XFIV vs. VGIT
XFIV (BondBloxx Bloomberg Five Year Target Duration US Treasury ETF) and VGIT (Vanguard Intermediate-Term Treasury ETF) are both Government Bonds funds - XFIV tracks the Bloomberg US Treasury 5 Year Target Duration Index while VGIT tracks the Bloomberg U.S. Treasury 3-10 Year Index. Both are passively managed. Over the past 3 years, XFIV returned 3.51%/yr vs 3.40%/yr for VGIT. With a 0.99 correlation, they move nearly in lockstep. XFIV charges 0.05%/yr vs 0.03%/yr for VGIT.
Performance
XFIV vs. VGIT - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XFIV having a -0.47% return and VGIT slightly higher at -0.46%.
XFIV
- 1D
- -0.18%
- 1M
- -0.16%
- YTD
- -0.47%
- 6M
- -0.68%
- 1Y
- 3.51%
- 3Y*
- 3.51%
- 5Y*
- —
- 10Y*
- —
VGIT
- 1D
- -0.19%
- 1M
- -0.16%
- YTD
- -0.46%
- 6M
- -0.60%
- 1Y
- 3.54%
- 3Y*
- 3.40%
- 5Y*
- 0.05%
- 10Y*
- 1.23%
XFIV vs. VGIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XFIV BondBloxx Bloomberg Five Year Target Duration US Treasury ETF | -0.47% | 7.43% | 1.52% | 4.40% | -0.56% |
VGIT Vanguard Intermediate-Term Treasury ETF | -0.46% | 7.34% | 1.39% | 4.28% | -0.79% |
Correlation
The correlation between XFIV and VGIT is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022 | 0.99 |
The correlation between XFIV and VGIT has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
XFIV vs. VGIT — Risk / Return Rank
XFIV
VGIT
XFIV vs. VGIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.
| XFIV | VGIT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.05 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.59 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.25 | -0.04 |
Martin ratioReturn relative to average drawdown | 3.61 | 3.75 | -0.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XFIV | VGIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.05 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.01 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.49 | +0.11 |
Drawdowns
XFIV vs. VGIT - Drawdown Comparison
The maximum XFIV drawdown since its inception was -6.38%, smaller than the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for XFIV and VGIT.
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Drawdown Indicators
| XFIV | VGIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.38% | -16.05% | +9.67% |
Max Drawdown (1Y)Largest decline over 1 year | -2.91% | -2.83% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -4.47% | -4.34% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.05% | — |
Current DrawdownCurrent decline from peak | -2.15% | -2.39% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -3.52% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 0.94% | +0.03% |
Volatility
XFIV vs. VGIT - Volatility Comparison
BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) and Vanguard Intermediate-Term Treasury ETF (VGIT) have volatilities of 1.09% and 1.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XFIV | VGIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 1.05% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.41% | 2.33% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 3.38% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.42% | 5.38% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.42% | 4.50% | +0.92% |
XFIV vs. VGIT - Expense Ratio Comparison
XFIV has a 0.05% expense ratio, which is higher than VGIT's 0.03% 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%.
Dividends
XFIV vs. VGIT - Dividend Comparison
XFIV's dividend yield for the trailing twelve months is around 3.82%, less than VGIT's 3.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | 3.87% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
XFIV BondBloxx Bloomberg Five Year Target Duration US Treasury ETF | 3.82% | 4.05% | 3.92% | 3.63% | 1.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, XFIV and VGIT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
XFIV has higher volatility (1.09%) compared to VGIT (1.05%). In terms of maximum drawdown, XFIV dropped -6.38% vs VGIT's -16.05%.
On 3-year performance, XFIV leads with 3.51% vs 3.40% for VGIT. On fees, VGIT is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, XFIV has performed better with a 3.51% return vs 3.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGIT is cheaper with a 0.03% expense ratio, compared with 0.05% for XFIV.
VGIT has the higher dividend yield at 3.87%, compared with 3.82% for XFIV.
XFIV tracks Bloomberg US Treasury 5 Year Target Duration Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. They also come from different issuers: BondBloxx and Vanguard. Their fees differ too: 0.05% for XFIV and 0.03% for VGIT.
VGIT currently has the higher Sharpe Ratio (1.05 vs 1.01), 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.
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