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

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.


-0.50.00.51.0-0.3

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.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
42.57%
590.10%
VLGSX
VTSAX

Key characteristics

Sharpe Ratio

VLGSX:

-0.49

VTSAX:

2.09

Sortino Ratio

VLGSX:

-0.60

VTSAX:

2.78

Omega Ratio

VLGSX:

0.93

VTSAX:

1.39

Calmar Ratio

VLGSX:

-0.15

VTSAX:

3.13

Martin Ratio

VLGSX:

-1.05

VTSAX:

13.34

Ulcer Index

VLGSX:

6.02%

VTSAX:

2.01%

Daily Std Dev

VLGSX:

12.90%

VTSAX:

12.85%

Max Drawdown

VLGSX:

-46.41%

VTSAX:

-55.34%

Current Drawdown

VLGSX:

-39.80%

VTSAX:

-3.10%

Returns By Period

In the year-to-date period, VLGSX achieves a -6.17% return, which is significantly lower than VTSAX's 24.80% return. Over the past 10 years, VLGSX has underperformed VTSAX with an annualized return of -0.55%, while VTSAX has yielded a comparatively higher 12.51% annualized return.


VLGSX

YTD

-6.17%

1M

-1.67%

6M

-3.28%

1Y

-5.49%

5Y*

-5.34%

10Y*

-0.55%

VTSAX

YTD

24.80%

1M

-0.64%

6M

9.96%

1Y

25.16%

5Y*

14.07%

10Y*

12.51%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


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 VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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.


Sharpe ratio
The chart of Sharpe ratio for VLGSX, currently valued at -0.49, compared to the broader market-1.000.001.002.003.004.00-0.492.09
The chart of Sortino ratio for VLGSX, currently valued at -0.60, compared to the broader market-2.000.002.004.006.008.0010.00-0.602.78
The chart of Omega ratio for VLGSX, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.003.500.931.39
The chart of Calmar ratio for VLGSX, currently valued at -0.15, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.153.13
The chart of Martin ratio for VLGSX, currently valued at -1.05, compared to the broader market0.0020.0040.0060.00-1.0513.34
VLGSX
VTSAX

The current VLGSX Sharpe Ratio is -0.49, which is lower than the VTSAX Sharpe Ratio of 2.09. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.49
2.09
VLGSX
VTSAX

Dividends

VLGSX vs. VTSAX - Dividend Comparison

VLGSX's dividend yield for the trailing twelve months is around 3.51%, more than VTSAX's 0.93% yield.


TTM20232022202120202019201820172016201520142013
VLGSX
Vanguard Long-Term Treasury Index Fund Admiral Shares
3.51%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
0.93%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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.80%
-3.10%
VLGSX
VTSAX

Volatility

VLGSX vs. VTSAX - Volatility Comparison

The current volatility for Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) is 3.80%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.06%. 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.80%
4.06%
VLGSX
VTSAX
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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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