VLGSX vs. VTSAX
Compare and contrast key facts about Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VLGSX is managed by Vanguard. It was launched on Mar 1, 2010. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLGSX or VTSAX.
Performance
VLGSX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, VLGSX achieves a -4.13% return, which is significantly lower than VTSAX's 24.67% return. Over the past 10 years, VLGSX has underperformed VTSAX with an annualized return of -0.01%, while VTSAX has yielded a comparatively higher 12.62% annualized return.
VLGSX
-4.13%
-2.82%
1.54%
5.13%
-5.33%
-0.01%
VTSAX
24.67%
1.37%
12.08%
32.15%
14.98%
12.62%
Key characteristics
| VLGSX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 0.43 | 2.64 |
| Sortino Ratio | 0.69 | 3.52 |
| Omega Ratio | 1.08 | 1.48 |
| Calmar Ratio | 0.14 | 3.87 |
| Martin Ratio | 1.04 | 16.85 |
| Ulcer Index | 5.52% | 1.96% |
| Daily Std Dev | 13.40% | 12.56% |
| Max Drawdown | -46.41% | -55.34% |
| Current Drawdown | -38.49% | -1.55% |
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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%.
Correlation
The correlation between VLGSX and VTSAX is -0.28. 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. 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.
Dividends
VLGSX vs. VTSAX - Dividend Comparison
VLGSX's dividend yield for the trailing twelve months is around 4.07%, more than VTSAX's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLGSX Vanguard Long-Term Treasury Index Fund Admiral Shares | 4.07% | 3.30% | 2.81% | 1.79% | 1.83% | 2.44% | 2.73% | 2.55% | 2.68% | 2.80% | 2.77% | 3.20% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.27% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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.
Volatility
VLGSX vs. VTSAX - Volatility Comparison
Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 4.09% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.