LFDR vs. VGIT

Last updated Jun 4, 2026

LFDR (LifeX Durable Income ETF) and VGIT (Vanguard Intermediate-Term Treasury ETF) are both Government Bonds funds. LFDR is actively managed, while VGIT is passively managed. Over the past year, LFDR returned 4.52% vs 3.54% for VGIT. Their correlation of 0.87 suggests significant overlap in exposure. LFDR charges 0.25%/yr vs 0.03%/yr for VGIT.

Performance

LFDR vs. VGIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LifeX Durable Income ETF (LFDR) and Vanguard Intermediate-Term Treasury ETF (VGIT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LFDR achieves a -0.39% return, which is significantly higher than VGIT's -0.46% return.

LFDR

• 1D: -0.36%
• 1M: 0.65%
• YTD: -0.39%
• 6M: -1.72%
• 1Y: 4.52%
• 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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LFDR vs. VGIT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LFDR LifeX Durable Income ETF	-0.39%	4.82%	-1.64%
VGIT Vanguard Intermediate-Term Treasury ETF	-0.46%	7.34%	-0.44%

Correlation

The correlation between LFDR and VGIT is 0.86, 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	0.86
Correlation (All Time) Calculated using the full available price history since Dec 17, 2024	0.87

The correlation between LFDR and VGIT has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.

Return for Risk

LFDR vs. VGIT — Risk / Return Rank

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

LFDR

LFDR Risk / Return Rank: 17
LFDR Sharpe Ratio Rank: 18
LFDR Sortino Ratio Rank: 17
LFDR Omega Ratio Rank: 17
LFDR Calmar Ratio Rank: 17
LFDR Martin Ratio Rank: 18

VGIT

VGIT Risk / Return Rank: 27
VGIT Sharpe Ratio Rank: 28
VGIT Sortino Ratio Rank: 28
VGIT Omega Ratio Rank: 26
VGIT Calmar Ratio Rank: 26
VGIT Martin Ratio Rank: 26

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.

LFDR vs. VGIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LifeX Durable Income ETF (LFDR) 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.

	LFDR	VGIT	Difference
Sharpe ratio: Return per unit of total volatility	0.54	1.05	-0.51
Sortino ratio: Return per unit of downside risk	0.84	1.59	-0.75
Omega ratio: Gain probability vs. loss probability	1.09	1.18	-0.09
Calmar ratio: Return relative to maximum drawdown	0.67	1.25	-0.58
Martin ratio: Return relative to average drawdown	1.76	3.75	-1.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LFDR vs. VGIT - Sharpe Ratio Comparison

The current LFDR Sharpe Ratio is 0.54, which is lower than the VGIT Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of LFDR and VGIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LFDR	VGIT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.54	1.05	-0.51
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	0.19	0.49	-0.30

Drawdowns

LFDR vs. VGIT - Drawdown Comparison

The maximum LFDR drawdown since its inception was -7.77%, smaller than the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for LFDR and VGIT.

Drawdown Indicators

	LFDR	VGIT	Difference
Max Drawdown Largest peak-to-trough decline	-7.77%	-16.05%	+8.28%
Max Drawdown (1Y) Largest decline over 1 year	-6.75%	-2.83%	-3.92%
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 Drawdown Current decline from peak	-4.12%	-2.39%	-1.73%
Average Drawdown Average peak-to-trough decline	-2.95%	-3.52%	+0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	0.94%	+1.63%

Volatility

LFDR vs. VGIT - Volatility Comparison

LifeX Durable Income ETF (LFDR) has a higher volatility of 2.56% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.05%. This indicates that LFDR'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.

Volatility by Period

	LFDR	VGIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.56%	1.05%	+1.51%
Volatility (6M) Calculated over the trailing 6-month period	5.71%	2.33%	+3.38%
Volatility (1Y) Calculated over the trailing 1-year period	8.37%	3.38%	+4.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.61%	5.38%	+4.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.61%	4.50%	+5.11%

LFDR vs. VGIT - Expense Ratio Comparison

LFDR 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

LFDR vs. VGIT - Dividend Comparison

LFDR's dividend yield for the trailing twelve months is around 8.27%, more than VGIT's 3.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LFDR LifeX Durable Income ETF	8.27%	13.10%	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

Can I hold both LFDR and VGIT in my portfolio?

LFDR and VGIT have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFDR or VGIT?

LFDR has higher volatility (2.56%) compared to VGIT (1.05%). In terms of maximum drawdown, LFDR dropped -7.77% vs VGIT's -16.05%.

Which ETF is better, LFDR or VGIT?

On 1-year performance, LFDR leads with 4.52% 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.

Which ETF has performed better, LFDR or VGIT?

Over the 1-year period, LFDR has performed better with a 4.52% return vs 3.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LFDR or VGIT?

VGIT is cheaper with a 0.03% expense ratio, compared with 0.25% for LFDR.

Which ETF pays a higher dividend yield, LFDR or VGIT?

LFDR has the higher dividend yield at 8.27%, compared with 3.87% for VGIT.

What is the main difference between LFDR and VGIT?

They also come from different issuers: Stone Ridge and Vanguard. Their fees differ too: 0.25% for LFDR and 0.03% for VGIT.

Which has better risk-adjusted returns?

VGIT currently has the higher Sharpe Ratio (1.05 vs 0.54), 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.