PortfoliosLab logoPortfoliosLab logo
LTPZ vs. VGLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTPZ vs. VGLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO 15+ Year US TIPS Index ETF (LTPZ) and Vanguard Long-Term Treasury ETF (VGLT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LTPZ achieves a 0.42% return, which is significantly higher than VGLT's 0.30% return. Over the past 10 years, LTPZ has outperformed VGLT with an annualized return of 0.66%, while VGLT has yielded a comparatively lower -1.21% annualized return.


LTPZ

1D
1.05%
1M
1.11%
YTD
0.42%
6M
-0.15%
1Y
4.41%
3Y*
-1.03%
5Y*
-5.52%
10Y*
0.66%

VGLT

1D
1.24%
1M
1.39%
YTD
0.30%
6M
-0.10%
1Y
4.73%
3Y*
-0.52%
5Y*
-5.47%
10Y*
-1.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTPZ vs. VGLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTPZ
PIMCO 15+ Year US TIPS Index ETF
0.42%4.00%-4.80%0.96%-31.71%7.02%24.89%17.47%-7.22%9.07%
VGLT
Vanguard Long-Term Treasury ETF
0.30%5.35%-6.28%3.27%-29.34%-4.98%17.57%14.30%-1.54%8.64%

Correlation

The correlation between LTPZ and VGLT is 0.92, 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

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.82

The correlation between LTPZ and VGLT shifts across timeframes, from 0.82 (all time) to 0.92 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

LTPZ vs. VGLT — Risk / Return Rank

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

LTPZ
LTPZ Risk / Return Rank: 1818
Overall Rank
LTPZ Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
LTPZ Sortino Ratio Rank: 1717
Sortino Ratio Rank
LTPZ Omega Ratio Rank: 1717
Omega Ratio Rank
LTPZ Calmar Ratio Rank: 1919
Calmar Ratio Rank
LTPZ Martin Ratio Rank: 1717
Martin Ratio Rank

VGLT
VGLT Risk / Return Rank: 1919
Overall Rank
VGLT Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1919
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1818
Omega Ratio Rank
VGLT Calmar Ratio Rank: 2020
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1919
Martin Ratio Rank
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.

LTPZ vs. VGLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO 15+ Year US TIPS Index ETF (LTPZ) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LTPZVGLTDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.08

1.09

-0.01

Calmar ratioReturn relative to maximum drawdown

0.63

0.68

-0.05

Martin ratioReturn relative to average drawdown

1.35

1.71

-0.36

LTPZ vs. VGLT - Sharpe Ratio Comparison

The current LTPZ Sharpe Ratio is 0.48, which is comparable to the VGLT Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of LTPZ and VGLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LTPZ vs. VGLT - Drawdown Comparison

The maximum LTPZ drawdown since its inception was -40.99%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for LTPZ and VGLT.


Loading charts...

Drawdown Indicators


LTPZVGLTDifference

Max Drawdown

Largest peak-to-trough decline

-40.99%

-46.18%

+5.19%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

-7.01%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-16.27%

-17.68%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-40.99%

-40.98%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

-46.18%

+5.19%

Current Drawdown

Current decline from peak

-32.73%

-36.38%

+3.65%

Average Drawdown

Average peak-to-trough decline

-12.43%

-15.09%

+2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

2.77%

+0.50%

Volatility

LTPZ vs. VGLT - Volatility Comparison

PIMCO 15+ Year US TIPS Index ETF (LTPZ) and Vanguard Long-Term Treasury ETF (VGLT) have volatilities of 2.55% and 2.68%, 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.


Loading charts...

Volatility by Period


LTPZVGLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

2.68%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

6.55%

6.09%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

9.20%

8.79%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

14.57%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

13.82%

+1.25%

LTPZ vs. VGLT - Expense Ratio Comparison

LTPZ has a 0.20% 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

LTPZ vs. VGLT - Dividend Comparison

LTPZ's dividend yield for the trailing twelve months is around 5.23%, more than VGLT's 4.58% yield.


PositionTTM20252024202320222021202020192018201720162015
LTPZ
PIMCO 15+ Year US TIPS Index ETF
5.23%4.64%3.71%3.71%8.38%3.56%1.42%1.74%3.05%2.25%2.32%0.71%
VGLT
Vanguard Long-Term Treasury ETF
4.58%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 0.92, LTPZ 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 (2.68%) compared to LTPZ (2.55%). In terms of maximum drawdown, LTPZ dropped -40.99% vs VGLT's -46.18%.

On 10-year performance, LTPZ leads with 0.66% vs -1.21% for VGLT. On fees, VGLT is cheaper at 0.03% per year. On volatility, LTPZ has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, LTPZ has performed better with a 0.66% return vs -1.21%. 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 0.20% for LTPZ.

LTPZ has the higher dividend yield at 5.23%, compared with 4.58% for VGLT.

LTPZ is categorized as Inflation-Protected Bonds, while VGLT is Government Bonds. LTPZ tracks ICE BofA US Inflation-Linked Treasury (15+ Y), while VGLT tracks Bloomberg U.S. Long Treasury Index. They also come from different issuers: PIMCO and Vanguard. Their fees differ too: 0.20% for LTPZ and 0.03% for VGLT.

VGLT currently has the higher Sharpe Ratio (0.54 vs 0.48), 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.

Portfolio Optimizer

Find the right allocation for LTPZ and VGLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer