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

Performance

VLGIX vs. VBLLX - Performance Comparison

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

Loading graphics...

VLGIX vs. VBLLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VBLLX
Vanguard Long-Term Bond Index Fund Institutional Shares
-1.24%6.60%-4.12%7.13%-27.20%-3.08%16.27%19.15%-4.71%10.89%

Returns By Period

In the year-to-date period, VLGIX achieves a -0.26% return, which is significantly higher than VBLLX's -1.24% return. Over the past 10 years, VLGIX has underperformed VBLLX with an annualized return of -0.82%, while VBLLX has yielded a comparatively higher 1.00% annualized return.


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%

VBLLX

1D
1.07%
1M
-4.25%
YTD
-1.24%
6M
-1.49%
1Y
1.54%
3Y*
0.60%
5Y*
-3.06%
10Y*
1.00%
*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.


VLGIX vs. VBLLX - Expense Ratio Comparison

Both VLGIX and VBLLX 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

VLGIX vs. VBLLX — Risk / Return Rank

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

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

VBLLX
VBLLX Risk / Return Rank: 1212
Overall Rank
VBLLX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
VBLLX Sortino Ratio Rank: 99
Sortino Ratio Rank
VBLLX Omega Ratio Rank: 99
Omega Ratio Rank
VBLLX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VBLLX Martin Ratio Rank: 1414
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.

VLGIX vs. VBLLX - Risk-Adjusted Trends Comparison

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


VLGIXVBLLXDifference

Sharpe ratio

Return per unit of total volatility

0.12

0.28

-0.15

Sortino ratio

Return per unit of downside risk

0.23

0.43

-0.20

Omega ratio

Gain probability vs. loss probability

1.03

1.05

-0.03

Calmar ratio

Return relative to maximum drawdown

0.31

0.52

-0.22

Martin ratio

Return relative to average drawdown

0.67

1.28

-0.60

VLGIX vs. VBLLX - Sharpe Ratio Comparison

The current VLGIX Sharpe Ratio is 0.12, which is lower than the VBLLX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of VLGIX and VBLLX, 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


VLGIXVBLLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

0.28

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

-0.24

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.09

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.35

-0.16

Correlation

The correlation between VLGIX and VBLLX 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

VLGIX vs. VBLLX - Dividend Comparison

VLGIX's dividend yield for the trailing twelve months is around 4.10%, less than VBLLX's 4.37% yield.


TTM20252024202320222021202020192018201720162015
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%
VBLLX
Vanguard Long-Term Bond Index Fund Institutional Shares
4.37%4.66%4.64%3.75%4.16%2.89%5.84%3.62%3.82%3.69%4.19%4.98%

Drawdowns

VLGIX vs. VBLLX - Drawdown Comparison

The maximum VLGIX drawdown since its inception was -46.23%, which is greater than VBLLX's maximum drawdown of -38.42%. Use the drawdown chart below to compare losses from any high point for VLGIX and VBLLX.


Loading graphics...

Drawdown Indicators


VLGIXVBLLXDifference

Max Drawdown

Largest peak-to-trough decline

-46.23%

-38.42%

-7.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

-6.87%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-41.00%

-36.29%

-4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-46.23%

-38.42%

-7.81%

Current Drawdown

Current decline from peak

-36.43%

-25.79%

-10.64%

Average Drawdown

Average peak-to-trough decline

-14.80%

-9.06%

-5.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

2.81%

+1.04%

Volatility

VLGIX vs. VBLLX - Volatility Comparison

Vanguard Long-Term Treasury Index Fund Institutional Shares (VLGIX) and Vanguard Long-Term Bond Index Fund Institutional Shares (VBLLX) have volatilities of 3.58% and 3.42%, 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.


Loading graphics...

Volatility by Period


VLGIXVBLLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

3.42%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

6.07%

5.49%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

10.41%

9.55%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

12.89%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.74%

11.58%

+2.16%