VSBSX vs. VLGSX
Compare and contrast key facts about Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) and Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX).
VSBSX is managed by Vanguard. It was launched on Dec 28, 2009. VLGSX is managed by Vanguard. It was launched on Mar 1, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSBSX or VLGSX.
Performance
VSBSX vs. VLGSX - Performance Comparison
Returns By Period
In the year-to-date period, VSBSX achieves a 3.42% return, which is significantly higher than VLGSX's -4.43% return. Over the past 10 years, VSBSX has outperformed VLGSX with an annualized return of 1.14%, while VLGSX has yielded a comparatively lower -0.04% annualized return.
VSBSX
3.42%
-0.20%
2.88%
4.97%
1.06%
1.14%
VLGSX
-4.43%
-1.59%
1.12%
4.86%
-5.41%
-0.04%
Key characteristics
| VSBSX | VLGSX | |
|---|---|---|
| Sharpe Ratio | 2.76 | 0.36 |
| Sortino Ratio | 4.33 | 0.60 |
| Omega Ratio | 1.60 | 1.07 |
| Calmar Ratio | 1.72 | 0.11 |
| Martin Ratio | 13.52 | 0.87 |
| Ulcer Index | 0.37% | 5.55% |
| Daily Std Dev | 1.82% | 13.39% |
| Max Drawdown | -6.54% | -46.41% |
| Current Drawdown | -0.82% | -38.68% |
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VSBSX vs. VLGSX - Expense Ratio Comparison
Both VSBSX and VLGSX 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 VSBSX and VLGSX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VSBSX vs. VLGSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) and Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX). 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
VSBSX vs. VLGSX - Dividend Comparison
VSBSX's dividend yield for the trailing twelve months is around 4.12%, which matches VLGSX's 4.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSBSX Vanguard Short-Term Treasury Index Fund Admiral Shares | 4.12% | 3.29% | 1.12% | 0.33% | 1.11% | 2.27% | 1.80% | 1.09% | 0.81% | 0.67% | 0.40% | 0.27% |
VLGSX Vanguard Long-Term Treasury Index Fund Admiral Shares | 4.08% | 3.30% | 2.81% | 1.79% | 1.83% | 2.44% | 2.73% | 2.55% | 2.68% | 2.80% | 2.77% | 3.20% |
Drawdowns
VSBSX vs. VLGSX - Drawdown Comparison
The maximum VSBSX drawdown since its inception was -6.54%, smaller than the maximum VLGSX drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for VSBSX and VLGSX. For additional features, visit the drawdowns tool.
Volatility
VSBSX vs. VLGSX - Volatility Comparison
The current volatility for Vanguard Short-Term Treasury Index Fund Admiral Shares (VSBSX) is 0.36%, while Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) has a volatility of 4.10%. This indicates that VSBSX experiences smaller price fluctuations and is considered to be less risky than VLGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.