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VOO vs. VGLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOO vs. VGLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and Vanguard Long-Term Treasury ETF (VGLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VOO achieves a 9.08% return, which is significantly higher than VGLT's 0.03% return. Over the past 10 years, VOO has outperformed VGLT with an annualized return of 15.50%, while VGLT has yielded a comparatively lower -1.21% annualized return.


VOO

1D
0.55%
1M
-0.07%
YTD
9.08%
6M
9.44%
1Y
24.36%
3Y*
20.95%
5Y*
13.43%
10Y*
15.50%

VGLT

1D
-0.27%
1M
1.30%
YTD
0.03%
6M
0.49%
1Y
3.29%
3Y*
-0.30%
5Y*
-5.52%
10Y*
-1.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOO vs. VGLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOO
Vanguard S&P 500 ETF
9.08%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%
VGLT
Vanguard Long-Term Treasury ETF
0.03%5.35%-6.28%3.27%-29.34%-4.98%17.57%14.30%-1.54%8.64%

Correlation

The correlation between VOO and VGLT is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

-0.23

The correlation between VOO and VGLT shifts across timeframes, from -0.23 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VOO vs. VGLT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6969
Sortino Ratio Rank
VOO Omega Ratio Rank: 7171
Omega Ratio Rank
VOO Calmar Ratio Rank: 6363
Calmar Ratio Rank
VOO Martin Ratio Rank: 7676
Martin Ratio Rank

VGLT
VGLT Risk / Return Rank: 1515
Overall Rank
VGLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1414
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1616
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VOO vs. VGLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Vanguard Long-Term Treasury ETF (VGLT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VOOVGLTDifference
Sharpe ratioReturn per unit of total volatility

+1.62

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.36

1.07

+0.29

Calmar ratioReturn relative to maximum drawdown

2.75

0.47

+2.28

Martin ratioReturn relative to average drawdown

12.42

1.19

+11.23

VOO vs. VGLT - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 1.99, which is higher than the VGLT Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of VOO and VGLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VOO vs. VGLT - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for VOO and VGLT.


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Drawdown Indicators


VOOVGLTDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-46.18%

+12.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-7.01%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-17.68%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-40.98%

+16.46%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

-46.18%

+12.19%

Current Drawdown

Current decline from peak

-2.34%

-36.55%

+34.21%

Average Drawdown

Average peak-to-trough decline

-3.68%

-15.09%

+11.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.78%

-0.81%

Volatility

VOO vs. VGLT - Volatility Comparison

Vanguard S&P 500 ETF (VOO) has a higher volatility of 4.34% compared to Vanguard Long-Term Treasury ETF (VGLT) at 2.69%. This indicates that VOO's price experiences larger fluctuations and is considered to be riskier than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOVGLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

2.69%

+1.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

6.09%

+3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

12.27%

8.78%

+3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

14.57%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

13.82%

+4.21%

VOO vs. VGLT - Expense Ratio Comparison

Both VOO and VGLT have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VOO vs. VGLT - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.05%, less than VGLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
VGLT
Vanguard Long-Term Treasury ETF
4.59%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


VOO and VGLT have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOO has higher volatility (4.34%) compared to VGLT (2.69%). In terms of maximum drawdown, VOO dropped -33.99% vs VGLT's -46.18%.

On 10-year performance, VOO leads with 15.50% vs -1.21% for VGLT. Both ETFs have the same 0.03% expense ratio. On volatility, VGLT has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VOO has performed better with a 15.50% return vs -1.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VOO and VGLT have the same expense ratio: 0.03% per year.

VGLT has the higher dividend yield at 4.59%, compared with 1.05% for VOO.

VOO is categorized as S&P 500, while VGLT is Government Bonds. VOO tracks S&P 500 Index, while VGLT tracks Bloomberg U.S. Long Treasury Index.

VOO currently has the higher Sharpe Ratio (1.99 vs 0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VOO and VGLT

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