VLGSX vs. VSBSX
Compare and contrast key facts about Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) and Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX).
VLGSX is managed by Vanguard. It was launched on Mar 1, 2010. VSBSX is managed by Vanguard. It was launched on Dec 28, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLGSX or VSBSX.
Performance
VLGSX vs. VSBSX - Performance Comparison
Returns By Period
In the year-to-date period, VLGSX achieves a -4.58% return, which is significantly lower than VSBSX's 3.42% return. Over the past 10 years, VLGSX has underperformed VSBSX with an annualized return of -0.07%, while VSBSX has yielded a comparatively higher 1.14% annualized return.
VLGSX
-4.58%
-1.79%
1.59%
4.42%
-5.43%
-0.07%
VSBSX
3.42%
-0.20%
2.99%
4.97%
1.06%
1.14%
Key characteristics
| VLGSX | VSBSX | |
|---|---|---|
| Sharpe Ratio | 0.35 | 2.73 |
| Sortino Ratio | 0.58 | 4.28 |
| Omega Ratio | 1.07 | 1.60 |
| Calmar Ratio | 0.11 | 1.70 |
| Martin Ratio | 0.84 | 13.24 |
| Ulcer Index | 5.58% | 0.38% |
| Daily Std Dev | 13.39% | 1.82% |
| Max Drawdown | -46.41% | -6.54% |
| Current Drawdown | -38.78% | -0.82% |
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VLGSX vs. VSBSX - Expense Ratio Comparison
Both VLGSX and VSBSX have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VLGSX and VSBSX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VLGSX vs. VSBSX - 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 Short-Term Treasury Index Fund Admiral Shares (VSBSX). 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.
Dividends
VLGSX vs. VSBSX - Dividend Comparison
VLGSX's dividend yield for the trailing twelve months is around 4.09%, which matches VSBSX's 4.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLGSX Vanguard Long-Term Treasury Index Fund Admiral Shares | 4.09% | 3.30% | 2.81% | 1.79% | 1.83% | 2.44% | 2.73% | 2.55% | 2.68% | 2.80% | 2.77% | 3.20% |
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 4.12% | 3.29% | 1.12% | 0.33% | 1.11% | 2.27% | 1.80% | 1.09% | 0.81% | 0.67% | 0.40% | 0.27% |
Drawdowns
VLGSX vs. VSBSX - Drawdown Comparison
The maximum VLGSX drawdown since its inception was -46.41%, which is greater than VSBSX's maximum drawdown of -6.54%. Use the drawdown chart below to compare losses from any high point for VLGSX and VSBSX. For additional features, visit the drawdowns tool.
Volatility
VLGSX vs. VSBSX - Volatility Comparison
Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) has a higher volatility of 4.09% compared to Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) at 0.35%. This indicates that VLGSX's price experiences larger fluctuations and is considered to be riskier than VSBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.