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VTIFX vs. VFSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTIFX vs. VFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) and Vanguard Short-Term Investment-Grade Fund Institutional Shares (VFSIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with VTIFX having a 0.43% return and VFSIX slightly higher at 0.44%. Over the past 10 years, VTIFX has underperformed VFSIX with an annualized return of 1.75%, while VFSIX has yielded a comparatively higher 2.59% annualized return.


VTIFX

1D
-0.03%
1M
0.07%
YTD
0.43%
6M
0.78%
1Y
2.17%
3Y*
4.22%
5Y*
0.43%
10Y*
1.75%

VFSIX

1D
-0.29%
1M
-0.27%
YTD
0.44%
6M
0.92%
1Y
4.72%
3Y*
5.45%
5Y*
2.28%
10Y*
2.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTIFX vs. VFSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTIFX
Vanguard Total International Bond Index Fund Institutional Shares
0.43%3.02%3.91%9.04%-12.89%-2.20%4.59%7.89%2.99%2.43%
VFSIX
Vanguard Short-Term Investment-Grade Fund Institutional Shares
0.44%6.89%5.12%5.88%-5.72%-0.59%5.28%5.88%1.00%2.15%

Correlation

The correlation between VTIFX and VFSIX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2013

0.57

The correlation between VTIFX and VFSIX shifts across timeframes, from 0.56 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VTIFX vs. VFSIX — Risk / Return Rank

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

VTIFX
VTIFX Risk / Return Rank: 99
Overall Rank
VTIFX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VTIFX Sortino Ratio Rank: 99
Sortino Ratio Rank
VTIFX Omega Ratio Rank: 99
Omega Ratio Rank
VTIFX Calmar Ratio Rank: 99
Calmar Ratio Rank
VTIFX Martin Ratio Rank: 88
Martin Ratio Rank

VFSIX
VFSIX Risk / Return Rank: 5757
Overall Rank
VFSIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VFSIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VFSIX Omega Ratio Rank: 6565
Omega Ratio Rank
VFSIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
VFSIX Martin Ratio Rank: 5353
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.

VTIFX vs. VFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) and Vanguard Short-Term Investment-Grade Fund Institutional Shares (VFSIX). 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.


VTIFXVFSIXDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-2.33

Omega ratioGain probability vs. loss probability

1.13

1.43

-0.30

Calmar ratioReturn relative to maximum drawdown

0.74

2.60

-1.86

Martin ratioReturn relative to average drawdown

2.08

10.30

-8.22

VTIFX vs. VFSIX - Sharpe Ratio Comparison

The current VTIFX Sharpe Ratio is 0.71, which is lower than the VFSIX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of VTIFX and VFSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VTIFXVFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.90

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.76

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

1.04

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.53

-0.79

Drawdowns

VTIFX vs. VFSIX - Drawdown Comparison

The maximum VTIFX drawdown since its inception was -16.07%, which is greater than VFSIX's maximum drawdown of -9.21%. Use the drawdown chart below to compare losses from any high point for VTIFX and VFSIX.


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Drawdown Indicators


VTIFXVFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.07%

-9.21%

-6.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-1.71%

-1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-2.88%

-1.71%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-15.75%

-9.21%

-6.54%

Max Drawdown (10Y)

Largest decline over 10 years

-16.07%

-9.21%

-6.86%

Current Drawdown

Current decline from peak

-1.43%

-0.61%

-0.82%

Average Drawdown

Average peak-to-trough decline

-2.97%

-0.79%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.43%

+0.60%

Volatility

VTIFX vs. VFSIX - Volatility Comparison

Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) has a higher volatility of 1.24% compared to Vanguard Short-Term Investment-Grade Fund Institutional Shares (VFSIX) at 0.78%. This indicates that VTIFX's price experiences larger fluctuations and is considered to be riskier than VFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTIFXVFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

0.78%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

1.69%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.04%

2.34%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.44%

2.99%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.60%

2.49%

+1.11%

VTIFX vs. VFSIX - Expense Ratio Comparison

Both VTIFX and VFSIX 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%.


Dividends

VTIFX vs. VFSIX - Dividend Comparison

VTIFX's dividend yield for the trailing twelve months is around 4.52%, less than VFSIX's 4.76% yield.


PositionTTM20252024202320222021202020192018201720162015
VFSIX
Vanguard Short-Term Investment-Grade Fund Institutional Shares
4.76%4.61%4.19%2.88%2.06%1.81%2.35%2.95%2.80%2.13%2.17%2.12%
VTIFX
Vanguard Total International Bond Index Fund Institutional Shares
4.52%4.40%4.38%4.60%1.52%3.73%1.12%3.42%3.03%2.29%1.84%1.68%

Frequently Asked Questions


VTIFX and VFSIX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTIFX has higher volatility (1.24%) compared to VFSIX (0.78%). In terms of maximum drawdown, VTIFX dropped -16.07% vs VFSIX's -9.21%.

VFSIX currently has the higher Sharpe Ratio (1.90 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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