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VGLT vs. VUSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGLT vs. VUSTX - 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 Treasury Fund Investor Shares (VUSTX). The values are adjusted to include any dividend payments, if applicable.

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VGLT vs. VUSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGLT
Vanguard Long-Term Treasury ETF
-0.14%5.35%-6.28%3.27%-29.34%-4.98%17.57%14.30%-1.54%8.64%
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
-0.56%5.55%-6.41%3.33%-29.58%-4.93%18.20%14.14%-1.89%8.60%

Returns By Period

In the year-to-date period, VGLT achieves a -0.14% return, which is significantly higher than VUSTX's -0.56% return. Over the past 10 years, VGLT has outperformed VUSTX with an annualized return of -0.87%, while VUSTX has yielded a comparatively lower -0.93% annualized return.


VGLT

1D
-0.05%
1M
-3.18%
YTD
-0.14%
6M
-0.79%
1Y
-0.40%
3Y*
-1.59%
5Y*
-4.89%
10Y*
-0.87%

VUSTX

1D
0.00%
1M
-3.43%
YTD
-0.56%
6M
-0.98%
1Y
-0.63%
3Y*
-1.62%
5Y*
-4.99%
10Y*
-0.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGLT vs. VUSTX - Expense Ratio Comparison

VGLT has a 0.03% expense ratio, which is lower than VUSTX'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%.


Return for Risk

VGLT vs. VUSTX — Risk / Return Rank

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

VGLT
VGLT Risk / Return Rank: 1111
Overall Rank
VGLT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1010
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1010
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1313
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1313
Martin Ratio Rank

VUSTX
VUSTX Risk / Return Rank: 66
Overall Rank
VUSTX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VUSTX Sortino Ratio Rank: 44
Sortino Ratio Rank
VUSTX Omega Ratio Rank: 44
Omega Ratio Rank
VUSTX Calmar Ratio Rank: 88
Calmar Ratio Rank
VUSTX Martin Ratio Rank: 77
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. VUSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury ETF (VGLT) and Vanguard Long-Term Treasury Fund Investor Shares (VUSTX). 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.


VGLTVUSTXDifference

Sharpe ratio

Return per unit of total volatility

-0.04

0.02

-0.06

Sortino ratio

Return per unit of downside risk

0.02

0.10

-0.08

Omega ratio

Gain probability vs. loss probability

1.00

1.01

-0.01

Calmar ratio

Return relative to maximum drawdown

0.04

0.15

-0.11

Martin ratio

Return relative to average drawdown

0.09

0.33

-0.24

VGLT vs. VUSTX - Sharpe Ratio Comparison

The current VGLT Sharpe Ratio is -0.04, which is lower than the VUSTX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of VGLT and VUSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VGLTVUSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

0.02

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

-0.34

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

-0.07

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.44

-0.25

Correlation

The correlation between VGLT and VUSTX is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VGLT vs. VUSTX - Dividend Comparison

VGLT's dividend yield for the trailing twelve months is around 4.54%, more than VUSTX's 4.02% yield.


TTM20252024202320222021202020192018201720162015
VGLT
Vanguard Long-Term Treasury ETF
4.54%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
4.02%4.29%4.03%3.33%2.93%4.21%10.38%2.82%2.82%2.64%5.27%5.52%

Drawdowns

VGLT vs. VUSTX - Drawdown Comparison

The maximum VGLT drawdown since its inception was -46.18%, roughly equal to the maximum VUSTX drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for VGLT and VUSTX.


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Drawdown Indicators


VGLTVUSTXDifference

Max Drawdown

Largest peak-to-trough decline

-46.18%

-46.37%

+0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-8.77%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-40.98%

-41.45%

+0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-46.18%

-46.37%

+0.19%

Current Drawdown

Current decline from peak

-36.66%

-36.78%

+0.12%

Average Drawdown

Average peak-to-trough decline

-14.83%

-9.23%

-5.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

3.95%

-0.09%

Volatility

VGLT vs. VUSTX - Volatility Comparison

Vanguard Long-Term Treasury ETF (VGLT) and Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) have volatilities of 3.45% and 3.60%, 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.


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Volatility by Period


VGLTVUSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

3.60%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

6.00%

6.06%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

10.32%

10.49%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

14.64%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.84%

13.78%

+0.06%