VGLT vs. SOL-USD
VGLT (Vanguard Long-Term Treasury ETF) is Government Bonds fund tracking the Bloomberg U.S. Long Treasury Index, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, VGLT returned -5.52%/yr vs 11.54%/yr for SOL-USD. At a 0.01 correlation, their price movements are largely independent.
Performance
VGLT vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VGLT achieves a 0.03% return, which is significantly higher than SOL-USD's -46.20% return.
VGLT
- 1D
- -0.27%
- 1M
- 1.30%
- YTD
- 0.03%
- 6M
- 0.49%
- 1Y
- 3.29%
- 3Y*
- -0.30%
- 5Y*
- -5.52%
- 10Y*
- -1.21%
SOL-USD
- 1D
- 0.15%
- 1M
- -26.54%
- YTD
- -46.20%
- 6M
- -49.40%
- 1Y
- -56.07%
- 3Y*
- 64.54%
- 5Y*
- 11.54%
- 10Y*
- —
VGLT vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VGLT Vanguard Long-Term Treasury ETF | 0.03% | 5.35% | -6.28% | 3.27% | -29.34% | -4.98% | -3.28% |
SOL-USD Solana | -46.20% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between VGLT and SOL-USD is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.01 |
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Return for Risk
VGLT vs. SOL-USD — Risk / Return Rank
VGLT
SOL-USD
VGLT vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury ETF (VGLT) and Solana (SOL-USD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VGLT | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.90 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | -0.75 | +1.22 |
| Martin ratioReturn relative to average drawdown | 1.19 | -1.21 | +2.40 |
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Drawdowns
VGLT vs. SOL-USD - Drawdown Comparison
The maximum VGLT drawdown since its inception was -46.18%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for VGLT and SOL-USD.
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Drawdown Indicators
| VGLT | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.18% | -96.27% | +50.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -74.89% | +67.88% |
Max Drawdown (3Y)Largest decline over 3 years | -17.68% | -76.28% | +58.60% |
Max Drawdown (5Y)Largest decline over 5 years | -40.98% | -96.27% | +55.29% |
Max Drawdown (10Y)Largest decline over 10 years | -46.18% | — | — |
Current DrawdownCurrent decline from peak | -36.55% | -74.45% | +37.90% |
Average DrawdownAverage peak-to-trough decline | -15.09% | -51.41% | +36.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 52.87% | -50.09% |
Volatility
VGLT vs. SOL-USD - Volatility Comparison
The current volatility for Vanguard Long-Term Treasury ETF (VGLT) is 2.69%, while Solana (SOL-USD) has a volatility of 17.43%. This indicates that VGLT experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGLT | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 17.43% | -14.74% |
Volatility (6M)Calculated over the trailing 6-month period | 6.09% | 46.84% | -40.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.78% | 60.20% | -51.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 82.38% | -67.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.82% | 99.84% | -86.02% |
Frequently Asked Questions
VGLT and SOL-USD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (17.43%) compared to VGLT (2.69%). In terms of maximum drawdown, VGLT dropped -46.18% vs SOL-USD's -96.27%.
VGLT currently has the higher Sharpe Ratio (0.38 vs -0.78), 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.
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