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VSIGX vs. VIIGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSIGX vs. VIIGX - 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 Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX). 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 VIIGX's -0.27% return. Both investments have delivered pretty close results over the past 10 years, with VSIGX having a 1.25% annualized return and VIIGX not far ahead at 1.30%.


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%

VIIGX

1D
-0.08%
1M
-0.24%
YTD
-0.27%
6M
-0.26%
1Y
3.66%
3Y*
3.58%
5Y*
0.16%
10Y*
1.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSIGX vs. VIIGX - 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%
VIIGX
Vanguard Intermediate-Term Treasury Index Fund Institutional Shares
-0.27%7.38%1.62%4.39%-10.65%-2.38%7.65%6.32%1.36%1.60%

Correlation

The correlation between VSIGX and VIIGX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

1.00

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

0.99

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

0.99

The correlation between VSIGX and VIIGX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

VSIGX vs. VIIGX — 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

VIIGX
VIIGX Risk / Return Rank: 1313
Overall Rank
VIIGX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VIIGX Sortino Ratio Rank: 1414
Sortino Ratio Rank
VIIGX Omega Ratio Rank: 1212
Omega Ratio Rank
VIIGX Calmar Ratio Rank: 1313
Calmar Ratio Rank
VIIGX Martin Ratio Rank: 1313
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. VIIGX - 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 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.


VSIGXVIIGXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.01

-0.01

Sortino ratio

Return per unit of downside risk

1.52

1.53

-0.01

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.28

1.31

-0.03

Martin ratio

Return relative to average drawdown

3.93

4.01

-0.08

VSIGX vs. VIIGX - Sharpe Ratio Comparison

The current VSIGX Sharpe Ratio is 1.01, which is comparable to the VIIGX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VSIGX and VIIGX, 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


VSIGXVIIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.01

-0.01

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

0.29

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.50

+0.01

Drawdowns

VSIGX vs. VIIGX - Drawdown Comparison

The maximum VSIGX drawdown since its inception was -16.15%, roughly equal to the maximum VIIGX drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for VSIGX and VIIGX.


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Drawdown Indicators


VSIGXVIIGXDifference

Max Drawdown

Largest peak-to-trough decline

-16.15%

-15.96%

-0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-2.83%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-4.24%

-4.30%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-15.07%

-15.09%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-16.15%

-15.96%

-0.19%

Current Drawdown

Current decline from peak

-2.06%

-1.87%

-0.19%

Average Drawdown

Average peak-to-trough decline

-3.51%

-3.42%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.92%

+0.01%

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 1.10% and 1.10%, 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.


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Volatility by Period


VSIGXVIIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.10%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

2.40%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

3.43%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.33%

5.34%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

4.45%

0.00%

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%.


Dividends

VSIGX vs. VIIGX - Dividend Comparison

VSIGX's dividend yield for the trailing twelve months is around 3.83%, which matches VIIGX's 3.85% yield.


PositionTTM20252024202320222021202020192018201720162015
VIIGX
Vanguard Intermediate-Term Treasury Index Fund Institutional Shares
3.85%3.78%3.97%2.71%1.73%1.91%2.23%2.23%2.07%1.68%1.64%1.72%
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 0.99, VSIGX and VIIGX 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.

VIIGX has higher volatility (1.10%) compared to VSIGX (1.10%). In terms of maximum drawdown, VSIGX dropped -16.15% vs VIIGX's -15.96%.

VIIGX currently has the higher Sharpe Ratio (1.01 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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