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VGSH vs. VGLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGSH vs. VGLT - Performance Comparison

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

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Returns By Period

In the year-to-date period, VGSH achieves a 0.48% return, which is significantly higher than VGLT's -0.41% return. Over the past 10 years, VGSH has outperformed VGLT with an annualized return of 1.74%, while VGLT has yielded a comparatively lower -1.10% annualized return.


VGSH

1D
-0.03%
1M
0.08%
YTD
0.48%
6M
0.74%
1Y
3.43%
3Y*
4.15%
5Y*
1.81%
10Y*
1.74%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGSH vs. VGLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGSH
Vanguard Short-Term Treasury ETF
0.48%5.07%4.00%4.31%-3.86%-0.60%3.04%3.52%1.55%0.04%
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%

Correlation

The correlation between VGSH and VGLT is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.65

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

0.64

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

0.61

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

0.56

The correlation between VGSH and VGLT shifts across timeframes, from 0.56 (all time) to 0.68 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VGSH vs. VGLT — Risk / Return Rank

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

VGSH
VGSH Risk / Return Rank: 8383
Overall Rank
VGSH Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9191
Sortino Ratio Rank
VGSH Omega Ratio Rank: 8888
Omega Ratio Rank
VGSH Calmar Ratio Rank: 7676
Calmar Ratio Rank
VGSH Martin Ratio Rank: 7878
Martin Ratio Rank

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
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.

VGSH vs. VGLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury ETF (VGSH) and Vanguard Long-Term Treasury ETF (VGLT). 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.


VGSHVGLTDifference
Sharpe ratioReturn per unit of total volatility

+2.08

Sortino ratioReturn per unit of downside risk

+3.51

Omega ratioGain probability vs. loss probability

1.57

1.10

+0.46

Calmar ratioReturn relative to maximum drawdown

3.90

0.75

+3.14

Martin ratioReturn relative to average drawdown

15.52

1.96

+13.55

VGSH vs. VGLT - Sharpe Ratio Comparison

The current VGSH Sharpe Ratio is 2.68, which is higher than the VGLT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of VGSH and VGLT, 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


VGSHVGLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

0.59

+2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

-0.37

+1.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

-0.08

+1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.19

+0.83

Drawdowns

VGSH vs. VGLT - Drawdown Comparison

The maximum VGSH drawdown since its inception was -5.70%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for VGSH and VGLT.


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Drawdown Indicators


VGSHVGLTDifference

Max Drawdown

Largest peak-to-trough decline

-5.70%

-46.18%

+40.48%

Max Drawdown (1Y)

Largest decline over 1 year

-0.88%

-7.01%

+6.13%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-17.68%

+16.71%

Max Drawdown (5Y)

Largest decline over 5 years

-5.66%

-40.98%

+35.32%

Max Drawdown (10Y)

Largest decline over 10 years

-5.70%

-46.18%

+40.48%

Current Drawdown

Current decline from peak

-0.29%

-36.83%

+36.54%

Average Drawdown

Average peak-to-trough decline

-0.60%

-15.06%

+14.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

2.68%

-2.46%

Volatility

VGSH vs. VGLT - Volatility Comparison

The current volatility for Vanguard Short-Term Treasury ETF (VGSH) is 0.35%, while Vanguard Long-Term Treasury ETF (VGLT) has a volatility of 2.59%. This indicates that VGSH experiences smaller price fluctuations and is considered to be less risky than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGSHVGLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.35%

2.59%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

5.94%

-5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

1.29%

8.88%

-7.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.97%

14.58%

-12.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

13.81%

-12.24%

VGSH vs. VGLT - Expense Ratio Comparison

Both VGSH and VGLT have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VGSH vs. VGLT - Dividend Comparison

VGSH's dividend yield for the trailing twelve months is around 3.87%, less than VGLT's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VGSH
Vanguard Short-Term Treasury ETF
3.87%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Frequently Asked Questions


VGSH and VGLT have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGLT has higher volatility (2.59%) compared to VGSH (0.35%). In terms of maximum drawdown, VGSH dropped -5.70% vs VGLT's -46.18%.

On 10-year performance, VGSH leads with 1.74% vs -1.10% for VGLT. Both ETFs have the same 0.03% expense ratio. On volatility, VGSH has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VGSH has performed better with a 1.74% return vs -1.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGSH and VGLT have the same expense ratio: 0.03% per year.

VGLT has the higher dividend yield at 4.61%, compared with 3.87% for VGSH.

VGSH tracks Bloomberg U.S. Treasury 1-3 Year Index, while VGLT tracks Bloomberg U.S. Long Treasury Index.

VGSH currently has the higher Sharpe Ratio (2.68 vs 0.59), 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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