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VLGSX vs. VITAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VLGSX and VITAX is -0.40. 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.


Performance

VLGSX vs. VITAX - Performance Comparison

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

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Key characteristics

Daily Std Dev

VLGSX:

10.17%

VITAX:

13.58%

Max Drawdown

VLGSX:

-1.01%

VITAX:

-0.69%

Current Drawdown

VLGSX:

-0.91%

VITAX:

-0.01%

Returns By Period


VLGSX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VITAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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VLGSX vs. VITAX - Expense Ratio Comparison

VLGSX has a 0.07% expense ratio, which is lower than VITAX's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

VLGSX vs. VITAX — Risk-Adjusted Performance Rank

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

VLGSX
The Risk-Adjusted Performance Rank of VLGSX is 2727
Overall Rank
The Sharpe Ratio Rank of VLGSX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of VLGSX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of VLGSX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of VLGSX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of VLGSX is 2727
Martin Ratio Rank

VITAX
The Risk-Adjusted Performance Rank of VITAX is 5353
Overall Rank
The Sharpe Ratio Rank of VITAX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of VITAX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VITAX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VITAX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VITAX is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VLGSX vs. VITAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.



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Dividends

VLGSX vs. VITAX - Dividend Comparison

VLGSX's dividend yield for the trailing twelve months is around 4.39%, more than VITAX's 0.56% yield.


TTM20242023202220212020201920182017201620152014
VLGSX
Vanguard Long-Term Treasury Index Fund Admiral Shares
4.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VLGSX vs. VITAX - Drawdown Comparison

The maximum VLGSX drawdown since its inception was -1.01%, which is greater than VITAX's maximum drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for VLGSX and VITAX. For additional features, visit the drawdowns tool.


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Volatility

VLGSX vs. VITAX - Volatility Comparison


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