LFBE vs. VGIT
LFBE (LifeX 2065 Longevity Income ETF) and VGIT (Vanguard Intermediate-Term Treasury ETF) are both Government Bonds funds. LFBE is actively managed, while VGIT is passively managed. Over the past year, LFBE returned 4.42% vs 3.54% for VGIT. Their correlation of 0.87 suggests significant overlap in exposure. LFBE charges 0.25%/yr vs 0.03%/yr for VGIT.
Performance
LFBE vs. VGIT - Performance Comparison
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Returns By Period
In the year-to-date period, LFBE achieves a -0.38% return, which is significantly higher than VGIT's -0.46% return.
LFBE
- 1D
- -0.36%
- 1M
- 0.65%
- YTD
- -0.38%
- 6M
- -1.72%
- 1Y
- 4.42%
- 3Y*
- —
- 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%
LFBE vs. VGIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LFBE LifeX 2065 Longevity Income ETF | -0.38% | 5.14% |
VGIT Vanguard Intermediate-Term Treasury ETF | -0.46% | 7.47% |
Correlation
The correlation between LFBE and VGIT is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2025 | 0.87 |
The correlation between LFBE and VGIT has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.
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Return for Risk
LFBE vs. VGIT — Risk / Return Rank
LFBE
VGIT
LFBE vs. VGIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX 2065 Longevity Income ETF (LFBE) 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.
| LFBE | VGIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.18 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.25 | -0.60 |
| Martin ratioReturn relative to average drawdown | 1.72 | 3.75 | -2.03 |
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
| LFBE | VGIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 1.05 | -0.52 |
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 | 0.36 | 0.49 | -0.13 |
Drawdowns
LFBE vs. VGIT - Drawdown Comparison
The maximum LFBE drawdown since its inception was -7.65%, smaller than the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for LFBE and VGIT.
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Drawdown Indicators
| LFBE | VGIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.65% | -16.05% | +8.40% |
Max Drawdown (1Y)Largest decline over 1 year | -6.76% | -2.83% | -3.93% |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.34% | — |
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 | -4.11% | -2.39% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -3.52% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 0.94% | +1.63% |
Volatility
LFBE vs. VGIT - Volatility Comparison
LifeX 2065 Longevity Income ETF (LFBE) has a higher volatility of 2.57% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.05%. This indicates that LFBE's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LFBE | VGIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.57% | 1.05% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 5.73% | 2.33% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.31% | 3.38% | +4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.37% | 5.38% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.37% | 4.50% | +4.87% |
LFBE vs. VGIT - Expense Ratio Comparison
LFBE has a 0.25% 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
LFBE vs. VGIT - Dividend Comparison
LFBE's dividend yield for the trailing twelve months is around 8.29%, more than VGIT's 3.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LFBE LifeX 2065 Longevity Income ETF | 8.29% | 12.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
LFBE and VGIT have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LFBE has higher volatility (2.57%) compared to VGIT (1.05%). In terms of maximum drawdown, LFBE dropped -7.65% vs VGIT's -16.05%.
On 1-year performance, LFBE leads with 4.42% vs 3.54% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LFBE has performed better with a 4.42% return vs 3.54%. 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 0.25% for LFBE.
LFBE has the higher dividend yield at 8.29%, compared with 3.87% for VGIT.
They also come from different issuers: Stone Ridge and Vanguard. Their fees differ too: 0.25% for LFBE and 0.03% for VGIT.
VGIT currently has the higher Sharpe Ratio (1.05 vs 0.53), 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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