VASGX vs. SGOV
VASGX (Vanguard LifeStrategy Growth Fund) and SGOV (iShares 0-3 Month Treasury Bond ETF) are both funds - VASGX is a Diversified Portfolio fund actively managed by Vanguard, while SGOV is a Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. VASGX is actively managed, while SGOV is passively managed. Over the past 5 years, VASGX returned 8.92%/yr vs 3.54%/yr for SGOV. At a correlation of -0.02, they often move in opposite directions. VASGX charges 0.14%/yr vs 0.09%/yr for SGOV.
Performance
VASGX vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, VASGX achieves a 10.43% return, which is significantly higher than SGOV's 1.55% return.
VASGX
- 1D
- 0.29%
- 1M
- 1.82%
- YTD
- 10.43%
- 6M
- 10.95%
- 1Y
- 24.89%
- 3Y*
- 17.81%
- 5Y*
- 8.92%
- 10Y*
- 10.69%
SGOV
- 1D
- 0.03%
- 1M
- 0.31%
- YTD
- 1.55%
- 6M
- 1.79%
- 1Y
- 3.97%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
VASGX vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VASGX Vanguard LifeStrategy Growth Fund | 10.43% | 19.65% | 12.95% | 18.76% | -17.21% | 14.35% | 23.55% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.55% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Correlation
The correlation between VASGX and SGOV is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since May 29, 2020 | -0.02 |
The correlation between VASGX and SGOV shifts across timeframes, from -0.15 (1 year) to -0.00 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VASGX vs. SGOV — Risk / Return Rank
VASGX
SGOV
VASGX vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Growth Fund (VASGX) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
| VASGX | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -17.95 | ||
| Sortino ratioReturn per unit of downside risk | -273.77 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 196.55 | -195.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 400.29 | -397.26 |
| Martin ratioReturn relative to average drawdown | 13.36 | 4,485.40 | -4,472.04 |
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
| VASGX | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 20.34 | -17.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 14.75 | -14.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 12.50 | -11.92 |
Drawdowns
VASGX vs. SGOV - Drawdown Comparison
The maximum VASGX drawdown since its inception was -51.16%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for VASGX and SGOV.
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Drawdown Indicators
| VASGX | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.16% | -0.03% | -51.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -0.01% | -8.16% |
Max Drawdown (3Y)Largest decline over 3 years | -12.89% | -0.01% | -12.88% |
Max Drawdown (5Y)Largest decline over 5 years | -24.43% | -0.03% | -24.40% |
Max Drawdown (10Y)Largest decline over 10 years | -28.53% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | 0.00% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -0.00% | -7.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 0.00% | +1.85% |
Volatility
VASGX vs. SGOV - Volatility Comparison
Vanguard LifeStrategy Growth Fund (VASGX) has a higher volatility of 3.15% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that VASGX's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VASGX | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.15% | 0.06% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 8.29% | 0.13% | +8.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.36% | 0.20% | +10.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.77% | 0.24% | +12.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.48% | 0.24% | +13.24% |
VASGX vs. SGOV - Expense Ratio Comparison
VASGX has a 0.14% expense ratio, which is higher than SGOV's 0.09% 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
VASGX vs. SGOV - Dividend Comparison
VASGX's dividend yield for the trailing twelve months is around 3.71%, less than SGOV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VASGX Vanguard LifeStrategy Growth Fund | 3.71% | 4.09% | 6.15% | 3.00% | 2.10% | 3.54% | 3.54% | 2.34% | 4.36% | 2.13% | 2.23% | 4.54% |
Frequently Asked Questions
VASGX and SGOV have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VASGX has higher volatility (3.15%) compared to SGOV (0.06%). In terms of maximum drawdown, VASGX dropped -51.16% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.34 vs 2.38), 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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