PortfoliosLab logoPortfoliosLab logo
VLCAX vs. VLGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VLCAX vs. VLGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and Vanguard Long-Term Treasury Index Fund Institutional Shares (VLGIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VLCAX vs. VLGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VLCAX
Vanguard Large-Cap Index Fund Admiral Shares
-7.50%18.09%25.10%27.26%-19.69%27.02%21.03%31.39%-4.49%22.02%
VLGIX
Vanguard Long-Term Treasury Index Fund Institutional Shares
-0.26%5.46%-6.11%3.67%-29.45%-5.06%17.72%14.31%-1.59%8.64%

Returns By Period

In the year-to-date period, VLCAX achieves a -7.50% return, which is significantly lower than VLGIX's -0.26% return. Over the past 10 years, VLCAX has outperformed VLGIX with an annualized return of 13.70%, while VLGIX has yielded a comparatively lower -0.82% annualized return.


VLCAX

1D
-0.38%
1M
-7.67%
YTD
-7.50%
6M
-5.21%
1Y
14.27%
3Y*
17.31%
5Y*
10.92%
10Y*
13.70%

VLGIX

1D
1.24%
1M
-3.94%
YTD
-0.26%
6M
-0.44%
1Y
0.42%
3Y*
-1.41%
5Y*
-4.55%
10Y*
-0.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VLCAX vs. VLGIX - Expense Ratio Comparison

Both VLCAX and VLGIX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VLCAX vs. VLGIX — Risk / Return Rank

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

VLCAX
VLCAX Risk / Return Rank: 4545
Overall Rank
VLCAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VLCAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VLCAX Omega Ratio Rank: 4848
Omega Ratio Rank
VLCAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VLCAX Martin Ratio Rank: 5151
Martin Ratio Rank

VLGIX
VLGIX Risk / Return Rank: 99
Overall Rank
VLGIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VLGIX Sortino Ratio Rank: 77
Sortino Ratio Rank
VLGIX Omega Ratio Rank: 66
Omega Ratio Rank
VLGIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
VLGIX Martin Ratio Rank: 1010
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.

VLCAX vs. VLGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and Vanguard Long-Term Treasury Index Fund Institutional Shares (VLGIX). 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.


VLCAXVLGIXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.12

+0.70

Sortino ratio

Return per unit of downside risk

1.28

0.23

+1.04

Omega ratio

Gain probability vs. loss probability

1.19

1.03

+0.17

Calmar ratio

Return relative to maximum drawdown

1.04

0.31

+0.73

Martin ratio

Return relative to average drawdown

4.94

0.67

+4.27

VLCAX vs. VLGIX - Sharpe Ratio Comparison

The current VLCAX Sharpe Ratio is 0.82, which is higher than the VLGIX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of VLCAX and VLGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VLCAXVLGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.12

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

-0.31

+0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

-0.06

+0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.19

+0.35

Correlation

The correlation between VLCAX and VLGIX is -0.25. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VLCAX vs. VLGIX - Dividend Comparison

VLCAX's dividend yield for the trailing twelve months is around 1.16%, less than VLGIX's 4.10% yield.


TTM20252024202320222021202020192018201720162015
VLCAX
Vanguard Large-Cap Index Fund Admiral Shares
1.16%1.08%1.23%1.40%1.66%1.18%1.45%1.80%2.08%1.75%1.98%1.96%
VLGIX
Vanguard Long-Term Treasury Index Fund Institutional Shares
4.10%4.43%4.67%3.31%2.83%1.78%2.15%2.46%2.73%2.57%2.70%2.82%

Drawdowns

VLCAX vs. VLGIX - Drawdown Comparison

The maximum VLCAX drawdown since its inception was -54.76%, which is greater than VLGIX's maximum drawdown of -46.23%. Use the drawdown chart below to compare losses from any high point for VLCAX and VLGIX.


Loading graphics...

Drawdown Indicators


VLCAXVLGIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.76%

-46.23%

-8.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-8.50%

-3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-25.65%

-41.00%

+15.35%

Max Drawdown (10Y)

Largest decline over 10 years

-33.97%

-46.23%

+12.26%

Current Drawdown

Current decline from peak

-9.19%

-36.43%

+27.24%

Average Drawdown

Average peak-to-trough decline

-6.90%

-14.80%

+7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.85%

-1.30%

Volatility

VLCAX vs. VLGIX - Volatility Comparison

Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) has a higher volatility of 4.23% compared to Vanguard Long-Term Treasury Index Fund Institutional Shares (VLGIX) at 3.58%. This indicates that VLCAX's price experiences larger fluctuations and is considered to be riskier than VLGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VLCAXVLGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

3.58%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

6.07%

+3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

18.23%

10.41%

+7.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

14.59%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

13.74%

+4.42%