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VLGIX vs. VFIAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VLGIX vs. VFIAX - 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 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VLGIX achieves a -0.22% return, which is significantly lower than VFIAX's 11.69% return. Over the past 10 years, VLGIX has underperformed VFIAX with an annualized return of -1.03%, while VFIAX has yielded a comparatively higher 15.63% annualized return.


VLGIX

1D
0.17%
1M
1.13%
YTD
-0.22%
6M
-1.29%
1Y
5.63%
3Y*
-0.45%
5Y*
-4.92%
10Y*
-1.03%

VFIAX

1D
0.13%
1M
5.80%
YTD
11.69%
6M
11.73%
1Y
28.95%
3Y*
22.72%
5Y*
14.24%
10Y*
15.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VLGIX vs. VFIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VLGIX
Vanguard Long-Term Treasury Index Fund Institutional Shares
-0.22%5.46%-6.11%3.67%-29.45%-5.06%17.72%14.31%-1.59%8.64%
VFIAX
Vanguard 500 Index Fund Admiral Shares
11.69%17.83%24.97%26.24%-18.16%28.65%18.32%31.46%-4.45%21.78%

Correlation

The correlation between VLGIX and VFIAX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.17

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

0.07

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

-0.25

The correlation between VLGIX and VFIAX shifts across timeframes, from -0.25 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VLGIX vs. VFIAX — Risk / Return Rank

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

VLGIX
VLGIX Risk / Return Rank: 77
Overall Rank
VLGIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VLGIX Sortino Ratio Rank: 77
Sortino Ratio Rank
VLGIX Omega Ratio Rank: 77
Omega Ratio Rank
VLGIX Calmar Ratio Rank: 88
Calmar Ratio Rank
VLGIX Martin Ratio Rank: 77
Martin Ratio Rank

VFIAX
VFIAX Risk / Return Rank: 7373
Overall Rank
VFIAX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VFIAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
VFIAX Omega Ratio Rank: 6767
Omega Ratio Rank
VFIAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VFIAX Martin Ratio Rank: 8383
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. VFIAX - 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 500 Index Fund Admiral Shares (VFIAX). 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.


VLGIXVFIAXDifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

-2.48

Omega ratioGain probability vs. loss probability

1.11

1.46

-0.35

Calmar ratioReturn relative to maximum drawdown

0.79

3.35

-2.56

Martin ratioReturn relative to average drawdown

2.06

15.66

-13.61

VLGIX vs. VFIAX - Sharpe Ratio Comparison

The current VLGIX Sharpe Ratio is 0.62, which is lower than the VFIAX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of VLGIX and VFIAX, 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


VLGIXVFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

2.52

-1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.85

-1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

0.87

-0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.47

-0.28

Drawdowns

VLGIX vs. VFIAX - Drawdown Comparison

The maximum VLGIX drawdown since its inception was -46.23%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VLGIX and VFIAX.


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Drawdown Indicators


VLGIXVFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-46.23%

-55.20%

+8.97%

Max Drawdown (1Y)

Largest decline over 1 year

-6.99%

-8.90%

+1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-17.65%

-18.75%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-41.00%

-24.53%

-16.47%

Max Drawdown (10Y)

Largest decline over 10 years

-46.23%

-33.83%

-12.40%

Current Drawdown

Current decline from peak

-36.41%

0.00%

-36.41%

Average Drawdown

Average peak-to-trough decline

-15.03%

-9.40%

-5.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.90%

+0.78%

Volatility

VLGIX vs. VFIAX - Volatility Comparison

Vanguard Long-Term Treasury Index Fund Institutional Shares (VLGIX) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 2.69% and 2.82%, 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


VLGIXVFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

2.82%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

6.07%

8.98%

-2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

8.98%

11.86%

-2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

16.90%

-2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.72%

18.07%

-4.35%

VLGIX vs. VFIAX - Expense Ratio Comparison

VLGIX has a 0.05% expense ratio, which is higher than VFIAX's 0.04% 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%.


Dividends

VLGIX vs. VFIAX - Dividend Comparison

VLGIX's dividend yield for the trailing twelve months is around 4.59%, more than VFIAX's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.01%1.12%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%
VLGIX
Vanguard Long-Term Treasury Index Fund Institutional Shares
4.59%4.43%4.67%3.31%2.83%1.78%2.15%2.46%2.73%2.57%2.70%2.82%

Frequently Asked Questions


VLGIX and VFIAX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFIAX has higher volatility (2.82%) compared to VLGIX (2.69%). In terms of maximum drawdown, VLGIX dropped -46.23% vs VFIAX's -55.20%.

VFIAX currently has the higher Sharpe Ratio (2.52 vs 0.62), 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.

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