Correlation
The correlation between LTPZ and VGLT is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
LTPZ vs. VGLT
Compare and contrast key facts about PIMCO 15+ Year US TIPS Index ETF (LTPZ) and Vanguard Long-Term Treasury ETF (VGLT).
LTPZ and VGLT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LTPZ is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US Inflation-Linked Treasury (15+ Y). It was launched on Sep 3, 2009. VGLT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. Long Government Float Adjusted Index. It was launched on Nov 19, 2009. Both LTPZ and VGLT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LTPZ or VGLT.
Performance
LTPZ vs. VGLT - Performance Comparison
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Key characteristics
LTPZ:
0.01
VGLT:
0.12
LTPZ:
0.13
VGLT:
0.23
LTPZ:
1.02
VGLT:
1.03
LTPZ:
0.01
VGLT:
0.03
LTPZ:
0.07
VGLT:
0.17
LTPZ:
6.78%
VGLT:
7.39%
LTPZ:
13.08%
VGLT:
13.08%
LTPZ:
-40.99%
VGLT:
-46.18%
LTPZ:
-35.17%
VGLT:
-39.35%
Returns By Period
In the year-to-date period, LTPZ achieves a 0.64% return, which is significantly lower than VGLT's 0.73% return. Over the past 10 years, LTPZ has outperformed VGLT with an annualized return of 1.09%, while VGLT has yielded a comparatively lower -0.25% annualized return.
LTPZ
0.64%
-1.38%
-4.99%
-0.76%
-5.80%
-5.16%
1.09%
VGLT
0.73%
-2.36%
-4.83%
0.70%
-4.95%
-8.62%
-0.25%
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LTPZ vs. VGLT - Expense Ratio Comparison
LTPZ has a 0.20% 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%.
Risk-Adjusted Performance
LTPZ vs. VGLT — Risk-Adjusted Performance Rank
LTPZ
VGLT
LTPZ vs. VGLT - Risk-Adjusted Performance 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.
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Dividends
LTPZ vs. VGLT - Dividend Comparison
LTPZ's dividend yield for the trailing twelve months is around 4.07%, less than VGLT's 4.45% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTPZ PIMCO 15+ Year US TIPS Index ETF | 4.07% | 3.71% | 3.71% | 8.38% | 3.56% | 1.42% | 1.74% | 3.80% | 2.25% | 2.32% | 0.71% | 1.77% |
VGLT Vanguard Long-Term Treasury ETF | 4.45% | 4.33% | 3.33% | 2.83% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% |
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.
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Volatility
LTPZ vs. VGLT - Volatility Comparison
PIMCO 15+ Year US TIPS Index ETF (LTPZ) and Vanguard Long-Term Treasury ETF (VGLT) have volatilities of 3.38% and 3.30%, 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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