VUSUX vs. PGOVX
Compare and contrast key facts about Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) and PIMCO Long-Term U.S. Government Fund (PGOVX).
VUSUX is managed by Vanguard. It was launched on Feb 12, 2001. PGOVX is managed by PIMCO. It was launched on Jan 2, 1994.
Performance
VUSUX vs. PGOVX - Performance Comparison
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VUSUX vs. PGOVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | -0.54% | 5.66% | -6.30% | 3.43% | -29.51% | -4.71% | 18.10% | 14.26% | -1.80% | 8.72% |
PGOVX PIMCO Long-Term U.S. Government Fund | -0.68% | 6.44% | -7.62% | 1.46% | -29.39% | -4.59% | 17.83% | 13.44% | -2.10% | 9.08% |
Returns By Period
In the year-to-date period, VUSUX achieves a -0.54% return, which is significantly higher than PGOVX's -0.68% return. Over the past 10 years, VUSUX has outperformed PGOVX with an annualized return of -0.83%, while PGOVX has yielded a comparatively lower -1.12% annualized return.
VUSUX
- 1D
- 1.29%
- 1M
- -4.37%
- YTD
- -0.54%
- 6M
- -0.69%
- 1Y
- 0.31%
- 3Y*
- -1.53%
- 5Y*
- -4.62%
- 10Y*
- -0.83%
PGOVX
- 1D
- 1.39%
- 1M
- -4.62%
- YTD
- -0.68%
- 6M
- -0.75%
- 1Y
- 0.50%
- 3Y*
- -2.36%
- 5Y*
- -5.22%
- 10Y*
- -1.12%
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VUSUX vs. PGOVX - Expense Ratio Comparison
VUSUX has a 0.10% expense ratio, which is lower than PGOVX's 1.05% expense ratio.
Return for Risk
VUSUX vs. PGOVX — Risk / Return Rank
VUSUX
PGOVX
VUSUX vs. PGOVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) and PIMCO Long-Term U.S. Government Fund (PGOVX). 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.
| VUSUX | PGOVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 0.15 | -0.01 |
Sortino ratioReturn per unit of downside risk | 0.25 | 0.27 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.03 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 0.31 | +0.01 |
Martin ratioReturn relative to average drawdown | 0.71 | 0.71 | 0.00 |
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
| VUSUX | PGOVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 0.15 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | -0.36 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | -0.08 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.50 | -0.20 |
Correlation
The correlation between VUSUX and PGOVX is 0.98, 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
VUSUX vs. PGOVX - Dividend Comparison
VUSUX's dividend yield for the trailing twelve months is around 4.11%, more than PGOVX's 3.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares | 4.11% | 4.39% | 4.15% | 3.43% | 3.05% | 4.46% | 10.28% | 2.92% | 2.91% | 2.74% | 5.38% | 5.62% |
PGOVX PIMCO Long-Term U.S. Government Fund | 3.61% | 3.86% | 1.19% | 1.05% | 2.09% | 6.93% | 27.91% | 2.60% | 3.25% | 2.88% | 3.31% | 81.57% |
Drawdowns
VUSUX vs. PGOVX - Drawdown Comparison
The maximum VUSUX drawdown since its inception was -46.12%, roughly equal to the maximum PGOVX drawdown of -46.64%. Use the drawdown chart below to compare losses from any high point for VUSUX and PGOVX.
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Drawdown Indicators
| VUSUX | PGOVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.12% | -46.64% | +0.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -8.77% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -41.34% | -41.48% | +0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -46.12% | -46.64% | +0.52% |
Current DrawdownCurrent decline from peak | -36.34% | -38.19% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -11.36% | -9.11% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 3.80% | +0.13% |
Volatility
VUSUX vs. PGOVX - Volatility Comparison
Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) and PIMCO Long-Term U.S. Government Fund (PGOVX) have volatilities of 3.68% and 3.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUSUX | PGOVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 3.85% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 6.11% | 6.24% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 10.87% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 14.45% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.79% | 13.77% | +0.02% |