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VWITX vs. VTEB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWITX vs. VTEB - 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 Tax-Exempt Bond ETF (VTEB). The values are adjusted to include any dividend payments, if applicable.

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VWITX vs. VTEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VTEB
Vanguard Tax-Exempt Bond ETF
0.09%3.72%1.31%6.15%-7.99%1.14%5.19%7.35%1.04%4.87%

Returns By Period

In the year-to-date period, VWITX achieves a -0.48% return, which is significantly lower than VTEB's 0.09% return. Over the past 10 years, VWITX has outperformed VTEB with an annualized return of 2.29%, while VTEB has yielded a comparatively lower 2.09% annualized return.


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%

VTEB

1D
0.32%
1M
-1.61%
YTD
0.09%
6M
1.54%
1Y
3.92%
3Y*
2.78%
5Y*
0.88%
10Y*
2.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWITX vs. VTEB - Expense Ratio Comparison

VWITX has a 0.17% expense ratio, which is higher than VTEB's 0.05% expense ratio. However, 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

VWITX vs. VTEB — Risk / Return Rank

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

VWITX
VWITX Risk / Return Rank: 6666
Overall Rank
VWITX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VWITX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VWITX Omega Ratio Rank: 8585
Omega Ratio Rank
VWITX Calmar Ratio Rank: 5858
Calmar Ratio Rank
VWITX Martin Ratio Rank: 5555
Martin Ratio Rank

VTEB
VTEB Risk / Return Rank: 4848
Overall Rank
VTEB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 4343
Sortino Ratio Rank
VTEB Omega Ratio Rank: 5959
Omega Ratio Rank
VTEB Calmar Ratio Rank: 4646
Calmar Ratio Rank
VTEB Martin Ratio Rank: 3939
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. VTEB - 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 Tax-Exempt Bond ETF (VTEB). 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.


VWITXVTEBDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.99

+0.26

Sortino ratio

Return per unit of downside risk

1.66

1.25

+0.42

Omega ratio

Gain probability vs. loss probability

1.35

1.23

+0.13

Calmar ratio

Return relative to maximum drawdown

1.43

1.25

+0.18

Martin ratio

Return relative to average drawdown

5.48

3.69

+1.79

VWITX vs. VTEB - Sharpe Ratio Comparison

The current VWITX Sharpe Ratio is 1.25, which is comparable to the VTEB Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of VWITX and VTEB, 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


VWITXVTEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.99

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.23

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.40

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.45

+0.31

Correlation

The correlation between VWITX and VTEB is 0.68, 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

VWITX vs. VTEB - Dividend Comparison

VWITX's dividend yield for the trailing twelve months is around 3.25%, less than VTEB's 3.37% 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%
VTEB
Vanguard Tax-Exempt Bond ETF
3.37%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Drawdowns

VWITX vs. VTEB - Drawdown Comparison

The maximum VWITX drawdown since its inception was -29.13%, which is greater than VTEB's maximum drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for VWITX and VTEB.


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Drawdown Indicators


VWITXVTEBDifference

Max Drawdown

Largest peak-to-trough decline

-29.13%

-17.00%

-12.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.89%

-3.45%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-11.46%

-12.64%

+1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-11.46%

-17.00%

+5.54%

Current Drawdown

Current decline from peak

-2.64%

-1.86%

-0.78%

Average Drawdown

Average peak-to-trough decline

-3.58%

-2.35%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.17%

-0.15%

Volatility

VWITX vs. VTEB - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) is 1.01%, while Vanguard Tax-Exempt Bond ETF (VTEB) has a volatility of 1.37%. This indicates that VWITX experiences smaller price fluctuations and is considered to be less risky than VTEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWITXVTEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

1.37%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

1.87%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

4.00%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.22%

3.88%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.41%

5.25%

-1.84%