LFDR vs. VGLT
LFDR (LifeX Durable Income ETF) and VGLT (Vanguard Long-Term Treasury ETF) are both Government Bonds funds. LFDR is actively managed, while VGLT is passively managed. Over the past year, LFDR returned 4.52% vs 5.25% for VGLT. With a 0.99 correlation, they move nearly in lockstep. LFDR charges 0.25%/yr vs 0.03%/yr for VGLT.
Performance
LFDR vs. VGLT - Performance Comparison
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Returns By Period
In the year-to-date period, LFDR achieves a -0.39% return, which is significantly higher than VGLT's -0.41% return.
LFDR
- 1D
- -0.36%
- 1M
- 0.65%
- YTD
- -0.39%
- 6M
- -1.72%
- 1Y
- 4.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGLT
- 1D
- -0.40%
- 1M
- 0.71%
- YTD
- -0.41%
- 6M
- -1.68%
- 1Y
- 5.25%
- 3Y*
- -0.72%
- 5Y*
- -5.30%
- 10Y*
- -1.10%
LFDR vs. VGLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LFDR LifeX Durable Income ETF | -0.39% | 4.82% | -1.64% |
VGLT Vanguard Long-Term Treasury ETF | -0.41% | 5.35% | -2.55% |
Correlation
The correlation between LFDR and VGLT 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 (All Time) Calculated using the full available price history since Dec 17, 2024 | 0.99 |
The correlation between LFDR and VGLT has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
LFDR vs. VGLT — Risk / Return Rank
LFDR
VGLT
LFDR vs. VGLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX Durable Income ETF (LFDR) 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.
| LFDR | VGLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.10 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 0.75 | -0.08 |
| Martin ratioReturn relative to average drawdown | 1.76 | 1.96 | -0.20 |
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
| LFDR | VGLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.59 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.37 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.19 | +0.01 |
Drawdowns
LFDR vs. VGLT - Drawdown Comparison
The maximum LFDR drawdown since its inception was -7.77%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for LFDR and VGLT.
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Drawdown Indicators
| LFDR | VGLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.77% | -46.18% | +38.41% |
Max Drawdown (1Y)Largest decline over 1 year | -6.75% | -7.01% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.68% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.18% | — |
Current DrawdownCurrent decline from peak | -4.12% | -36.83% | +32.71% |
Average DrawdownAverage peak-to-trough decline | -2.95% | -15.06% | +12.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.68% | -0.11% |
Volatility
LFDR vs. VGLT - Volatility Comparison
LifeX Durable Income ETF (LFDR) and Vanguard Long-Term Treasury ETF (VGLT) have volatilities of 2.56% and 2.59%, 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
| LFDR | VGLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 2.59% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 5.71% | 5.94% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.37% | 8.88% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.61% | 14.58% | -4.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.61% | 13.81% | -4.20% |
LFDR vs. VGLT - Expense Ratio Comparison
LFDR has a 0.25% expense ratio, which is higher than VGLT'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. VGLT - Dividend Comparison
LFDR's dividend yield for the trailing twelve months is around 8.27%, more than VGLT's 4.61% 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% |
VGLT Vanguard Long-Term Treasury ETF | 4.61% | 4.44% | 4.33% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% |
Frequently Asked Questions
With a correlation of 0.99, LFDR and VGLT 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.
VGLT has higher volatility (2.59%) compared to LFDR (2.56%). In terms of maximum drawdown, LFDR dropped -7.77% vs VGLT's -46.18%.
On 1-year performance, VGLT leads with 5.25% vs 4.52% for LFDR. On fees, VGLT 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 1-year period, VGLT has performed better with a 5.25% return vs 4.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGLT is cheaper with a 0.03% expense ratio, compared with 0.25% for LFDR.
LFDR has the higher dividend yield at 8.27%, compared with 4.61% for VGLT.
They also come from different issuers: Stone Ridge and Vanguard. Their fees differ too: 0.25% for LFDR and 0.03% for VGLT.
VGLT currently has the higher Sharpe Ratio (0.59 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.
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