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TLT vs. VUSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLT vs. VUSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond ETF (TLT) and Vanguard Long-Term Treasury Fund Investor Shares (VUSTX). The values are adjusted to include any dividend payments, if applicable.

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TLT vs. VUSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLT
iShares 20+ Year Treasury Bond ETF
0.69%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
-0.18%5.55%-6.41%3.33%-29.58%-4.93%18.20%14.14%-1.89%8.60%

Returns By Period

In the year-to-date period, TLT achieves a 0.69% return, which is significantly higher than VUSTX's -0.18% return. Over the past 10 years, TLT has underperformed VUSTX with an annualized return of -1.34%, while VUSTX has yielded a comparatively higher -0.90% annualized return.


TLT

1D
0.61%
1M
-2.26%
YTD
0.69%
6M
-0.72%
1Y
-1.22%
3Y*
-2.76%
5Y*
-5.75%
10Y*
-1.34%

VUSTX

1D
0.51%
1M
-2.59%
YTD
-0.18%
6M
-0.60%
1Y
-0.86%
3Y*
-1.67%
5Y*
-4.91%
10Y*
-0.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLT vs. VUSTX - Expense Ratio Comparison

TLT has a 0.15% expense ratio, which is lower than VUSTX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

TLT vs. VUSTX — Risk / Return Rank

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

TLT
TLT Risk / Return Rank: 99
Overall Rank
TLT Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 99
Sortino Ratio Rank
TLT Omega Ratio Rank: 99
Omega Ratio Rank
TLT Calmar Ratio Rank: 99
Calmar Ratio Rank
TLT Martin Ratio Rank: 99
Martin Ratio Rank

VUSTX
VUSTX Risk / Return Rank: 44
Overall Rank
VUSTX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VUSTX Sortino Ratio Rank: 33
Sortino Ratio Rank
VUSTX Omega Ratio Rank: 33
Omega Ratio Rank
VUSTX Calmar Ratio Rank: 44
Calmar Ratio Rank
VUSTX Martin Ratio Rank: 44
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.

TLT vs. VUSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond ETF (TLT) and Vanguard Long-Term Treasury Fund Investor Shares (VUSTX). 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.


TLTVUSTXDifference

Sharpe ratio

Return per unit of total volatility

-0.07

-0.01

-0.05

Sortino ratio

Return per unit of downside risk

-0.01

0.05

-0.07

Omega ratio

Gain probability vs. loss probability

1.00

1.01

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.09

-0.03

-0.06

Martin ratio

Return relative to average drawdown

-0.19

-0.06

-0.13

TLT vs. VUSTX - Sharpe Ratio Comparison

The current TLT Sharpe Ratio is -0.07, which is lower than the VUSTX Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of TLT and VUSTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TLTVUSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

-0.01

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

-0.34

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

-0.07

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.44

-0.18

Correlation

The correlation between TLT and VUSTX is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TLT vs. VUSTX - Dividend Comparison

TLT's dividend yield for the trailing twelve months is around 4.51%, more than VUSTX's 4.00% yield.


TTM20252024202320222021202020192018201720162015
TLT
iShares 20+ Year Treasury Bond ETF
4.51%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
4.00%4.29%4.03%3.33%2.93%4.21%10.38%2.82%2.82%2.64%5.27%5.52%

Drawdowns

TLT vs. VUSTX - Drawdown Comparison

The maximum TLT drawdown since its inception was -48.35%, roughly equal to the maximum VUSTX drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for TLT and VUSTX.


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Drawdown Indicators


TLTVUSTXDifference

Max Drawdown

Largest peak-to-trough decline

-48.35%

-46.37%

-1.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.23%

-8.77%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-41.45%

-2.25%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

-46.37%

-1.98%

Current Drawdown

Current decline from peak

-39.86%

-36.54%

-3.32%

Average Drawdown

Average peak-to-trough decline

-13.63%

-9.23%

-4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.40%

3.97%

+0.43%

Volatility

TLT vs. VUSTX - Volatility Comparison

iShares 20+ Year Treasury Bond ETF (TLT) and Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) have volatilities of 3.79% and 3.65%, 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


TLTVUSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

3.65%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

6.63%

6.08%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

11.38%

10.41%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

14.62%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.93%

13.78%

+1.15%