's -18.81%.

VBTLX currently has the higher Sharpe Ratio (1.27 vs 1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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