VSIGX vs. VWITX
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX).
VSIGX is managed by Vanguard. It was launched on Aug 4, 2010. VWITX is managed by Vanguard. It was launched on Sep 1, 1977.
Performance
VSIGX vs. VWITX - Performance Comparison
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VSIGX vs. VWITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWITX Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares | -0.48% | 5.89% | 2.23% | 5.82% | -6.90% | 0.74% | 5.14% | 7.01% | 1.26% | 4.54% |
Returns By Period
In the year-to-date period, VSIGX achieves a -0.09% return, which is significantly higher than VWITX's -0.48% return. Over the past 10 years, VSIGX has underperformed VWITX with an annualized return of 1.32%, while VWITX has yielded a comparatively higher 2.29% 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%
VWITX
- 1D
- 0.22%
- 1M
- -2.36%
- YTD
- -0.48%
- 6M
- 1.07%
- 1Y
- 4.47%
- 3Y*
- 3.64%
- 5Y*
- 1.49%
- 10Y*
- 2.29%
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VSIGX vs. VWITX - Expense Ratio Comparison
VSIGX has a 0.07% expense ratio, which is lower than VWITX's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VSIGX vs. VWITX — Risk / Return Rank
VSIGX
VWITX
VSIGX vs. VWITX - 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 Tax-Exempt Fund Investor Shares (VWITX). 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.
| VSIGX | VWITX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.25 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.66 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.35 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.43 | +0.34 |
Martin ratioReturn relative to average drawdown | 5.55 | 5.48 | +0.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VSIGX | VWITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.25 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.46 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.67 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.76 | -0.25 |
Correlation
The correlation between VSIGX and VWITX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VSIGX vs. VWITX - Dividend Comparison
VSIGX's dividend yield for the trailing twelve months is around 3.46%, more than VWITX's 3.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWITX Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares | 3.25% | 3.96% | 3.53% | 2.70% | 2.43% | 1.83% | 2.32% | 2.80% | 2.80% | 2.72% | 2.80% | 2.88% |
Drawdowns
VSIGX vs. VWITX - Drawdown Comparison
The maximum VSIGX drawdown since its inception was -16.15%, smaller than the maximum VWITX drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for VSIGX and VWITX.
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Drawdown Indicators
| VSIGX | VWITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -29.13% | +12.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.40% | -3.89% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -15.07% | -11.46% | -3.61% |
Max Drawdown (10Y)Largest decline over 10 years | -16.15% | -11.46% | -4.69% |
Current DrawdownCurrent decline from peak | -1.83% | -2.64% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -3.58% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 1.02% | -0.25% |
Volatility
VSIGX vs. VWITX - Volatility Comparison
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) has a higher volatility of 1.34% compared to Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) at 1.01%. This indicates that VSIGX's price experiences larger fluctuations and is considered to be riskier than VWITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSIGX | VWITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.34% | 1.01% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 1.57% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.77% | 3.92% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.31% | 3.22% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.45% | 3.41% | +1.04% |