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VTEI vs. VWIUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTEI vs. VWIUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) and Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX). The values are adjusted to include any dividend payments, if applicable.

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VTEI vs. VWIUX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VTEI achieves a -0.10% return, which is significantly higher than VWIUX's -0.47% return.


VTEI

1D
0.28%
1M
-1.86%
YTD
-0.10%
6M
1.30%
1Y
4.22%
3Y*
5Y*
10Y*

VWIUX

1D
0.22%
1M
-2.36%
YTD
-0.47%
6M
1.10%
1Y
4.55%
3Y*
3.74%
5Y*
1.58%
10Y*
2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTEI vs. VWIUX - Expense Ratio Comparison

VTEI has a 0.08% expense ratio, which is lower than VWIUX's 0.09% 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

VTEI vs. VWIUX — Risk / Return Rank

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

VTEI
VTEI Risk / Return Rank: 6060
Overall Rank
VTEI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTEI Sortino Ratio Rank: 5858
Sortino Ratio Rank
VTEI Omega Ratio Rank: 7878
Omega Ratio Rank
VTEI Calmar Ratio Rank: 5050
Calmar Ratio Rank
VTEI Martin Ratio Rank: 4646
Martin Ratio Rank

VWIUX
VWIUX Risk / Return Rank: 6868
Overall Rank
VWIUX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VWIUX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VWIUX Omega Ratio Rank: 8585
Omega Ratio Rank
VWIUX Calmar Ratio Rank: 6060
Calmar Ratio Rank
VWIUX Martin Ratio Rank: 5757
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.

VTEI vs. VWIUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) and Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX). 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.


VTEIVWIUXDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.27

-0.02

Sortino ratio

Return per unit of downside risk

1.56

1.69

-0.13

Omega ratio

Gain probability vs. loss probability

1.31

1.36

-0.05

Calmar ratio

Return relative to maximum drawdown

1.37

1.46

-0.09

Martin ratio

Return relative to average drawdown

4.52

5.60

-1.08

VTEI vs. VWIUX - Sharpe Ratio Comparison

The current VTEI Sharpe Ratio is 1.24, which is comparable to the VWIUX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of VTEI and VWIUX, 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


VTEIVWIUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.27

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

1.11

-0.21

Correlation

The correlation between VTEI and VWIUX is 0.71, 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

VTEI vs. VWIUX - Dividend Comparison

VTEI's dividend yield for the trailing twelve months is around 3.05%, less than VWIUX's 3.32% yield.


TTM20252024202320222021202020192018201720162015
VTEI
Vanguard Intermediate-Term Tax-Exempt Bond ETF
3.05%3.00%2.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
3.32%4.06%3.63%2.78%2.51%1.89%2.40%2.88%2.89%2.82%2.91%2.96%

Drawdowns

VTEI vs. VWIUX - Drawdown Comparison

The maximum VTEI drawdown since its inception was -3.64%, smaller than the maximum VWIUX drawdown of -11.38%. Use the drawdown chart below to compare losses from any high point for VTEI and VWIUX.


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Drawdown Indicators


VTEIVWIUXDifference

Max Drawdown

Largest peak-to-trough decline

-3.64%

-11.38%

+7.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-3.89%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-11.38%

Max Drawdown (10Y)

Largest decline over 10 years

-11.38%

Current Drawdown

Current decline from peak

-2.05%

-2.64%

+0.59%

Average Drawdown

Average peak-to-trough decline

-0.73%

-1.44%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.01%

0.00%

Volatility

VTEI vs. VWIUX - Volatility Comparison

Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) has a higher volatility of 1.14% compared to Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) at 1.01%. This indicates that VTEI's price experiences larger fluctuations and is considered to be riskier than VWIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTEIVWIUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.01%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

1.55%

1.58%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

3.93%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.09%

3.23%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.09%

3.42%

-0.33%