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VWITX vs. VCITX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWITX vs. VCITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) and Vanguard California Long-Term Tax-Exempt Fund Investor Shares (VCITX). The values are adjusted to include any dividend payments, if applicable.

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VWITX vs. VCITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWITX
Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares
-0.70%5.89%2.23%5.82%-6.90%0.74%5.14%7.01%1.26%4.54%
VCITX
Vanguard California Long-Term Tax-Exempt Fund Investor Shares
-1.00%4.90%2.66%7.51%-10.06%1.46%5.60%8.81%0.67%6.82%

Returns By Period

In the year-to-date period, VWITX achieves a -0.70% return, which is significantly higher than VCITX's -1.00% return. Over the past 10 years, VWITX has underperformed VCITX with an annualized return of 2.27%, while VCITX has yielded a comparatively higher 2.40% annualized return.


VWITX

1D
0.15%
1M
-2.85%
YTD
-0.70%
6M
0.92%
1Y
4.55%
3Y*
3.57%
5Y*
1.44%
10Y*
2.27%

VCITX

1D
0.27%
1M
-3.17%
YTD
-1.00%
6M
0.86%
1Y
4.03%
3Y*
3.63%
5Y*
1.10%
10Y*
2.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWITX vs. VCITX - Expense Ratio Comparison

Both VWITX and VCITX have an expense ratio of 0.17%, 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

VWITX vs. VCITX — Risk / Return Rank

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

VWITX
VWITX Risk / Return Rank: 7373
Overall Rank
VWITX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VWITX Sortino Ratio Rank: 7575
Sortino Ratio Rank
VWITX Omega Ratio Rank: 8989
Omega Ratio Rank
VWITX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VWITX Martin Ratio Rank: 5959
Martin Ratio Rank

VCITX
VCITX Risk / Return Rank: 4343
Overall Rank
VCITX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VCITX Sortino Ratio Rank: 3939
Sortino Ratio Rank
VCITX Omega Ratio Rank: 6565
Omega Ratio Rank
VCITX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VCITX Martin Ratio Rank: 2828
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.

VWITX vs. VCITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) and Vanguard California Long-Term Tax-Exempt Fund Investor Shares (VCITX). 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.


VWITXVCITXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.89

+0.48

Sortino ratio

Return per unit of downside risk

1.85

1.21

+0.64

Omega ratio

Gain probability vs. loss probability

1.39

1.24

+0.15

Calmar ratio

Return relative to maximum drawdown

1.45

0.97

+0.48

Martin ratio

Return relative to average drawdown

5.63

2.95

+2.68

VWITX vs. VCITX - Sharpe Ratio Comparison

The current VWITX Sharpe Ratio is 1.37, which is higher than the VCITX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of VWITX and VCITX, 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


VWITXVCITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.89

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.25

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.53

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.01

-0.25

Correlation

The correlation between VWITX and VCITX is 0.86, 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

VWITX vs. VCITX - Dividend Comparison

VWITX's dividend yield for the trailing twelve months is around 3.25%, less than VCITX's 3.58% yield.


TTM20252024202320222021202020192018201720162015
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%
VCITX
Vanguard California Long-Term Tax-Exempt Fund Investor Shares
3.58%4.34%3.85%2.99%2.66%2.56%3.21%3.16%3.32%3.22%3.45%3.50%

Drawdowns

VWITX vs. VCITX - Drawdown Comparison

The maximum VWITX drawdown since its inception was -29.13%, which is greater than VCITX's maximum drawdown of -22.71%. Use the drawdown chart below to compare losses from any high point for VWITX and VCITX.


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Drawdown Indicators


VWITXVCITXDifference

Max Drawdown

Largest peak-to-trough decline

-29.13%

-22.71%

-6.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.89%

-5.34%

+1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-11.46%

-15.79%

+4.33%

Max Drawdown (10Y)

Largest decline over 10 years

-11.46%

-15.79%

+4.33%

Current Drawdown

Current decline from peak

-2.85%

-3.17%

+0.32%

Average Drawdown

Average peak-to-trough decline

-3.58%

-2.58%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

1.76%

-0.76%

Volatility

VWITX vs. VCITX - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) is 0.96%, while Vanguard California Long-Term Tax-Exempt Fund Investor Shares (VCITX) has a volatility of 1.26%. This indicates that VWITX experiences smaller price fluctuations and is considered to be less risky than VCITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWITXVCITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

1.26%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

1.56%

1.96%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

5.43%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.22%

4.51%

-1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.41%

4.54%

-1.13%