VLGSX vs. VGPMX
Compare and contrast key facts about Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) and Vanguard Global Capital Cycles Fund (VGPMX).
VLGSX is managed by Vanguard. It was launched on Mar 1, 2010. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Performance
VLGSX vs. VGPMX - Performance Comparison
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VLGSX vs. VGPMX - 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% |
VGPMX Vanguard Global Capital Cycles Fund | 4.53% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 20.67% | -32.26% | 13.75% |
Returns By Period
In the year-to-date period, VLGSX achieves a -0.20% return, which is significantly lower than VGPMX's 4.53% return. Over the past 10 years, VLGSX has underperformed VGPMX with an annualized return of -0.85%, while VGPMX has yielded a comparatively higher 12.39% 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%
VGPMX
- 1D
- -0.02%
- 1M
- -10.69%
- YTD
- 4.53%
- 6M
- 17.55%
- 1Y
- 57.21%
- 3Y*
- 24.25%
- 5Y*
- 19.13%
- 10Y*
- 12.39%
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VLGSX vs. VGPMX - Expense Ratio Comparison
VLGSX has a 0.07% expense ratio, which is lower than VGPMX's 0.36% expense ratio.
Return for Risk
VLGSX vs. VGPMX — Risk / Return Rank
VLGSX
VGPMX
VLGSX vs. VGPMX - 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 Vanguard Global Capital Cycles Fund (VGPMX). 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 | VGPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | 2.94 | -2.82 |
Sortino ratioReturn per unit of downside risk | 0.24 | 3.51 | -3.28 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.56 | -0.53 |
Calmar ratioReturn relative to maximum drawdown | 0.30 | 4.24 | -3.94 |
Martin ratioReturn relative to average drawdown | 0.66 | 17.59 | -16.93 |
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 | VGPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 2.94 | -2.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 1.12 | -1.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.57 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.25 | -0.07 |
Correlation
The correlation between VLGSX and VGPMX is -0.08. 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
VLGSX vs. VGPMX - Dividend Comparison
VLGSX's dividend yield for the trailing twelve months is around 4.08%, more than VGPMX's 3.73% 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% |
VGPMX Vanguard Global Capital Cycles Fund | 3.73% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Drawdowns
VLGSX vs. VGPMX - Drawdown Comparison
The maximum VLGSX drawdown since its inception was -46.22%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for VLGSX and VGPMX.
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Drawdown Indicators
| VLGSX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.22% | -78.85% | +32.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.49% | -12.80% | +4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -41.02% | -22.71% | -18.31% |
Max Drawdown (10Y)Largest decline over 10 years | -46.22% | -54.59% | +8.37% |
Current DrawdownCurrent decline from peak | -36.44% | -10.73% | -25.71% |
Average DrawdownAverage peak-to-trough decline | -14.89% | -34.69% | +19.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 3.09% | +0.77% |
Volatility
VLGSX vs. VGPMX - Volatility Comparison
The current volatility for Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) is 3.62%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 7.56%. This indicates that VLGSX experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLGSX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 7.56% | -3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 13.14% | -7.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.37% | 19.28% | -8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 17.15% | -2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.73% | 21.65% | -7.92% |