VSIGX vs. VLGSX
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX).
VSIGX is managed by Vanguard. It was launched on Aug 4, 2010. VLGSX is managed by Vanguard. It was launched on Mar 1, 2010.
Performance
VSIGX vs. VLGSX - Performance Comparison
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VSIGX vs. VLGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | -0.24% | 7.36% | 1.65% | 4.39% | -10.69% | -2.60% | 7.65% | 6.26% | 1.35% | 1.58% |
VLGSX Vanguard Long-Term Treasury Index Fund Admiral Shares | -0.20% | 5.42% | -6.17% | 3.66% | -29.48% | -4.99% | 17.70% | 14.31% | -1.62% | 8.65% |
Returns By Period
In the year-to-date period, VSIGX achieves a -0.24% return, which is significantly lower than VLGSX's -0.20% return. Over the past 10 years, VSIGX has outperformed VLGSX with an annualized return of 1.31%, while VLGSX has yielded a comparatively lower -0.85% annualized return.
VSIGX
- 1D
- 0.50%
- 1M
- -1.82%
- YTD
- -0.24%
- 6M
- 0.85%
- 1Y
- 3.91%
- 3Y*
- 3.33%
- 5Y*
- 0.37%
- 10Y*
- 1.31%
VLGSX
- 1D
- 1.25%
- 1M
- -3.96%
- YTD
- -0.20%
- 6M
- -0.48%
- 1Y
- 0.43%
- 3Y*
- -1.42%
- 5Y*
- -4.56%
- 10Y*
- -0.85%
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VSIGX vs. VLGSX - Expense Ratio Comparison
Both VSIGX 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%.
Return for Risk
VSIGX vs. VLGSX — Risk / Return Rank
VSIGX
VLGSX
VSIGX vs. VLGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) 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.
| VSIGX | VLGSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.12 | +0.97 |
Sortino ratioReturn per unit of downside risk | 1.63 | 0.24 | +1.39 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.03 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 0.30 | +1.65 |
Martin ratioReturn relative to average drawdown | 6.16 | 0.66 | +5.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VSIGX | VLGSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.12 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | -0.31 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | -0.06 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.18 | +0.34 |
Correlation
The correlation between VSIGX and VLGSX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VSIGX vs. VLGSX - Dividend Comparison
VSIGX's dividend yield for the trailing twelve months is around 3.46%, less than VLGSX's 4.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | 3.46% | 3.76% | 3.95% | 2.70% | 1.71% | 1.66% | 2.21% | 2.21% | 2.05% | 1.67% | 1.56% | 1.70% |
VLGSX Vanguard Long-Term Treasury Index Fund Admiral Shares | 4.08% | 4.41% | 4.65% | 3.30% | 2.80% | 1.85% | 2.13% | 2.45% | 2.72% | 2.55% | 2.46% | 2.80% |
Drawdowns
VSIGX vs. VLGSX - Drawdown Comparison
The maximum VSIGX drawdown since its inception was -16.15%, smaller than the maximum VLGSX drawdown of -46.22%. Use the drawdown chart below to compare losses from any high point for VSIGX and VLGSX.
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Drawdown Indicators
| VSIGX | VLGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.15% | -46.22% | +30.07% |
Max Drawdown (1Y)Largest decline over 1 year | -2.40% | -8.49% | +6.09% |
Max Drawdown (5Y)Largest decline over 5 years | -15.07% | -41.02% | +25.95% |
Max Drawdown (10Y)Largest decline over 10 years | -16.15% | -46.22% | +30.07% |
Current DrawdownCurrent decline from peak | -1.98% | -36.44% | +34.46% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -14.89% | +11.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 3.86% | -3.10% |
Volatility
VSIGX vs. VLGSX - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) is 1.38%, while Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) has a volatility of 3.62%. This indicates that VSIGX 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.
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Volatility by Period
| VSIGX | VLGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 3.62% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 6.07% | -3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.77% | 10.37% | -6.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.31% | 14.58% | -9.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.45% | 13.73% | -9.28% |