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VGVT vs. EDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGVT vs. EDV - Performance Comparison

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

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VGVT vs. EDV - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VGVT achieves a 0.12% return, which is significantly higher than EDV's -0.09% return.


VGVT

1D
0.21%
1M
-1.74%
YTD
0.12%
6M
1.37%
1Y
3Y*
5Y*
10Y*

EDV

1D
-0.29%
1M
-6.06%
YTD
-0.09%
6M
-2.80%
1Y
-4.24%
3Y*
-6.57%
5Y*
-9.52%
10Y*
-2.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGVT vs. EDV - Expense Ratio Comparison

VGVT has a 0.10% expense ratio, which is higher than EDV's 0.06% expense ratio. However, 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

VGVT vs. EDV — Risk / Return Rank

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

VGVT

EDV
EDV Risk / Return Rank: 88
Overall Rank
EDV Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EDV Sortino Ratio Rank: 77
Sortino Ratio Rank
EDV Omega Ratio Rank: 77
Omega Ratio Rank
EDV Calmar Ratio Rank: 99
Calmar Ratio Rank
EDV Martin Ratio Rank: 99
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.

VGVT vs. EDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Government Securities Active ETF (VGVT) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VGVT vs. EDV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VGVTEDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

0.12

+1.32

Correlation

The correlation between VGVT and EDV is 0.87, 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

VGVT vs. EDV - Dividend Comparison

VGVT's dividend yield for the trailing twelve months is around 2.95%, less than EDV's 4.94% yield.


TTM20252024202320222021202020192018201720162015
VGVT
Vanguard Government Securities Active ETF
2.95%2.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EDV
Vanguard Extended Duration Treasury ETF
4.94%4.94%4.65%3.81%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%

Drawdowns

VGVT vs. EDV - Drawdown Comparison

The maximum VGVT drawdown since its inception was -2.42%, smaller than the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for VGVT and EDV.


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Drawdown Indicators


VGVTEDVDifference

Max Drawdown

Largest peak-to-trough decline

-2.42%

-59.96%

+57.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

Max Drawdown (5Y)

Largest decline over 5 years

-55.03%

Max Drawdown (10Y)

Largest decline over 10 years

-59.96%

Current Drawdown

Current decline from peak

-1.74%

-54.16%

+52.42%

Average Drawdown

Average peak-to-trough decline

-0.42%

-23.14%

+22.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.24%

Volatility

VGVT vs. EDV - Volatility Comparison


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Volatility by Period


VGVTEDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

17.29%

-14.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.27%

21.64%

-18.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.27%

19.85%

-16.58%