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

Correlation

The correlation between VSIGX and VIGAX 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.


-0.50.00.51.0-0.2

Performance

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.85%
11.23%
VSIGX
VIGAX

Key characteristics

Sharpe Ratio

VSIGX:

0.52

VIGAX:

1.89

Sortino Ratio

VSIGX:

0.76

VIGAX:

2.48

Omega Ratio

VSIGX:

1.09

VIGAX:

1.34

Calmar Ratio

VSIGX:

0.18

VIGAX:

2.58

Martin Ratio

VSIGX:

1.13

VIGAX:

9.81

Ulcer Index

VSIGX:

2.13%

VIGAX:

3.41%

Daily Std Dev

VSIGX:

4.68%

VIGAX:

17.68%

Max Drawdown

VSIGX:

-17.20%

VIGAX:

-50.66%

Current Drawdown

VSIGX:

-9.71%

VIGAX:

-2.14%

Returns By Period

In the year-to-date period, VSIGX achieves a 0.20% return, which is significantly lower than VIGAX's 1.95% return. Over the past 10 years, VSIGX has underperformed VIGAX with an annualized return of 0.80%, while VIGAX has yielded a comparatively higher 15.97% annualized return.


VSIGX

YTD

0.20%

1M

0.33%

6M

0.85%

1Y

2.21%

5Y*

-0.59%

10Y*

0.80%

VIGAX

YTD

1.95%

1M

0.37%

6M

11.23%

1Y

31.16%

5Y*

17.59%

10Y*

15.97%

*Annualized

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. VIGAX - Expense Ratio Comparison

VSIGX has a 0.07% expense ratio, which is higher than VIGAX'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%.


VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
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%
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VSIGX vs. VIGAX — 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 1414
Overall Rank
The Sharpe Ratio Rank of VSIGX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of VSIGX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VSIGX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of VSIGX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of VSIGX is 1212
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 8383
Overall Rank
The Sharpe Ratio Rank of VIGAX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 8484
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. VIGAX - 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 Growth Index Fund Admiral Shares (VIGAX). 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 0.52, compared to the broader market-1.000.001.002.003.004.000.521.89
The chart of Sortino ratio for VSIGX, currently valued at 0.76, compared to the broader market0.005.0010.000.762.48
The chart of Omega ratio for VSIGX, currently valued at 1.09, compared to the broader market1.002.003.004.001.091.34
The chart of Calmar ratio for VSIGX, currently valued at 0.18, compared to the broader market0.005.0010.0015.0020.000.182.58
The chart of Martin ratio for VSIGX, currently valued at 1.13, compared to the broader market0.0020.0040.0060.0080.00100.001.139.81
VSIGX
VIGAX

The current VSIGX Sharpe Ratio is 0.52, which is lower than the VIGAX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of VSIGX and VIGAX, 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.52
1.89
VSIGX
VIGAX

Dividends

VSIGX vs. VIGAX - Dividend Comparison

VSIGX's dividend yield for the trailing twelve months is around 3.63%, more than VIGAX's 0.45% yield.


TTM20242023202220212020201920182017201620152014
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
3.63%3.64%2.70%1.70%1.11%1.51%2.21%2.06%1.67%1.69%1.80%1.56%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.45%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.60%

Drawdowns

VSIGX vs. VIGAX - Drawdown Comparison

The maximum VSIGX drawdown since its inception was -17.20%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VSIGX and VIGAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.71%
-2.14%
VSIGX
VIGAX

Volatility

VSIGX vs. VIGAX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) is 1.37%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 6.42%. This indicates that VSIGX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
1.37%
6.42%
VSIGX
VIGAX
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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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