VLGSX vs. SSFEX
Compare and contrast key facts about Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) and State Street Aggregate Bond Index Fund Class K (SSFEX).
VLGSX is managed by Vanguard. It was launched on Mar 1, 2010. SSFEX is managed by State Street.
Performance
VLGSX vs. SSFEX - Performance Comparison
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VLGSX vs. SSFEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLGSX Vanguard Long-Term Treasury Index Fund Admiral Shares | -0.20% | 5.42% | -6.17% | 3.66% | -29.48% | -4.99% | 17.70% | 14.31% | -1.62% | 8.65% |
SSFEX State Street Aggregate Bond Index Fund Class K | -0.17% | 6.80% | 1.35% | 5.61% | -13.19% | -1.78% | -89.22% | 9.45% | -0.10% | 3.30% |
Returns By Period
In the year-to-date period, VLGSX achieves a -0.20% return, which is significantly lower than SSFEX's -0.17% return. Over the past 10 years, VLGSX has outperformed SSFEX with an annualized return of -0.85%, while SSFEX has yielded a comparatively lower -19.27% annualized return.
VLGSX
- 1D
- 1.25%
- 1M
- -3.96%
- YTD
- -0.20%
- 6M
- -0.48%
- 1Y
- 0.43%
- 3Y*
- -1.42%
- 5Y*
- -4.56%
- 10Y*
- -0.85%
SSFEX
- 1D
- 0.53%
- 1M
- -1.96%
- YTD
- -0.17%
- 6M
- 0.82%
- 1Y
- 4.12%
- 3Y*
- 3.42%
- 5Y*
- 0.17%
- 10Y*
- -19.27%
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VLGSX vs. SSFEX - Expense Ratio Comparison
VLGSX has a 0.07% expense ratio, which is higher than SSFEX's 0.03% 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
VLGSX vs. SSFEX — Risk / Return Rank
VLGSX
SSFEX
VLGSX vs. SSFEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) and State Street Aggregate Bond Index Fund Class K (SSFEX). 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.
| VLGSX | SSFEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | 1.04 | -0.92 |
Sortino ratioReturn per unit of downside risk | 0.24 | 1.49 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.18 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.30 | 1.96 | -1.66 |
Martin ratioReturn relative to average drawdown | 0.66 | 5.43 | -4.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VLGSX | SSFEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 1.04 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.03 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | -0.61 | +0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | -0.56 | +0.73 |
Correlation
The correlation between VLGSX and SSFEX is 0.90, 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
VLGSX vs. SSFEX - Dividend Comparison
VLGSX's dividend yield for the trailing twelve months is around 4.08%, which matches SSFEX's 4.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLGSX Vanguard Long-Term Treasury Index Fund Admiral Shares | 4.08% | 4.41% | 4.65% | 3.30% | 2.80% | 1.85% | 2.13% | 2.45% | 2.72% | 2.55% | 2.46% | 2.80% |
SSFEX State Street Aggregate Bond Index Fund Class K | 4.04% | 3.66% | 3.76% | 3.14% | 2.48% | 3.32% | 9.59% | 3.56% | 2.79% | 2.43% | 2.19% | 4.67% |
Drawdowns
VLGSX vs. SSFEX - Drawdown Comparison
The maximum VLGSX drawdown since its inception was -46.22%, smaller than the maximum SSFEX drawdown of -92.70%. Use the drawdown chart below to compare losses from any high point for VLGSX and SSFEX.
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Drawdown Indicators
| VLGSX | SSFEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.22% | -92.70% | +46.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.49% | -2.52% | -5.97% |
Max Drawdown (5Y)Largest decline over 5 years | -41.02% | -17.99% | -23.03% |
Max Drawdown (10Y)Largest decline over 10 years | -46.22% | -92.70% | +46.48% |
Current DrawdownCurrent decline from peak | -36.44% | -90.11% | +53.67% |
Average DrawdownAverage peak-to-trough decline | -14.89% | -47.36% | +32.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 0.91% | +2.95% |
Volatility
VLGSX vs. SSFEX - Volatility Comparison
Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) has a higher volatility of 3.62% compared to State Street Aggregate Bond Index Fund Class K (SSFEX) at 1.61%. This indicates that VLGSX's price experiences larger fluctuations and is considered to be riskier than SSFEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLGSX | SSFEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 1.61% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 2.50% | +3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.37% | 4.20% | +6.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 5.91% | +8.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.73% | 31.83% | -18.10% |