VSIGX vs. VSBSX
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX).
VSIGX is managed by Vanguard. It was launched on Aug 4, 2010. VSBSX is managed by Vanguard. It was launched on Dec 28, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSIGX or VSBSX.
Key characteristics
| VSIGX | VSBSX | |
|---|---|---|
| YTD Return | 1.68% | 3.42% |
| 1Y Return | 6.49% | 5.46% |
| 3Y Return (Ann) | -2.15% | 0.95% |
| 5Y Return (Ann) | -0.28% | 1.09% |
| 10Y Return (Ann) | 1.04% | 1.15% |
| Sharpe Ratio | 1.12 | 2.80 |
| Sortino Ratio | 1.66 | 4.43 |
| Omega Ratio | 1.20 | 1.62 |
| Calmar Ratio | 0.38 | 1.57 |
| Martin Ratio | 3.60 | 15.42 |
| Ulcer Index | 1.59% | 0.34% |
| Daily Std Dev | 5.08% | 1.87% |
| Max Drawdown | -17.20% | -6.54% |
| Current Drawdown | -9.59% | -0.82% |
Correlation
The correlation between VSIGX and VSBSX is 0.81, 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. VSBSX - Performance Comparison
In the year-to-date period, VSIGX achieves a 1.68% return, which is significantly lower than VSBSX's 3.42% return. Over the past 10 years, VSIGX has underperformed VSBSX with an annualized return of 1.04%, while VSBSX has yielded a comparatively higher 1.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSIGX vs. VSBSX - Expense Ratio Comparison
Both VSIGX and VSBSX have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VSIGX vs. VSBSX - 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 Short-Term Treasury Index Fund Admiral Shares (VSBSX). 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. VSBSX - Dividend Comparison
VSIGX's dividend yield for the trailing twelve months is around 3.53%, less than VSBSX's 4.12% 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% |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 4.12% | 3.29% | 1.12% | 0.33% | 1.11% | 2.27% | 1.80% | 1.09% | 0.81% | 0.67% | 0.40% | 0.27% |
Drawdowns
VSIGX vs. VSBSX - Drawdown Comparison
The maximum VSIGX drawdown since its inception was -17.20%, which is greater than VSBSX's maximum drawdown of -6.54%. Use the drawdown chart below to compare losses from any high point for VSIGX and VSBSX. For additional features, visit the drawdowns tool.
Volatility
VSIGX vs. VSBSX - Volatility Comparison
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) has a higher volatility of 1.26% compared to Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) at 0.34%. This indicates that VSIGX's price experiences larger fluctuations and is considered to be riskier than VSBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.