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VWIUX vs. GSMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWIUX vs. GSMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) and Goldman Sachs Dynamic Municipal Income Fund (GSMIX). The values are adjusted to include any dividend payments, if applicable.

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VWIUX vs. GSMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
-0.69%5.99%2.34%5.90%-6.83%0.81%5.23%7.10%1.34%4.65%
GSMIX
Goldman Sachs Dynamic Municipal Income Fund
-0.49%4.12%3.03%6.41%-9.77%2.80%3.57%7.49%2.83%5.55%

Returns By Period

In the year-to-date period, VWIUX achieves a -0.69% return, which is significantly lower than GSMIX's -0.49% return. Both investments have delivered pretty close results over the past 10 years, with VWIUX having a 2.36% annualized return and GSMIX not far ahead at 2.42%.


VWIUX

1D
0.15%
1M
-2.85%
YTD
-0.69%
6M
0.95%
1Y
4.63%
3Y*
3.66%
5Y*
1.53%
10Y*
2.36%

GSMIX

1D
0.07%
1M
-2.39%
YTD
-0.49%
6M
0.78%
1Y
3.18%
3Y*
3.53%
5Y*
0.95%
10Y*
2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWIUX vs. GSMIX - Expense Ratio Comparison

VWIUX has a 0.09% expense ratio, which is lower than GSMIX's 0.73% expense ratio.


Return for Risk

VWIUX vs. GSMIX — Risk / Return Rank

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

VWIUX
VWIUX Risk / Return Rank: 7474
Overall Rank
VWIUX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VWIUX Sortino Ratio Rank: 7777
Sortino Ratio Rank
VWIUX Omega Ratio Rank: 9090
Omega Ratio Rank
VWIUX Calmar Ratio Rank: 6565
Calmar Ratio Rank
VWIUX Martin Ratio Rank: 6060
Martin Ratio Rank

GSMIX
GSMIX Risk / Return Rank: 4444
Overall Rank
GSMIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GSMIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
GSMIX Omega Ratio Rank: 7070
Omega Ratio Rank
GSMIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
GSMIX Martin Ratio Rank: 2929
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.

VWIUX vs. GSMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) and Goldman Sachs Dynamic Municipal Income Fund (GSMIX). 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.


VWIUXGSMIXDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.92

+0.48

Sortino ratio

Return per unit of downside risk

1.88

1.26

+0.63

Omega ratio

Gain probability vs. loss probability

1.40

1.26

+0.14

Calmar ratio

Return relative to maximum drawdown

1.48

0.88

+0.59

Martin ratio

Return relative to average drawdown

5.75

3.14

+2.61

VWIUX vs. GSMIX - Sharpe Ratio Comparison

The current VWIUX Sharpe Ratio is 1.39, which is higher than the GSMIX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VWIUX and GSMIX, 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


VWIUXGSMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.92

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.26

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.62

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.95

+0.16

Correlation

The correlation between VWIUX and GSMIX is 0.84, 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

VWIUX vs. GSMIX - Dividend Comparison

VWIUX's dividend yield for the trailing twelve months is around 3.33%, less than GSMIX's 3.52% yield.


TTM20252024202320222021202020192018201720162015
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
3.33%4.06%3.63%2.78%2.51%1.89%2.40%2.88%2.89%2.82%2.91%2.96%
GSMIX
Goldman Sachs Dynamic Municipal Income Fund
3.52%4.32%3.31%2.82%1.86%1.92%2.11%2.57%2.79%2.99%3.35%3.43%

Drawdowns

VWIUX vs. GSMIX - Drawdown Comparison

The maximum VWIUX drawdown since its inception was -11.38%, smaller than the maximum GSMIX drawdown of -15.43%. Use the drawdown chart below to compare losses from any high point for VWIUX and GSMIX.


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Drawdown Indicators


VWIUXGSMIXDifference

Max Drawdown

Largest peak-to-trough decline

-11.38%

-15.43%

+4.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.89%

-4.44%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-11.38%

-14.33%

+2.95%

Max Drawdown (10Y)

Largest decline over 10 years

-11.38%

-14.33%

+2.95%

Current Drawdown

Current decline from peak

-2.85%

-2.39%

-0.46%

Average Drawdown

Average peak-to-trough decline

-1.44%

-2.41%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

1.25%

-0.25%

Volatility

VWIUX vs. GSMIX - Volatility Comparison

Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) has a higher volatility of 0.96% compared to Goldman Sachs Dynamic Municipal Income Fund (GSMIX) at 0.88%. This indicates that VWIUX's price experiences larger fluctuations and is considered to be riskier than GSMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWIUXGSMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

0.88%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

1.46%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.93%

4.48%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.23%

3.64%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.42%

3.90%

-0.48%