PortfoliosLab logoPortfoliosLab logo
VWITX vs. VTEI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

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

Loading graphics...

VWITX vs. VTEI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VWITX achieves a -0.70% return, which is significantly lower than VTEI's -0.38% 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%

VTEI

1D
0.15%
1M
-2.32%
YTD
-0.38%
6M
1.16%
1Y
4.27%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VWITX vs. VTEI - Expense Ratio Comparison

VWITX has a 0.17% expense ratio, which is higher than VTEI's 0.08% 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. VTEI — 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

VTEI
VTEI Risk / Return Rank: 6565
Overall Rank
VTEI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VTEI Sortino Ratio Rank: 6464
Sortino Ratio Rank
VTEI Omega Ratio Rank: 8282
Omega Ratio Rank
VTEI Calmar Ratio Rank: 5656
Calmar Ratio Rank
VTEI Martin Ratio Rank: 4949
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. VTEI - 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 Intermediate-Term Tax-Exempt Bond ETF (VTEI). 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.


VWITXVTEIDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.25

+0.12

Sortino ratio

Return per unit of downside risk

1.85

1.58

+0.27

Omega ratio

Gain probability vs. loss probability

1.39

1.31

+0.08

Calmar ratio

Return relative to maximum drawdown

1.45

1.34

+0.12

Martin ratio

Return relative to average drawdown

5.63

4.44

+1.19

VWITX vs. VTEI - Sharpe Ratio Comparison

The current VWITX Sharpe Ratio is 1.37, which is comparable to the VTEI Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of VWITX and VTEI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VWITXVTEIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.25

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.86

-0.10

Correlation

The correlation between VWITX and VTEI 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

VWITX vs. VTEI - Dividend Comparison

VWITX's dividend yield for the trailing twelve months is around 3.25%, more than VTEI's 3.05% 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%
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%

Drawdowns

VWITX vs. VTEI - Drawdown Comparison

The maximum VWITX drawdown since its inception was -29.13%, which is greater than VTEI's maximum drawdown of -3.64%. Use the drawdown chart below to compare losses from any high point for VWITX and VTEI.


Loading graphics...

Drawdown Indicators


VWITXVTEIDifference

Max Drawdown

Largest peak-to-trough decline

-29.13%

-3.64%

-25.49%

Max Drawdown (1Y)

Largest decline over 1 year

-3.89%

-3.33%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-11.46%

Max Drawdown (10Y)

Largest decline over 10 years

-11.46%

Current Drawdown

Current decline from peak

-2.85%

-2.32%

-0.53%

Average Drawdown

Average peak-to-trough decline

-3.58%

-0.73%

-2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

1.00%

0.00%

Volatility

VWITX vs. VTEI - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) is 0.96%, while Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) has a volatility of 1.17%. This indicates that VWITX experiences smaller price fluctuations and is considered to be less risky than VTEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VWITXVTEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

1.17%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

1.56%

1.53%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

3.42%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.22%

3.09%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.41%

3.09%

+0.32%