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VUSTX vs. VIGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VUSTX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

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VUSTX vs. VIGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
-0.56%5.55%-6.41%3.33%-29.58%-4.93%18.20%14.14%-1.89%8.60%
VIGAX
Vanguard Growth Index Fund Admiral Shares
-13.83%19.43%32.67%46.76%-33.14%27.26%40.18%37.23%-3.35%27.80%

Returns By Period

In the year-to-date period, VUSTX achieves a -0.56% return, which is significantly higher than VIGAX's -13.83% return. Over the past 10 years, VUSTX has underperformed VIGAX with an annualized return of -0.93%, while VIGAX has yielded a comparatively higher 15.56% annualized return.


VUSTX

1D
1.29%
1M
-4.37%
YTD
-0.56%
6M
-0.74%
1Y
0.22%
3Y*
-1.62%
5Y*
-4.71%
10Y*
-0.93%

VIGAX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.72%
3Y*
19.56%
5Y*
10.93%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VUSTX vs. VIGAX - Expense Ratio Comparison

VUSTX has a 0.20% expense ratio, which is higher than VIGAX's 0.05% 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%.


Return for Risk

VUSTX vs. VIGAX — Risk / Return Rank

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

VUSTX
VUSTX Risk / Return Rank: 99
Overall Rank
VUSTX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VUSTX Sortino Ratio Rank: 77
Sortino Ratio Rank
VUSTX Omega Ratio Rank: 77
Omega Ratio Rank
VUSTX Calmar Ratio Rank: 1212
Calmar Ratio Rank
VUSTX Martin Ratio Rank: 1010
Martin Ratio Rank

VIGAX
VIGAX Risk / Return Rank: 2626
Overall Rank
VIGAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 2222
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.

VUSTX vs. VIGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


VUSTXVIGAXDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.61

-0.49

Sortino ratio

Return per unit of downside risk

0.24

1.04

-0.80

Omega ratio

Gain probability vs. loss probability

1.03

1.15

-0.12

Calmar ratio

Return relative to maximum drawdown

0.31

0.66

-0.35

Martin ratio

Return relative to average drawdown

0.69

2.37

-1.69

VUSTX vs. VIGAX - Sharpe Ratio Comparison

The current VUSTX Sharpe Ratio is 0.13, which is lower than the VIGAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of VUSTX and VIGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VUSTXVIGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.61

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

0.49

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.73

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.43

+0.01

Correlation

The correlation between VUSTX and VIGAX is -0.22. 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.


Dividends

VUSTX vs. VIGAX - Dividend Comparison

VUSTX's dividend yield for the trailing twelve months is around 4.02%, more than VIGAX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
4.02%4.29%4.03%3.33%2.93%4.21%10.38%2.82%2.82%2.64%5.27%5.52%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%

Drawdowns

VUSTX vs. VIGAX - Drawdown Comparison

The maximum VUSTX drawdown since its inception was -46.37%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VUSTX and VIGAX.


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Drawdown Indicators


VUSTXVIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-46.37%

-50.66%

+4.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-16.51%

+7.74%

Max Drawdown (5Y)

Largest decline over 5 years

-41.45%

-35.63%

-5.82%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

-35.63%

-10.74%

Current Drawdown

Current decline from peak

-36.78%

-16.51%

-20.27%

Average Drawdown

Average peak-to-trough decline

-9.22%

-12.02%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

4.57%

-0.63%

Volatility

VUSTX vs. VIGAX - Volatility Comparison

The current volatility for Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) is 3.68%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.52%. This indicates that VUSTX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUSTXVIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

5.52%

-1.84%

Volatility (6M)

Calculated over the trailing 6-month period

6.10%

12.10%

-6.00%

Volatility (1Y)

Calculated over the trailing 1-year period

10.51%

22.69%

-12.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

22.30%

-7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.78%

21.49%

-7.71%