VSIGX vs. VIIGX
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX).
VSIGX is managed by Vanguard. It was launched on Aug 4, 2010. VIIGX is managed by Vanguard. It was launched on Mar 19, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSIGX or VIIGX.
Key characteristics
| VSIGX | VIIGX | |
|---|---|---|
| YTD Return | 1.47% | 1.50% |
| 1Y Return | 6.22% | 6.25% |
| 3Y Return (Ann) | -1.99% | -1.95% |
| 5Y Return (Ann) | -0.39% | -0.36% |
| 10Y Return (Ann) | 0.99% | 1.01% |
| Sharpe Ratio | 1.25 | 1.25 |
| Sortino Ratio | 1.85 | 1.87 |
| Omega Ratio | 1.22 | 1.23 |
| Calmar Ratio | 0.42 | 0.42 |
| Martin Ratio | 3.91 | 3.96 |
| Ulcer Index | 1.60% | 1.59% |
| Daily Std Dev | 5.04% | 5.05% |
| Max Drawdown | -17.20% | -17.19% |
| Current Drawdown | -9.77% | -9.69% |
Correlation
The correlation between VSIGX and VIIGX is 0.99, 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. VIIGX - Performance Comparison
The year-to-date returns for both investments are quite close, with VSIGX having a 1.47% return and VIIGX slightly higher at 1.50%. Both investments have delivered pretty close results over the past 10 years, with VSIGX having a 0.99% annualized return and VIIGX not far ahead at 1.01%. 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. VIIGX - Expense Ratio Comparison
VSIGX has a 0.07% expense ratio, which is higher than VIIGX'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%.
Risk-Adjusted Performance
VSIGX vs. VIIGX - 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 Index Fund Institutional Shares (VIIGX). 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. VIIGX - Dividend Comparison
VSIGX's dividend yield for the trailing twelve months is around 3.53%, which matches VIIGX's 3.56% 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% |
VIIGX Vanguard Intermediate-Term Treasury Index Fund Institutional Shares | 3.56% | 2.72% | 1.74% | 1.13% | 1.53% | 2.23% | 2.07% | 1.68% | 1.58% | 1.68% | 1.59% | 1.38% |
Drawdowns
VSIGX vs. VIIGX - Drawdown Comparison
The maximum VSIGX drawdown since its inception was -17.20%, roughly equal to the maximum VIIGX drawdown of -17.19%. Use the drawdown chart below to compare losses from any high point for VSIGX and VIIGX. For additional features, visit the drawdowns tool.
Volatility
VSIGX vs. VIIGX - Volatility Comparison
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) have volatilities of 1.26% and 1.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.