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

Correlation

The correlation between VLGSX and VTSAX 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.


Performance

VLGSX vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VLGSX:

0.11

VTSAX:

0.48

Sortino Ratio

VLGSX:

0.22

VTSAX:

0.83

Omega Ratio

VLGSX:

1.02

VTSAX:

1.12

Calmar Ratio

VLGSX:

0.03

VTSAX:

0.51

Martin Ratio

VLGSX:

0.17

VTSAX:

1.95

Ulcer Index

VLGSX:

6.91%

VTSAX:

5.08%

Daily Std Dev

VLGSX:

13.00%

VTSAX:

19.65%

Max Drawdown

VLGSX:

-46.41%

VTSAX:

-55.34%

Current Drawdown

VLGSX:

-39.21%

VTSAX:

-7.91%

Returns By Period

In the year-to-date period, VLGSX achieves a 1.31% return, which is significantly higher than VTSAX's -3.66% return. Over the past 10 years, VLGSX has underperformed VTSAX with an annualized return of -0.16%, while VTSAX has yielded a comparatively higher 11.77% annualized return.


VLGSX

YTD

1.31%

1M

1.00%

6M

-2.75%

1Y

1.87%

5Y*

-8.51%

10Y*

-0.16%

VTSAX

YTD

-3.66%

1M

8.09%

6M

-5.58%

1Y

9.22%

5Y*

15.28%

10Y*

11.77%

*Annualized

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VLGSX vs. VTSAX - Expense Ratio Comparison

VLGSX has a 0.07% expense ratio, which is higher than VTSAX's 0.04% expense ratio. However, 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. VTSAX — 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

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6161
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 6060
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. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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.


The current VLGSX Sharpe Ratio is 0.11, which is lower than the VTSAX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of VLGSX and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VLGSX vs. VTSAX - Dividend Comparison

VLGSX's dividend yield for the trailing twelve months is around 4.39%, more than VTSAX's 1.34% yield.


TTM20242023202220212020201920182017201620152014
VLGSX
Vanguard Long-Term Treasury Index Fund Admiral Shares
4.39%4.31%3.30%2.81%1.79%1.83%2.44%2.73%2.55%2.68%2.80%2.77%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.34%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

VLGSX vs. VTSAX - Drawdown Comparison

The maximum VLGSX drawdown since its inception was -46.41%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VLGSX and VTSAX. For additional features, visit the drawdowns tool.


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Volatility

VLGSX vs. VTSAX - Volatility Comparison

The current volatility for Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) is 4.05%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 6.86%. This indicates that VLGSX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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