PortfoliosLab logo
EDV vs. VGLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EDV and VGLT is 0.97, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

EDV vs. VGLT - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.25%
-2.74%
EDV
VGLT

Key characteristics

Sharpe Ratio

EDV:

-0.15

VGLT:

0.17

Sortino Ratio

EDV:

-0.07

VGLT:

0.33

Omega Ratio

EDV:

0.99

VGLT:

1.04

Calmar Ratio

EDV:

-0.05

VGLT:

0.05

Martin Ratio

EDV:

-0.29

VGLT:

0.35

Ulcer Index

EDV:

10.03%

VGLT:

6.31%

Daily Std Dev

EDV:

19.70%

VGLT:

12.64%

Max Drawdown

EDV:

-59.96%

VGLT:

-46.18%

Current Drawdown

EDV:

-52.17%

VGLT:

-36.41%

Returns By Period

In the year-to-date period, EDV achieves a 5.18% return, which is significantly lower than VGLT's 5.61% return. Over the past 10 years, EDV has underperformed VGLT with an annualized return of -2.41%, while VGLT has yielded a comparatively higher -0.55% annualized return.


EDV

YTD

5.18%

1M

-2.29%

6M

-9.49%

1Y

-0.13%

5Y*

-13.10%

10Y*

-2.41%

VGLT

YTD

5.61%

1M

-0.14%

6M

-4.26%

1Y

3.98%

5Y*

-8.25%

10Y*

-0.55%

*Annualized

Compare stocks, funds, or ETFs

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


EDV vs. VGLT - Expense Ratio Comparison

EDV has a 0.06% expense ratio, which is higher than VGLT's 0.04% 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%.


Expense ratio chart for EDV: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EDV: 0.06%
Expense ratio chart for VGLT: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGLT: 0.04%

Risk-Adjusted Performance

EDV vs. VGLT — Risk-Adjusted Performance Rank

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

EDV
The Risk-Adjusted Performance Rank of EDV is 1515
Overall Rank
The Sharpe Ratio Rank of EDV is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of EDV is 1414
Sortino Ratio Rank
The Omega Ratio Rank of EDV is 1414
Omega Ratio Rank
The Calmar Ratio Rank of EDV is 1717
Calmar Ratio Rank
The Martin Ratio Rank of EDV is 1616
Martin Ratio Rank

VGLT
The Risk-Adjusted Performance Rank of VGLT is 2626
Overall Rank
The Sharpe Ratio Rank of VGLT is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of VGLT is 2727
Sortino Ratio Rank
The Omega Ratio Rank of VGLT is 2626
Omega Ratio Rank
The Calmar Ratio Rank of VGLT is 2323
Calmar Ratio Rank
The Martin Ratio Rank of VGLT is 2525
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.

EDV vs. VGLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) 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 chart of Sharpe ratio for EDV, currently valued at -0.15, compared to the broader market-1.000.001.002.003.004.005.00
EDV: -0.15
VGLT: 0.17
The chart of Sortino ratio for EDV, currently valued at -0.07, compared to the broader market-2.000.002.004.006.008.0010.00
EDV: -0.07
VGLT: 0.33
The chart of Omega ratio for EDV, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.00
EDV: 0.99
VGLT: 1.04
The chart of Calmar ratio for EDV, currently valued at -0.05, compared to the broader market0.005.0010.0015.00
EDV: -0.05
VGLT: 0.05
The chart of Martin ratio for EDV, currently valued at -0.29, compared to the broader market0.0020.0040.0060.0080.00100.00
EDV: -0.29
VGLT: 0.35

The current EDV Sharpe Ratio is -0.15, which is lower than the VGLT Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of EDV 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.15
0.17
EDV
VGLT

Dividends

EDV vs. VGLT - Dividend Comparison

EDV's dividend yield for the trailing twelve months is around 3.35%, less than VGLT's 4.22% yield.


TTM20242023202220212020201920182017201620152014
EDV
Vanguard Extended Duration Treasury ETF
3.35%4.65%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%
VGLT
Vanguard Long-Term Treasury ETF
4.22%4.33%3.33%2.83%1.82%2.15%2.46%2.71%2.55%2.69%3.21%2.75%

Drawdowns

EDV vs. VGLT - Drawdown Comparison

The maximum EDV drawdown since its inception was -59.96%, which is greater than VGLT's maximum drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for EDV and VGLT. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%NovemberDecember2025FebruaryMarchApril
-52.17%
-36.41%
EDV
VGLT

Volatility

EDV vs. VGLT - Volatility Comparison

Vanguard Extended Duration Treasury ETF (EDV) has a higher volatility of 4.87% compared to Vanguard Long-Term Treasury ETF (VGLT) at 3.21%. This indicates that EDV's price experiences larger fluctuations and is considered to be riskier than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
4.87%
3.21%
EDV
VGLT