TAGG vs. VTG
TAGG (T. Rowe Price QM U.S. Bond ETF) and VTG (Vanguard Total Treasury ETF) are both Intermediate Core Bond funds. TAGG is actively managed, while VTG is passively managed. Their correlation of 0.93 suggests significant overlap in exposure. TAGG charges 0.08%/yr vs 0.03%/yr for VTG.
Performance
TAGG vs. VTG - Performance Comparison
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Returns By Period
In the year-to-date period, TAGG achieves a 0.29% return, which is significantly higher than VTG's 0.01% return.
TAGG
- 1D
- 0.12%
- 1M
- 0.15%
- YTD
- 0.29%
- 6M
- 0.50%
- 1Y
- 4.52%
- 3Y*
- 4.06%
- 5Y*
- —
- 10Y*
- —
VTG
- 1D
- 0.11%
- 1M
- 0.10%
- YTD
- 0.01%
- 6M
- 0.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TAGG vs. VTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TAGG T. Rowe Price QM U.S. Bond ETF | 0.29% | 3.61% |
VTG Vanguard Total Treasury ETF | 0.01% | 2.88% |
Correlation
The correlation between TAGG and VTG is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 10, 2025 | 0.93 |
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Return for Risk
TAGG vs. VTG — Risk / Return Rank
TAGG
VTG
TAGG vs. VTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM U.S. Bond ETF (TAGG) and Vanguard Total Treasury ETF (VTG). 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.
| TAGG | VTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.22 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | — | — |
| Martin ratioReturn relative to average drawdown | 4.20 | — | — |
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
| TAGG | VTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.91 | -0.87 |
Drawdowns
TAGG vs. VTG - Drawdown Comparison
The maximum TAGG drawdown since its inception was -17.26%, which is greater than VTG's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for TAGG and VTG.
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Drawdown Indicators
| TAGG | VTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.26% | -2.89% | -14.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.19% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -6.40% | — | — |
Current DrawdownCurrent decline from peak | -1.92% | -1.78% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -0.74% | -6.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | — | — |
Volatility
TAGG vs. VTG - Volatility Comparison
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Volatility by Period
| TAGG | VTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.83% | 3.51% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.53% | 3.51% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.53% | 3.51% | +3.02% |
TAGG vs. VTG - Expense Ratio Comparison
TAGG has a 0.08% expense ratio, which is higher than VTG'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
TAGG vs. VTG - Dividend Comparison
TAGG's dividend yield for the trailing twelve months is around 4.58%, more than VTG's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
TAGG T. Rowe Price QM U.S. Bond ETF | 4.58% | 4.36% | 4.36% | 3.48% | 3.67% | 0.33% |
VTG Vanguard Total Treasury ETF | 3.20% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, TAGG and VTG 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.
On fees, VTG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VTG is cheaper with a 0.03% expense ratio, compared with 0.08% for TAGG.
TAGG has the higher dividend yield at 4.58%, compared with 3.20% for VTG.
They also come from different issuers: T. Rowe Price and Vanguard. Their fees differ too: 0.08% for TAGG and 0.03% for VTG.
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