XFIV vs. VGLT
XFIV (BondBloxx Bloomberg Five Year Target Duration US Treasury ETF) and VGLT (Vanguard Long-Term Treasury ETF) are both Government Bonds funds - XFIV tracks the Bloomberg US Treasury 5 Year Target Duration Index while VGLT tracks the Bloomberg U.S. Long Treasury Index. Both are passively managed. Over the past 3 years, XFIV returned 3.75%/yr vs -0.04%/yr for VGLT. Their correlation of 0.86 means they have usually moved in the same direction. XFIV charges 0.05%/yr vs 0.03%/yr for VGLT.
Performance
XFIV vs. VGLT - Performance Comparison
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Returns By Period
In the year-to-date period, XFIV achieves a -0.66% return, which is significantly higher than VGLT's -2.90% return.
XFIV
- 1D
- 0.20%
- 1M
- -0.58%
- 6M
- -0.50%
- YTD
- -0.66%
- 1Y
- 1.15%
- 3Y*
- 3.75%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.06%
VGLT
- 1D
- 0.37%
- 1M
- -3.15%
- 6M
- -2.54%
- YTD
- -2.90%
- 1Y
- -1.31%
- 3Y*
- -0.04%
- 5Y*
- -7.20%
- 10Y*
- -1.72%
- ALL TIME*
- 2.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $99.02M | $99.81M | $109.19M | |
| $3.32M | $6.36M | $4.71M |
XFIV vs. VGLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XFIV BondBloxx Bloomberg Five Year Target Duration US Treasury ETF | -0.66% | 7.43% | 1.52% | 4.40% | -0.60% |
VGLT Vanguard Long-Term Treasury ETF | -2.90% | 5.35% | -6.28% | 3.27% | -6.09% |
Correlation
The correlation between XFIV and VGLT is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2022 | 0.86 |
The correlation between XFIV and VGLT has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.
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Return for Risk
XFIV vs. VGLT — Risk / Return Rank
XFIV
VGLT
XFIV vs. VGLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) 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.
| XFIV | VGLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.98 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | -0.19 | +0.58 |
| Martin ratioReturn relative to average drawdown | 0.90 | -0.41 | +1.31 |
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Drawdowns
XFIV vs. VGLT - Drawdown Comparison
The maximum XFIV drawdown since its inception was -6.38%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for XFIV and VGLT.
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Drawdown Indicators
| XFIV | VGLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.38% | -46.18% | +39.80% |
Max Drawdown (1Y)Largest decline over 1 year | -2.91% | -7.03% | +4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -4.47% | -13.38% | +8.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.18% | — |
Current DrawdownCurrent decline from peak | -2.33% | -38.41% | +36.08% |
Average DrawdownAverage peak-to-trough decline | -1.68% | -15.27% | +13.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.28% | 3.22% | -1.94% |
Volatility
XFIV vs. VGLT - Volatility Comparison
The current volatility for BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) is 0.91%, while Vanguard Long-Term Treasury ETF (VGLT) has a volatility of 2.30%. This indicates that XFIV experiences smaller price fluctuations and is considered to be less risky 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
| XFIV | VGLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.91% | 2.30% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 2.68% | 6.31% | -3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.33% | 8.39% | -5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.36% | 14.46% | -9.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.36% | 13.75% | -8.39% |
XFIV vs. VGLT - Expense Ratio Comparison
XFIV has a 0.05% expense ratio, which is higher than VGLT's 0.03% 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%.
Dividends
XFIV vs. VGLT - Dividend Comparison
XFIV's dividend yield for the trailing twelve months is around 3.93%, less than VGLT's 4.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGLT Vanguard Long-Term Treasury ETF | 4.78% | 4.44% | 4.33% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% |
XFIV BondBloxx Bloomberg Five Year Target Duration US Treasury ETF | 3.93% | 4.05% | 3.92% | 3.63% | 1.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XFIV and VGLT have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGLT has higher volatility (2.30%) compared to XFIV (0.91%). In terms of maximum drawdown, XFIV dropped -6.38% vs VGLT's -46.18%.
On 3-year performance, XFIV leads with 3.75% vs -0.04% for VGLT. On fees, VGLT is cheaper at 0.03% per year. On volatility, XFIV has been the lower-risk option at 0.91%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, XFIV has performed better with a 3.75% return vs -0.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGLT is cheaper with a 0.03% expense ratio, compared with 0.05% for XFIV.
VGLT has the higher dividend yield at 4.78%, compared with 3.93% for XFIV.
XFIV tracks Bloomberg US Treasury 5 Year Target Duration Index, while VGLT tracks Bloomberg U.S. Long Treasury Index. They also come from different issuers: BondBloxx and Vanguard. Their fees differ too: 0.05% for XFIV and 0.03% for VGLT.
XFIV currently has the higher Sharpe Ratio (0.35 vs -0.16), 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.
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