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BLV vs. VGLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLV and VGLT is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

BLV vs. VGLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Bond ETF (BLV) and Vanguard Long-Term Treasury ETF (VGLT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BLV:

-0.02

VGLT:

-0.09

Sortino Ratio

BLV:

0.26

VGLT:

0.16

Omega Ratio

BLV:

1.03

VGLT:

1.02

Calmar Ratio

BLV:

0.05

VGLT:

0.02

Martin Ratio

BLV:

0.26

VGLT:

0.10

Ulcer Index

BLV:

5.89%

VGLT:

7.03%

Daily Std Dev

BLV:

11.78%

VGLT:

13.09%

Max Drawdown

BLV:

-38.29%

VGLT:

-46.18%

Current Drawdown

BLV:

-29.07%

VGLT:

-39.53%

Returns By Period

In the year-to-date period, BLV achieves a 0.19% return, which is significantly lower than VGLT's 0.42% return. Over the past 10 years, BLV has outperformed VGLT with an annualized return of 1.27%, while VGLT has yielded a comparatively lower -0.28% annualized return.


BLV

YTD

0.19%

1M

-0.61%

6M

-1.66%

1Y

-0.23%

5Y*

-5.09%

10Y*

1.27%

VGLT

YTD

0.42%

1M

-1.35%

6M

-1.69%

1Y

-1.17%

5Y*

-9.02%

10Y*

-0.28%

*Annualized

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BLV vs. VGLT - Expense Ratio Comparison

Both BLV and VGLT have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

BLV vs. VGLT — Risk-Adjusted Performance Rank

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

BLV
The Risk-Adjusted Performance Rank of BLV is 1919
Overall Rank
The Sharpe Ratio Rank of BLV is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of BLV is 2121
Sortino Ratio Rank
The Omega Ratio Rank of BLV is 2020
Omega Ratio Rank
The Calmar Ratio Rank of BLV is 2020
Calmar Ratio Rank
The Martin Ratio Rank of BLV is 2121
Martin Ratio Rank

VGLT
The Risk-Adjusted Performance Rank of VGLT is 1616
Overall Rank
The Sharpe Ratio Rank of VGLT is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of VGLT is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VGLT is 1717
Omega Ratio Rank
The Calmar Ratio Rank of VGLT is 1717
Calmar Ratio Rank
The Martin Ratio Rank of VGLT is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BLV vs. VGLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond ETF (BLV) and Vanguard Long-Term Treasury ETF (VGLT). 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.


The current BLV Sharpe Ratio is -0.02, which is higher than the VGLT Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of BLV and VGLT, 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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Dividends

BLV vs. VGLT - Dividend Comparison

BLV's dividend yield for the trailing twelve months is around 4.73%, more than VGLT's 4.47% yield.


TTM20242023202220212020201920182017201620152014
BLV
Vanguard Long-Term Bond ETF
4.73%4.68%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%
VGLT
Vanguard Long-Term Treasury ETF
4.47%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%2.75%

Drawdowns

BLV vs. VGLT - Drawdown Comparison

The maximum BLV drawdown since its inception was -38.29%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for BLV and VGLT. For additional features, visit the drawdowns tool.


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Volatility

BLV vs. VGLT - Volatility Comparison

The current volatility for Vanguard Long-Term Bond ETF (BLV) is 3.27%, while Vanguard Long-Term Treasury ETF (VGLT) has a volatility of 3.59%. This indicates that BLV experiences smaller price fluctuations and is considered to be less risky than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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