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VSIGX vs. VSBSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSIGX vs. VSBSX - 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 Short-Term Treasury Index Fund Admiral Shares (VSBSX). The values are adjusted to include any dividend payments, if applicable.

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VSIGX vs. VSBSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
-0.09%7.36%1.65%4.39%-10.69%-2.60%7.65%6.26%1.35%1.58%
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
0.29%5.08%4.39%4.23%-3.87%-0.69%3.09%3.51%1.52%0.35%

Returns By Period

In the year-to-date period, VSIGX achieves a -0.09% return, which is significantly lower than VSBSX's 0.29% return. Over the past 10 years, VSIGX has underperformed VSBSX with an annualized return of 1.32%, while VSBSX has yielded a comparatively higher 1.74% annualized return.


VSIGX

1D
0.15%
1M
-1.23%
YTD
-0.09%
6M
0.75%
1Y
3.86%
3Y*
3.38%
5Y*
0.36%
10Y*
1.32%

VSBSX

1D
0.10%
1M
-0.31%
YTD
0.29%
6M
1.25%
1Y
3.68%
3Y*
4.11%
5Y*
1.84%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

VSIGX vs. VSBSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSIGX
VSIGX Risk / Return Rank: 5858
Overall Rank
VSIGX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VSIGX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VSIGX Omega Ratio Rank: 4242
Omega Ratio Rank
VSIGX Calmar Ratio Rank: 7373
Calmar Ratio Rank
VSIGX Martin Ratio Rank: 5656
Martin Ratio Rank

VSBSX
VSBSX Risk / Return Rank: 9797
Overall Rank
VSBSX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VSBSX Sortino Ratio Rank: 9797
Sortino Ratio Rank
VSBSX Omega Ratio Rank: 9696
Omega Ratio Rank
VSBSX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VSBSX Martin Ratio Rank: 9797
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. VSBSX - 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 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.


VSIGXVSBSXDifference

Sharpe ratio

Return per unit of total volatility

1.09

2.60

-1.52

Sortino ratio

Return per unit of downside risk

1.62

4.12

-2.51

Omega ratio

Gain probability vs. loss probability

1.19

1.56

-0.37

Calmar ratio

Return relative to maximum drawdown

1.77

4.52

-2.75

Martin ratio

Return relative to average drawdown

5.55

17.41

-11.86

VSIGX vs. VSBSX - Sharpe Ratio Comparison

The current VSIGX Sharpe Ratio is 1.09, which is lower than the VSBSX Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of VSIGX and VSBSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSIGXVSBSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

2.60

-1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.96

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

1.14

-0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.07

-0.56

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.


Dividends

VSIGX vs. VSBSX - Dividend Comparison

VSIGX's dividend yield for the trailing twelve months is around 3.46%, less than VSBSX's 3.57% yield.


TTM20252024202320222021202020192018201720162015
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
3.46%3.76%3.95%2.70%1.71%1.66%2.21%2.21%2.05%1.67%1.56%1.70%
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
3.57%3.98%4.50%3.29%1.12%0.63%1.72%2.26%1.80%1.10%0.76%0.71%

Drawdowns

VSIGX vs. VSBSX - Drawdown Comparison

The maximum VSIGX drawdown since its inception was -16.15%, which is greater than VSBSX's maximum drawdown of -5.77%. Use the drawdown chart below to compare losses from any high point for VSIGX and VSBSX.


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Drawdown Indicators


VSIGXVSBSXDifference

Max Drawdown

Largest peak-to-trough decline

-16.15%

-5.77%

-10.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.40%

-0.84%

-1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-15.07%

-5.77%

-9.30%

Max Drawdown (10Y)

Largest decline over 10 years

-16.15%

-5.77%

-10.38%

Current Drawdown

Current decline from peak

-1.83%

-0.43%

-1.40%

Average Drawdown

Average peak-to-trough decline

-3.52%

-0.59%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.22%

+0.55%

Volatility

VSIGX vs. VSBSX - Volatility Comparison

Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) has a higher volatility of 1.34% compared to Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) at 0.53%. 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.


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Volatility by Period


VSIGXVSBSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

0.53%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

0.84%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.77%

1.44%

+2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.31%

1.94%

+3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

1.53%

+2.92%