VSIGX vs. VFITX
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX).
VSIGX is managed by Vanguard. It was launched on Aug 4, 2010. VFITX is managed by Vanguard. It was launched on Oct 28, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSIGX or VFITX.
Key characteristics
| VSIGX | VFITX | |
|---|---|---|
| YTD Return | 1.68% | 1.76% |
| 1Y Return | 6.49% | 6.89% |
| 3Y Return (Ann) | -2.15% | -1.92% |
| 5Y Return (Ann) | -0.28% | -0.59% |
| 10Y Return (Ann) | 1.04% | 0.65% |
| Sharpe Ratio | 1.12 | 1.11 |
| Sortino Ratio | 1.66 | 1.65 |
| Omega Ratio | 1.20 | 1.20 |
| Calmar Ratio | 0.38 | 0.36 |
| Martin Ratio | 3.60 | 3.64 |
| Ulcer Index | 1.59% | 1.68% |
| Daily Std Dev | 5.08% | 5.49% |
| Max Drawdown | -17.20% | -18.61% |
| Current Drawdown | -9.59% | -11.13% |
Correlation
The correlation between VSIGX and VFITX is 0.96, 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.
Performance
VSIGX vs. VFITX - Performance Comparison
The year-to-date returns for both investments are quite close, with VSIGX having a 1.68% return and VFITX slightly higher at 1.76%. Over the past 10 years, VSIGX has outperformed VFITX with an annualized return of 1.04%, while VFITX has yielded a comparatively lower 0.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VFITX - Expense Ratio Comparison
VSIGX has a 0.07% expense ratio, which is lower than VFITX'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%.
Risk-Adjusted Performance
VSIGX vs. VFITX - 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 Intermediate-Term Treasury Fund Investor Shares (VFITX). 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.
Dividends
VSIGX vs. VFITX - Dividend Comparison
VSIGX's dividend yield for the trailing twelve months is around 3.53%, less than VFITX's 3.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | 3.53% | 2.70% | 1.70% | 1.11% | 1.51% | 2.21% | 2.06% | 1.67% | 1.56% | 1.66% | 1.56% | 1.34% |
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | 3.98% | 3.44% | 1.97% | 0.94% | 1.18% | 2.32% | 2.34% | 1.77% | 1.61% | 1.69% | 1.64% | 1.52% |
Drawdowns
VSIGX vs. VFITX - Drawdown Comparison
The maximum VSIGX drawdown since its inception was -17.20%, smaller than the maximum VFITX drawdown of -18.61%. Use the drawdown chart below to compare losses from any high point for VSIGX and VFITX. For additional features, visit the drawdowns tool.
Volatility
VSIGX vs. VFITX - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) is 1.26%, while Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) has a volatility of 1.44%. This indicates that VSIGX experiences smaller price fluctuations and is considered to be less risky than VFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.