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VGLT vs. LTPZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGLT vs. LTPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Treasury ETF (VGLT) and PIMCO 15+ Year US TIPS Index ETF (LTPZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGLT achieves a -0.41% return, which is significantly lower than LTPZ's 0.41% return. Over the past 10 years, VGLT has underperformed LTPZ with an annualized return of -1.10%, while LTPZ has yielded a comparatively higher 0.75% annualized return.


VGLT

1D
-0.40%
1M
0.71%
YTD
-0.41%
6M
-1.68%
1Y
5.25%
3Y*
-0.72%
5Y*
-5.30%
10Y*
-1.10%

LTPZ

1D
-0.49%
1M
1.02%
YTD
0.41%
6M
-1.15%
1Y
4.72%
3Y*
-0.79%
5Y*
-5.24%
10Y*
0.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGLT vs. LTPZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGLT
Vanguard Long-Term Treasury ETF
-0.41%5.35%-6.28%3.27%-29.34%-4.98%17.57%14.30%-1.54%8.64%
LTPZ
PIMCO 15+ Year US TIPS Index ETF
0.41%4.00%-4.80%0.96%-31.71%7.02%24.89%17.47%-7.22%9.07%

Correlation

The correlation between VGLT and LTPZ is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2009

0.82

The correlation between VGLT and LTPZ shifts across timeframes, from 0.82 (all time) to 0.92 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VGLT vs. LTPZ — Risk / Return Rank

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

VGLT
VGLT Risk / Return Rank: 1818
Overall Rank
VGLT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1717
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1616
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1818
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1818
Martin Ratio Rank

LTPZ
LTPZ Risk / Return Rank: 1616
Overall Rank
LTPZ Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
LTPZ Sortino Ratio Rank: 1515
Sortino Ratio Rank
LTPZ Omega Ratio Rank: 1515
Omega Ratio Rank
LTPZ Calmar Ratio Rank: 1717
Calmar Ratio Rank
LTPZ Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VGLT vs. LTPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury ETF (VGLT) and PIMCO 15+ Year US TIPS Index ETF (LTPZ). 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.


VGLTLTPZDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratioReturn relative to maximum drawdown

0.75

0.68

+0.07

Martin ratioReturn relative to average drawdown

1.96

1.48

+0.48

VGLT vs. LTPZ - Sharpe Ratio Comparison

The current VGLT Sharpe Ratio is 0.59, which is comparable to the LTPZ Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of VGLT and LTPZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VGLTLTPZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.51

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

-0.33

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

0.05

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.21

-0.03

Drawdowns

VGLT vs. LTPZ - Drawdown Comparison

The maximum VGLT drawdown since its inception was -46.18%, which is greater than LTPZ's maximum drawdown of -40.99%. Use the drawdown chart below to compare losses from any high point for VGLT and LTPZ.


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Drawdown Indicators


VGLTLTPZDifference

Max Drawdown

Largest peak-to-trough decline

-46.18%

-40.99%

-5.19%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-7.00%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-17.68%

-16.27%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-40.98%

-40.99%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-46.18%

-40.99%

-5.19%

Current Drawdown

Current decline from peak

-36.83%

-32.74%

-4.09%

Average Drawdown

Average peak-to-trough decline

-15.06%

-12.41%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

3.20%

-0.52%

Volatility

VGLT vs. LTPZ - Volatility Comparison

Vanguard Long-Term Treasury ETF (VGLT) has a higher volatility of 2.59% compared to PIMCO 15+ Year US TIPS Index ETF (LTPZ) at 2.32%. This indicates that VGLT's price experiences larger fluctuations and is considered to be riskier than LTPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGLTLTPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

2.32%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

5.94%

6.41%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

8.88%

9.26%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.58%

15.89%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.81%

15.07%

-1.26%

VGLT vs. LTPZ - Expense Ratio Comparison

VGLT has a 0.03% expense ratio, which is lower than LTPZ's 0.20% 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%.


Dividends

VGLT vs. LTPZ - Dividend Comparison

VGLT's dividend yield for the trailing twelve months is around 4.61%, less than LTPZ's 5.23% yield.


PositionTTM20252024202320222021202020192018201720162015
LTPZ
PIMCO 15+ Year US TIPS Index ETF
5.23%4.64%3.71%3.71%8.38%3.56%1.42%1.74%3.05%2.25%2.32%0.71%
VGLT
Vanguard Long-Term Treasury ETF
4.61%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%

Frequently Asked Questions


With a correlation of 0.92, VGLT and LTPZ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VGLT has higher volatility (2.59%) compared to LTPZ (2.32%). In terms of maximum drawdown, VGLT dropped -46.18% vs LTPZ's -40.99%.

On 10-year performance, LTPZ leads with 0.75% vs -1.10% for VGLT. On fees, VGLT is cheaper at 0.03% per year. On volatility, LTPZ has been the lower-risk option at 2.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, LTPZ has performed better with a 0.75% return vs -1.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGLT is cheaper with a 0.03% expense ratio, compared with 0.20% for LTPZ.

LTPZ has the higher dividend yield at 5.23%, compared with 4.61% for VGLT.

VGLT is categorized as Government Bonds, while LTPZ is Inflation-Protected Bonds. VGLT tracks Bloomberg U.S. Long Treasury Index, while LTPZ tracks ICE BofA US Inflation-Linked Treasury (15+ Y). They also come from different issuers: Vanguard and PIMCO. Their fees differ too: 0.03% for VGLT and 0.20% for LTPZ.

VGLT currently has the higher Sharpe Ratio (0.59 vs 0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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