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VGIT vs. TLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGIT and TLT is -0.24. 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: -0.2

Performance

VGIT vs. TLT - Performance Comparison

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

35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
38.45%
44.50%
VGIT
TLT

Key characteristics

Sharpe Ratio

VGIT:

1.67

TLT:

0.28

Sortino Ratio

VGIT:

2.58

TLT:

0.48

Omega Ratio

VGIT:

1.30

TLT:

1.06

Calmar Ratio

VGIT:

0.61

TLT:

0.09

Martin Ratio

VGIT:

3.98

TLT:

0.53

Ulcer Index

VGIT:

1.92%

TLT:

7.52%

Daily Std Dev

VGIT:

4.56%

TLT:

14.42%

Max Drawdown

VGIT:

-16.05%

TLT:

-48.35%

Current Drawdown

VGIT:

-5.39%

TLT:

-41.08%

Returns By Period

In the year-to-date period, VGIT achieves a 3.57% return, which is significantly higher than TLT's 2.84% return. Over the past 10 years, VGIT has outperformed TLT with an annualized return of 1.26%, while TLT has yielded a comparatively lower -1.03% annualized return.


VGIT

YTD

3.57%

1M

1.23%

6M

2.79%

1Y

8.10%

5Y*

-0.91%

10Y*

1.26%

TLT

YTD

2.84%

1M

0.04%

6M

-1.48%

1Y

5.49%

5Y*

-9.90%

10Y*

-1.03%

*Annualized

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VGIT vs. TLT - Expense Ratio Comparison

VGIT has a 0.04% expense ratio, which is lower than TLT's 0.15% 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%.


Expense ratio chart for TLT: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TLT: 0.15%
Expense ratio chart for VGIT: 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%
VGIT: 0.04%

Risk-Adjusted Performance

VGIT vs. TLT — Risk-Adjusted Performance Rank

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

VGIT
The Risk-Adjusted Performance Rank of VGIT is 8484
Overall Rank
The Sharpe Ratio Rank of VGIT is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of VGIT is 9393
Sortino Ratio Rank
The Omega Ratio Rank of VGIT is 9090
Omega Ratio Rank
The Calmar Ratio Rank of VGIT is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VGIT is 8080
Martin Ratio Rank

TLT
The Risk-Adjusted Performance Rank of TLT is 3333
Overall Rank
The Sharpe Ratio Rank of TLT is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of TLT is 3737
Sortino Ratio Rank
The Omega Ratio Rank of TLT is 3232
Omega Ratio Rank
The Calmar Ratio Rank of TLT is 2626
Calmar Ratio Rank
The Martin Ratio Rank of TLT is 3030
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.

VGIT vs. TLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) and iShares 20+ Year Treasury Bond ETF (TLT). 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 VGIT, currently valued at 1.67, compared to the broader market-1.000.001.002.003.004.00
VGIT: 1.67
TLT: 0.28
The chart of Sortino ratio for VGIT, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.00
VGIT: 2.58
TLT: 0.48
The chart of Omega ratio for VGIT, currently valued at 1.30, compared to the broader market0.501.001.502.002.50
VGIT: 1.30
TLT: 1.06
The chart of Calmar ratio for VGIT, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
VGIT: 0.61
TLT: 0.09
The chart of Martin ratio for VGIT, currently valued at 3.98, compared to the broader market0.0020.0040.0060.00
VGIT: 3.98
TLT: 0.53

The current VGIT Sharpe Ratio is 1.67, which is higher than the TLT Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of VGIT and TLT, 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
1.67
0.28
VGIT
TLT

Dividends

VGIT vs. TLT - Dividend Comparison

VGIT's dividend yield for the trailing twelve months is around 3.69%, less than TLT's 4.24% yield.


TTM20242023202220212020201920182017201620152014
VGIT
Vanguard Intermediate-Term Treasury ETF
3.69%3.67%2.72%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%
TLT
iShares 20+ Year Treasury Bond ETF
4.24%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%

Drawdowns

VGIT vs. TLT - Drawdown Comparison

The maximum VGIT drawdown since its inception was -16.05%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for VGIT and TLT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.39%
-41.08%
VGIT
TLT

Volatility

VGIT vs. TLT - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury ETF (VGIT) is 1.81%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 6.00%. This indicates that VGIT experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
1.81%
6.00%
VGIT
TLT