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VCLT vs. VGLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCLT and VGLT is -0.00. 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.


-0.50.00.51.0
Correlation: -0.0

Performance

VCLT vs. VGLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Corporate Bond ETF (VCLT) and Vanguard Long-Term Treasury ETF (VGLT). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
94.34%
46.27%
VCLT
VGLT

Key characteristics

Sharpe Ratio

VCLT:

0.42

VGLT:

0.35

Sortino Ratio

VCLT:

0.65

VGLT:

0.56

Omega Ratio

VCLT:

1.08

VGLT:

1.07

Calmar Ratio

VCLT:

0.20

VGLT:

0.11

Martin Ratio

VCLT:

1.10

VGLT:

0.68

Ulcer Index

VCLT:

4.47%

VGLT:

6.63%

Daily Std Dev

VCLT:

11.62%

VGLT:

13.02%

Max Drawdown

VCLT:

-34.31%

VGLT:

-46.18%

Current Drawdown

VCLT:

-20.45%

VGLT:

-38.39%

Returns By Period

In the year-to-date period, VCLT achieves a 0.53% return, which is significantly lower than VGLT's 2.33% return. Over the past 10 years, VCLT has outperformed VGLT with an annualized return of 1.90%, while VGLT has yielded a comparatively lower -0.76% annualized return.


VCLT

YTD

0.53%

1M

-1.59%

6M

-2.07%

1Y

5.41%

5Y*

-2.48%

10Y*

1.90%

VGLT

YTD

2.33%

1M

-1.17%

6M

-1.78%

1Y

5.15%

5Y*

-9.07%

10Y*

-0.76%

*Annualized

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VCLT vs. VGLT - Expense Ratio Comparison

Both VCLT and VGLT have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for VCLT: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCLT: 0.04%
Expense ratio chart for VGLT: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGLT: 0.04%

Risk-Adjusted Performance

VCLT vs. VGLT — Risk-Adjusted Performance Rank

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

VCLT
The Risk-Adjusted Performance Rank of VCLT is 4848
Overall Rank
The Sharpe Ratio Rank of VCLT is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VCLT is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VCLT is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VCLT is 4141
Calmar Ratio Rank
The Martin Ratio Rank of VCLT is 4646
Martin Ratio Rank

VGLT
The Risk-Adjusted Performance Rank of VGLT is 4242
Overall Rank
The Sharpe Ratio Rank of VGLT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VGLT is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VGLT is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VGLT is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VGLT is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VCLT vs. VGLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Corporate Bond ETF (VCLT) 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.


The chart of Sharpe ratio for VCLT, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.00
VCLT: 0.42
VGLT: 0.35
The chart of Sortino ratio for VCLT, currently valued at 0.65, compared to the broader market-2.000.002.004.006.008.00
VCLT: 0.65
VGLT: 0.56
The chart of Omega ratio for VCLT, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
VCLT: 1.08
VGLT: 1.07
The chart of Calmar ratio for VCLT, currently valued at 0.20, compared to the broader market0.002.004.006.008.0010.0012.00
VCLT: 0.20
VGLT: 0.11
The chart of Martin ratio for VCLT, currently valued at 1.10, compared to the broader market0.0020.0040.0060.00
VCLT: 1.10
VGLT: 0.68

The current VCLT Sharpe Ratio is 0.42, which is comparable to the VGLT Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of VCLT and VGLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.42
0.35
VCLT
VGLT

Dividends

VCLT vs. VGLT - Dividend Comparison

VCLT's dividend yield for the trailing twelve months is around 5.31%, more than VGLT's 4.35% yield.


TTM20242023202220212020201920182017201620152014
VCLT
Vanguard Long-Term Corporate Bond ETF
5.31%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%4.29%
VGLT
Vanguard Long-Term Treasury ETF
4.35%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%2.75%

Drawdowns

VCLT vs. VGLT - Drawdown Comparison

The maximum VCLT drawdown since its inception was -34.31%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for VCLT and VGLT. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%NovemberDecember2025FebruaryMarchApril
-20.45%
-38.39%
VCLT
VGLT

Volatility

VCLT vs. VGLT - Volatility Comparison

Vanguard Long-Term Corporate Bond ETF (VCLT) has a higher volatility of 6.56% compared to Vanguard Long-Term Treasury ETF (VGLT) at 5.38%. This indicates that VCLT's price experiences larger fluctuations and is considered to be riskier than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.56%
5.38%
VCLT
VGLT