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VTG vs. IGHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTG vs. IGHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Treasury ETF (VTG) and ProShares Investment Grade-Interest Rate Hedged (IGHG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTG achieves a 0.02% return, which is significantly lower than IGHG's 2.08% return.


VTG

1D
-0.26%
1M
0.56%
YTD
0.02%
6M
0.13%
1Y
3Y*
5Y*
10Y*

IGHG

1D
0.08%
1M
-0.02%
YTD
2.08%
6M
2.05%
1Y
5.77%
3Y*
8.31%
5Y*
5.18%
10Y*
4.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTG vs. IGHG - Yearly Performance Comparison


Correlation

The correlation between VTG and IGHG is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 9, 2025

-0.14

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Return for Risk

VTG vs. IGHG — Risk / Return Rank

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

VTG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IGHG
IGHG Risk / Return Rank: 5959
Overall Rank
IGHG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 5555
Sortino Ratio Rank
IGHG Omega Ratio Rank: 5353
Omega Ratio Rank
IGHG Calmar Ratio Rank: 6868
Calmar Ratio Rank
IGHG Martin Ratio Rank: 6666
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.

VTG vs. IGHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Treasury ETF (VTG) and ProShares Investment Grade-Interest Rate Hedged (IGHG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VTGIGHGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.31

Martin ratioReturn relative to average drawdown

11.69

VTG vs. IGHG - Sharpe Ratio Comparison


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Drawdowns

VTG vs. IGHG - Drawdown Comparison

The maximum VTG drawdown since its inception was -2.89%, smaller than the maximum IGHG drawdown of -25.16%. Use the drawdown chart below to compare losses from any high point for VTG and IGHG.


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Drawdown Indicators


VTGIGHGDifference

Max Drawdown

Largest peak-to-trough decline

-2.89%

-25.16%

+22.27%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-8.75%

Max Drawdown (10Y)

Largest decline over 10 years

-25.16%

Current Drawdown

Current decline from peak

-1.77%

-0.25%

-1.52%

Average Drawdown

Average peak-to-trough decline

-0.78%

-2.29%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

Volatility

VTG vs. IGHG - Volatility Comparison


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Volatility by Period


VTGIGHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

3.41%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.52%

5.02%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

7.46%

-3.94%

VTG vs. IGHG - Expense Ratio Comparison

VTG has a 0.03% expense ratio, which is lower than IGHG's 0.30% expense ratio.


Dividends

VTG vs. IGHG - Dividend Comparison

VTG's dividend yield for the trailing twelve months is around 3.20%, less than IGHG's 5.12% yield.


PositionTTM20252024202320222021202020192018201720162015
IGHG
ProShares Investment Grade-Interest Rate Hedged
5.12%5.14%5.06%4.99%3.55%2.50%2.79%3.48%4.13%3.36%3.37%3.65%
VTG
Vanguard Total Treasury ETF
3.20%1.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VTG and IGHG have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTG is cheaper with a 0.03% expense ratio, compared with 0.30% for IGHG.

IGHG has the higher dividend yield at 5.12%, compared with 3.20% for VTG.

VTG is categorized as Intermediate Core Bond, while IGHG is Corporate Bonds. VTG tracks Bloomberg U.S. Treasury Total Return Unhedged USD Index, while IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index. They also come from different issuers: Vanguard and ProShares. Their fees differ too: 0.03% for VTG and 0.30% for IGHG.

Portfolio Optimizer

Find the right allocation for VTG and IGHG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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