VSIGX vs. VFICX
VSIGX (Vanguard Intermediate-Term Treasury Index Fund Admiral Shares) and VFICX (Vanguard Intermediate-Term Investment-Grade Fund Investor Shares) are both mutual funds - VSIGX is a Government Bonds fund managed by Vanguard, while VFICX is a Total Bond Market fund managed by Vanguard. Over the past 10 years, VSIGX returned 1.23%/yr vs 2.66%/yr for VFICX. Their correlation of 0.89 suggests significant overlap in exposure. VSIGX charges 0.07%/yr vs 0.20%/yr for VFICX.
Performance
VSIGX vs. VFICX - Performance Comparison
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Returns By Period
In the year-to-date period, VSIGX achieves a -0.48% return, which is significantly lower than VFICX's 0.04% return. Over the past 10 years, VSIGX has underperformed VFICX with an annualized return of 1.23%, while VFICX has yielded a comparatively higher 2.66% annualized return.
VSIGX
- 1D
- -0.15%
- 1M
- -0.18%
- YTD
- -0.48%
- 6M
- -0.35%
- 1Y
- 3.06%
- 3Y*
- 3.50%
- 5Y*
- 0.09%
- 10Y*
- 1.23%
VFICX
- 1D
- -0.34%
- 1M
- 0.08%
- YTD
- 0.04%
- 6M
- 0.22%
- 1Y
- 5.55%
- 3Y*
- 5.94%
- 5Y*
- 1.18%
- 10Y*
- 2.66%
VSIGX vs. VFICX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | -0.48% | 7.36% | 1.65% | 4.39% | -10.69% | -2.60% | 7.65% | 6.26% | 1.35% | 1.58% |
VFICX Vanguard Intermediate-Term Investment-Grade Fund Investor Shares | 0.04% | 9.55% | 3.21% | 8.53% | -13.86% | -1.59% | 10.33% | 10.39% | -0.56% | 4.17% |
Correlation
The correlation between VSIGX and VFICX is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2009 | 0.89 |
The correlation between VSIGX and VFICX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
VSIGX vs. VFICX — Risk / Return Rank
VSIGX
VFICX
VSIGX vs. VFICX - 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 Intermediate-Term Investment-Grade Fund Investor Shares (VFICX). 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 | VFICX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.26 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.85 | -0.61 |
| Martin ratioReturn relative to average drawdown | 3.73 | 6.32 | -2.58 |
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 | VFICX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.45 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.19 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.51 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.97 | -0.47 |
Drawdowns
VSIGX vs. VFICX - Drawdown Comparison
The maximum VSIGX drawdown since its inception was -16.15%, smaller than the maximum VFICX drawdown of -20.24%. Use the drawdown chart below to compare losses from any high point for VSIGX and VFICX.
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Drawdown Indicators
| VSIGX | VFICX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -20.24% | +4.09% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -3.34% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -4.24% | -6.10% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -15.07% | -20.24% | +5.17% |
Max Drawdown (10Y)Largest decline over 10 years | -16.15% | -20.24% | +4.09% |
Current DrawdownCurrent decline from peak | -2.21% | -1.43% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -2.49% | -1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.98% | -0.03% |
Volatility
VSIGX vs. VFICX - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) is 1.08%, while Vanguard Intermediate-Term Investment-Grade Fund Investor Shares (VFICX) has a volatility of 1.55%. This indicates that VSIGX experiences smaller price fluctuations and is considered to be less risky than VFICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSIGX | VFICX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 1.55% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 3.11% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.36% | 4.28% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.33% | 6.39% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.45% | 5.19% | -0.74% |
VSIGX vs. VFICX - Expense Ratio Comparison
VSIGX has a 0.07% expense ratio, which is lower than VFICX's 0.20% 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%.
Dividends
VSIGX vs. VFICX - Dividend Comparison
VSIGX's dividend yield for the trailing twelve months is around 3.84%, less than VFICX's 5.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFICX Vanguard Intermediate-Term Investment-Grade Fund Investor Shares | 5.00% | 4.81% | 4.57% | 3.81% | 3.09% | 3.53% | 5.70% | 3.03% | 3.20% | 2.96% | 3.84% | 3.54% |
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | 3.84% | 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
VSIGX and VFICX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFICX has higher volatility (1.55%) compared to VSIGX (1.08%). In terms of maximum drawdown, VSIGX dropped -16.15% vs VFICX's -20.24%.
VFICX currently has the higher Sharpe Ratio (1.45 vs 1.05), 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.
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