PortfoliosLab logo
VGLT vs. BLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGLT and BLV is -0.14. 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: -0.1

Performance

VGLT vs. BLV - Performance Comparison

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

40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
46.27%
74.14%
VGLT
BLV

Key characteristics

Sharpe Ratio

VGLT:

0.35

BLV:

0.40

Sortino Ratio

VGLT:

0.56

BLV:

0.63

Omega Ratio

VGLT:

1.07

BLV:

1.07

Calmar Ratio

VGLT:

0.11

BLV:

0.15

Martin Ratio

VGLT:

0.68

BLV:

0.86

Ulcer Index

VGLT:

6.63%

BLV:

5.53%

Daily Std Dev

VGLT:

13.02%

BLV:

11.77%

Max Drawdown

VGLT:

-46.18%

BLV:

-38.29%

Current Drawdown

VGLT:

-38.39%

BLV:

-28.14%

Returns By Period

In the year-to-date period, VGLT achieves a 2.33% return, which is significantly higher than BLV's 1.50% return. Over the past 10 years, VGLT has underperformed BLV with an annualized return of -0.76%, while BLV has yielded a comparatively higher 0.81% annualized return.


VGLT

YTD

2.33%

1M

-1.17%

6M

-1.78%

1Y

5.15%

5Y*

-9.07%

10Y*

-0.76%

BLV

YTD

1.50%

1M

-1.37%

6M

-1.89%

1Y

5.35%

5Y*

-5.21%

10Y*

0.81%

*Annualized

Compare stocks, funds, or ETFs

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


VGLT vs. BLV - Expense Ratio Comparison

Both VGLT and BLV 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 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%
Expense ratio chart for BLV: 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%
BLV: 0.04%

Risk-Adjusted Performance

VGLT vs. BLV — Risk-Adjusted Performance Rank

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

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

BLV
The Risk-Adjusted Performance Rank of BLV is 4545
Overall Rank
The Sharpe Ratio Rank of BLV is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of BLV is 4949
Sortino Ratio Rank
The Omega Ratio Rank of BLV is 4646
Omega Ratio Rank
The Calmar Ratio Rank of BLV is 3737
Calmar Ratio Rank
The Martin Ratio Rank of BLV is 4242
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.

VGLT vs. BLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury ETF (VGLT) and Vanguard Long-Term Bond ETF (BLV). 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 VGLT, currently valued at 0.35, compared to the broader market-1.000.001.002.003.004.00
VGLT: 0.35
BLV: 0.40
The chart of Sortino ratio for VGLT, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.00
VGLT: 0.56
BLV: 0.63
The chart of Omega ratio for VGLT, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
VGLT: 1.07
BLV: 1.07
The chart of Calmar ratio for VGLT, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.00
VGLT: 0.11
BLV: 0.15
The chart of Martin ratio for VGLT, currently valued at 0.68, compared to the broader market0.0020.0040.0060.00
VGLT: 0.68
BLV: 0.86

The current VGLT Sharpe Ratio is 0.35, which is comparable to the BLV Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of VGLT and BLV, 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.35
0.40
VGLT
BLV

Dividends

VGLT vs. BLV - Dividend Comparison

VGLT's dividend yield for the trailing twelve months is around 4.35%, less than BLV's 4.65% yield.


TTM20242023202220212020201920182017201620152014
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%
BLV
Vanguard Long-Term Bond ETF
4.65%4.68%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%

Drawdowns

VGLT vs. BLV - Drawdown Comparison

The maximum VGLT drawdown since its inception was -46.18%, which is greater than BLV's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for VGLT and BLV. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%NovemberDecember2025FebruaryMarchApril
-38.39%
-28.14%
VGLT
BLV

Volatility

VGLT vs. BLV - Volatility Comparison

Vanguard Long-Term Treasury ETF (VGLT) and Vanguard Long-Term Bond ETF (BLV) have volatilities of 5.38% and 5.49%, 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.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
5.38%
5.49%
VGLT
BLV