VLGSX vs. VSIAX
Compare and contrast key facts about Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX).
VLGSX is managed by Vanguard. It was launched on Mar 1, 2010. VSIAX is managed by Vanguard. It was launched on Sep 27, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLGSX or VSIAX.
Performance
VLGSX vs. VSIAX - Performance Comparison
Returns By Period
In the year-to-date period, VLGSX achieves a -4.58% return, which is significantly lower than VSIAX's 19.05% return. Over the past 10 years, VLGSX has underperformed VSIAX with an annualized return of -0.07%, while VSIAX has yielded a comparatively higher 9.40% annualized return.
VLGSX
-4.58%
-1.79%
1.59%
4.42%
-5.43%
-0.07%
VSIAX
19.05%
5.14%
14.96%
32.13%
12.08%
9.40%
Key characteristics
| VLGSX | VSIAX | |
|---|---|---|
| Sharpe Ratio | 0.35 | 1.97 |
| Sortino Ratio | 0.58 | 2.80 |
| Omega Ratio | 1.07 | 1.35 |
| Calmar Ratio | 0.11 | 4.02 |
| Martin Ratio | 0.84 | 11.13 |
| Ulcer Index | 5.58% | 2.95% |
| Daily Std Dev | 13.39% | 16.66% |
| Max Drawdown | -46.41% | -45.39% |
| Current Drawdown | -38.78% | -1.27% |
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VLGSX vs. VSIAX - Expense Ratio Comparison
Both VLGSX and VSIAX 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 VSIAX is -0.27. 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.
Risk-Adjusted Performance
VLGSX vs. VSIAX - 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 Small-Cap Value Index Fund Admiral Shares (VSIAX). 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. VSIAX - Dividend Comparison
VLGSX's dividend yield for the trailing twelve months is around 4.09%, more than VSIAX's 1.89% 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% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.89% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
VLGSX vs. VSIAX - Drawdown Comparison
The maximum VLGSX drawdown since its inception was -46.41%, roughly equal to the maximum VSIAX drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for VLGSX and VSIAX. For additional features, visit the drawdowns tool.
Volatility
VLGSX vs. VSIAX - Volatility Comparison
The current volatility for Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) is 4.09%, while Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) has a volatility of 5.76%. This indicates that VLGSX experiences smaller price fluctuations and is considered to be less risky than VSIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.