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

Correlation

The correlation between VGLT and EDV is -0.27. 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: -0.3

Performance

VGLT vs. EDV - Performance Comparison

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

40.00%45.00%50.00%55.00%60.00%NovemberDecember2025FebruaryMarchApril
46.27%
48.06%
VGLT
EDV

Key characteristics

Sharpe Ratio

VGLT:

0.35

EDV:

0.02

Sortino Ratio

VGLT:

0.56

EDV:

0.17

Omega Ratio

VGLT:

1.07

EDV:

1.02

Calmar Ratio

VGLT:

0.11

EDV:

0.01

Martin Ratio

VGLT:

0.68

EDV:

0.04

Ulcer Index

VGLT:

6.63%

EDV:

10.76%

Daily Std Dev

VGLT:

13.02%

EDV:

20.75%

Max Drawdown

VGLT:

-46.18%

EDV:

-59.96%

Current Drawdown

VGLT:

-38.39%

EDV:

-54.40%

Returns By Period

In the year-to-date period, VGLT achieves a 2.33% return, which is significantly higher than EDV's 0.28% return. Over the past 10 years, VGLT has outperformed EDV with an annualized return of -0.76%, while EDV has yielded a comparatively lower -2.63% annualized return.


VGLT

YTD

2.33%

1M

-1.17%

6M

-1.78%

1Y

5.15%

5Y*

-9.07%

10Y*

-0.76%

EDV

YTD

0.28%

1M

-2.75%

6M

-6.12%

1Y

1.74%

5Y*

-14.43%

10Y*

-2.63%

*Annualized

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VGLT vs. EDV - Expense Ratio Comparison

VGLT has a 0.04% expense ratio, which is lower than EDV's 0.06% 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 EDV: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EDV: 0.06%
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

VGLT vs. EDV — 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

EDV
The Risk-Adjusted Performance Rank of EDV is 2424
Overall Rank
The Sharpe Ratio Rank of EDV is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of EDV is 2525
Sortino Ratio Rank
The Omega Ratio Rank of EDV is 2424
Omega Ratio Rank
The Calmar Ratio Rank of EDV is 2424
Calmar Ratio Rank
The Martin Ratio Rank of EDV is 2424
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. EDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury ETF (VGLT) and Vanguard Extended Duration Treasury ETF (EDV). 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
EDV: 0.02
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
EDV: 0.17
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
EDV: 1.02
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
EDV: 0.01
The chart of Martin ratio for VGLT, currently valued at 0.68, compared to the broader market0.0020.0040.0060.00
VGLT: 0.68
EDV: 0.04

The current VGLT Sharpe Ratio is 0.35, which is higher than the EDV Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of VGLT and EDV, 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
0.02
VGLT
EDV

Dividends

VGLT vs. EDV - Dividend Comparison

VGLT's dividend yield for the trailing twelve months is around 4.35%, less than EDV's 4.73% 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%
EDV
Vanguard Extended Duration Treasury ETF
4.73%4.65%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%

Drawdowns

VGLT vs. EDV - Drawdown Comparison

The maximum VGLT drawdown since its inception was -46.18%, smaller than the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for VGLT and EDV. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%NovemberDecember2025FebruaryMarchApril
-38.39%
-54.40%
VGLT
EDV

Volatility

VGLT vs. EDV - Volatility Comparison

The current volatility for Vanguard Long-Term Treasury ETF (VGLT) is 5.38%, while Vanguard Extended Duration Treasury ETF (EDV) has a volatility of 9.19%. This indicates that VGLT experiences smaller price fluctuations and is considered to be less risky than EDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
5.38%
9.19%
VGLT
EDV