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VFIRX vs. VLGSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFIRX and VLGSX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

VFIRX vs. VLGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) and Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.07%
-3.21%
VFIRX
VLGSX

Key characteristics

Sharpe Ratio

VFIRX:

1.59

VLGSX:

-0.23

Sortino Ratio

VFIRX:

2.64

VLGSX:

-0.23

Omega Ratio

VFIRX:

1.33

VLGSX:

0.97

Calmar Ratio

VFIRX:

1.00

VLGSX:

-0.07

Martin Ratio

VFIRX:

6.27

VLGSX:

-0.49

Ulcer Index

VFIRX:

0.65%

VLGSX:

5.98%

Daily Std Dev

VFIRX:

2.55%

VLGSX:

12.75%

Max Drawdown

VFIRX:

-8.06%

VLGSX:

-46.41%

Current Drawdown

VFIRX:

-0.66%

VLGSX:

-40.26%

Returns By Period

In the year-to-date period, VFIRX achieves a -0.10% return, which is significantly higher than VLGSX's -0.43% return. Over the past 10 years, VFIRX has outperformed VLGSX with an annualized return of 1.06%, while VLGSX has yielded a comparatively lower -1.38% annualized return.


VFIRX

YTD

-0.10%

1M

0.36%

6M

2.07%

1Y

4.06%

5Y*

0.83%

10Y*

1.06%

VLGSX

YTD

-0.43%

1M

-1.91%

6M

-3.46%

1Y

-2.16%

5Y*

-5.71%

10Y*

-1.38%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VFIRX vs. VLGSX - Expense Ratio Comparison

VFIRX has a 0.10% expense ratio, which is higher than VLGSX's 0.07% 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%.


VFIRX
Vanguard Short-Term Treasury Fund Admiral Shares
Expense ratio chart for VFIRX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VLGSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VFIRX vs. VLGSX — Risk-Adjusted Performance Rank

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

VFIRX
The Risk-Adjusted Performance Rank of VFIRX is 7575
Overall Rank
The Sharpe Ratio Rank of VFIRX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIRX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VFIRX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VFIRX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VFIRX is 6666
Martin Ratio Rank

VLGSX
The Risk-Adjusted Performance Rank of VLGSX is 33
Overall Rank
The Sharpe Ratio Rank of VLGSX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of VLGSX is 33
Sortino Ratio Rank
The Omega Ratio Rank of VLGSX is 33
Omega Ratio Rank
The Calmar Ratio Rank of VLGSX is 44
Calmar Ratio Rank
The Martin Ratio Rank of VLGSX is 33
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.

VFIRX vs. VLGSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) and Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX). 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.


Sharpe ratio
The chart of Sharpe ratio for VFIRX, currently valued at 1.59, compared to the broader market-1.000.001.002.003.004.001.59-0.23
The chart of Sortino ratio for VFIRX, currently valued at 2.64, compared to the broader market0.005.0010.002.64-0.23
The chart of Omega ratio for VFIRX, currently valued at 1.33, compared to the broader market1.002.003.004.001.330.97
The chart of Calmar ratio for VFIRX, currently valued at 1.00, compared to the broader market0.005.0010.0015.0020.001.00-0.07
The chart of Martin ratio for VFIRX, currently valued at 6.27, compared to the broader market0.0020.0040.0060.0080.006.27-0.49
VFIRX
VLGSX

The current VFIRX Sharpe Ratio is 1.59, which is higher than the VLGSX Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of VFIRX and VLGSX, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.59
-0.23
VFIRX
VLGSX

Dividends

VFIRX vs. VLGSX - Dividend Comparison

VFIRX's dividend yield for the trailing twelve months is around 4.49%, more than VLGSX's 4.33% yield.


TTM20242023202220212020201920182017201620152014
VFIRX
Vanguard Short-Term Treasury Fund Admiral Shares
4.49%4.49%4.07%2.01%0.43%0.86%2.49%2.21%1.27%1.00%0.79%0.61%
VLGSX
Vanguard Long-Term Treasury Index Fund Admiral Shares
4.33%4.31%3.30%2.81%1.79%1.83%2.44%2.73%2.55%2.68%2.80%2.77%

Drawdowns

VFIRX vs. VLGSX - Drawdown Comparison

The maximum VFIRX drawdown since its inception was -8.06%, smaller than the maximum VLGSX drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for VFIRX and VLGSX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.66%
-40.26%
VFIRX
VLGSX

Volatility

VFIRX vs. VLGSX - Volatility Comparison

The current volatility for Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) is 0.65%, while Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) has a volatility of 3.13%. This indicates that VFIRX experiences smaller price fluctuations and is considered to be less risky than VLGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
0.65%
3.13%
VFIRX
VLGSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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