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

Correlation

The correlation between VLGSX and VSBSX is 0.59, 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.


-0.50.00.51.00.6

Performance

VLGSX vs. VSBSX - 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 Short-Term Treasury Index Fund Admiral Shares (VSBSX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-2.38%
2.23%
VLGSX
VSBSX

Key characteristics

Sharpe Ratio

VLGSX:

-0.11

VSBSX:

2.44

Sortino Ratio

VLGSX:

-0.06

VSBSX:

3.67

Omega Ratio

VLGSX:

0.99

VSBSX:

1.53

Calmar Ratio

VLGSX:

-0.03

VSBSX:

2.50

Martin Ratio

VLGSX:

-0.23

VSBSX:

10.22

Ulcer Index

VLGSX:

6.02%

VSBSX:

0.40%

Daily Std Dev

VLGSX:

12.77%

VSBSX:

1.69%

Max Drawdown

VLGSX:

-46.41%

VSBSX:

-6.54%

Current Drawdown

VLGSX:

-39.77%

VSBSX:

-0.09%

Returns By Period

In the year-to-date period, VLGSX achieves a 0.38% return, which is significantly higher than VSBSX's 0.15% return. Over the past 10 years, VLGSX has underperformed VSBSX with an annualized return of -1.28%, while VSBSX has yielded a comparatively higher 1.20% annualized return.


VLGSX

YTD

0.38%

1M

-0.33%

6M

-2.38%

1Y

-2.21%

5Y*

-5.95%

10Y*

-1.28%

VSBSX

YTD

0.15%

1M

0.40%

6M

2.23%

1Y

4.13%

5Y*

1.11%

10Y*

1.20%

*Annualized

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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%.


VLGSX
Vanguard Long-Term Treasury Index Fund Admiral Shares
Expense ratio chart for VLGSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VSBSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VLGSX vs. VSBSX — 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 33
Overall Rank
The Sharpe Ratio Rank of VLGSX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of VLGSX is 33
Sortino Ratio Rank
The Omega Ratio Rank of VLGSX is 33
Omega Ratio Rank
The Calmar Ratio Rank of VLGSX is 44
Calmar Ratio Rank
The Martin Ratio Rank of VLGSX is 44
Martin Ratio Rank

VSBSX
The Risk-Adjusted Performance Rank of VSBSX is 8989
Overall Rank
The Sharpe Ratio Rank of VSBSX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of VSBSX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of VSBSX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of VSBSX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VSBSX is 8585
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. 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.


Sharpe ratio
The chart of Sharpe ratio for VLGSX, currently valued at -0.11, compared to the broader market-1.000.001.002.003.004.00-0.112.44
The chart of Sortino ratio for VLGSX, currently valued at -0.06, compared to the broader market0.005.0010.00-0.063.67
The chart of Omega ratio for VLGSX, currently valued at 0.99, compared to the broader market1.002.003.004.000.991.53
The chart of Calmar ratio for VLGSX, currently valued at -0.03, compared to the broader market0.005.0010.0015.0020.00-0.032.50
The chart of Martin ratio for VLGSX, currently valued at -0.23, compared to the broader market0.0020.0040.0060.0080.00100.00-0.2310.22
VLGSX
VSBSX

The current VLGSX Sharpe Ratio is -0.11, which is lower than the VSBSX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of VLGSX and VSBSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.11
2.44
VLGSX
VSBSX

Dividends

VLGSX vs. VSBSX - Dividend Comparison

VLGSX's dividend yield for the trailing twelve months is around 4.29%, more than VSBSX's 4.15% yield.


TTM20242023202220212020201920182017201620152014
VLGSX
Vanguard Long-Term Treasury Index Fund Admiral Shares
4.29%4.31%3.30%2.81%1.79%1.83%2.44%2.73%2.55%2.68%2.80%2.77%
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
4.15%4.15%3.29%1.12%0.33%1.11%2.27%1.80%1.09%0.81%0.67%0.40%

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.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-39.77%
-0.09%
VLGSX
VSBSX

Volatility

VLGSX vs. VSBSX - Volatility Comparison

Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) has a higher volatility of 3.26% compared to Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) at 0.42%. 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.


0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
3.26%
0.42%
VLGSX
VSBSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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