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XONE vs. VGLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XONE and VGLT is -0.00. 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.


Performance

XONE vs. VGLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) and Vanguard Long-Term Treasury ETF (VGLT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XONE:

6.80

VGLT:

-0.13

Sortino Ratio

XONE:

14.05

VGLT:

-0.14

Omega Ratio

XONE:

3.28

VGLT:

0.98

Calmar Ratio

XONE:

17.92

VGLT:

-0.05

Martin Ratio

XONE:

78.90

VGLT:

-0.30

Ulcer Index

XONE:

0.06%

VGLT:

7.26%

Daily Std Dev

XONE:

0.75%

VGLT:

13.12%

Max Drawdown

XONE:

-0.40%

VGLT:

-46.18%

Current Drawdown

XONE:

-0.03%

VGLT:

-40.48%

Returns By Period

In the year-to-date period, XONE achieves a 1.59% return, which is significantly higher than VGLT's -1.16% return.


XONE

YTD

1.59%

1M

0.19%

6M

2.25%

1Y

5.10%

3Y*

N/A

5Y*

N/A

10Y*

N/A

VGLT

YTD

-1.16%

1M

-3.40%

6M

-3.25%

1Y

-1.94%

3Y*

-6.15%

5Y*

-9.17%

10Y*

-0.65%

*Annualized

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XONE vs. VGLT - Expense Ratio Comparison

XONE has a 0.03% expense ratio, which is lower than VGLT's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

XONE vs. VGLT — Risk-Adjusted Performance Rank

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

XONE
The Risk-Adjusted Performance Rank of XONE is 9999
Overall Rank
The Sharpe Ratio Rank of XONE is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of XONE is 9999
Sortino Ratio Rank
The Omega Ratio Rank of XONE is 9999
Omega Ratio Rank
The Calmar Ratio Rank of XONE is 9999
Calmar Ratio Rank
The Martin Ratio Rank of XONE is 9999
Martin Ratio Rank

VGLT
The Risk-Adjusted Performance Rank of VGLT is 1313
Overall Rank
The Sharpe Ratio Rank of VGLT is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of VGLT is 1111
Sortino Ratio Rank
The Omega Ratio Rank of VGLT is 1212
Omega Ratio Rank
The Calmar Ratio Rank of VGLT is 1616
Calmar Ratio Rank
The Martin Ratio Rank of VGLT is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XONE vs. VGLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) 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.


The current XONE Sharpe Ratio is 6.80, which is higher than the VGLT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of XONE and VGLT, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

XONE vs. VGLT - Dividend Comparison

XONE's dividend yield for the trailing twelve months is around 4.82%, more than VGLT's 4.54% yield.


TTM20242023202220212020201920182017201620152014
XONE
Bondbloxx Bloomberg One Year Target Duration US Treasury ETF
4.82%5.21%4.46%1.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGLT
Vanguard Long-Term Treasury ETF
4.54%4.33%3.33%2.83%1.82%2.15%2.46%2.71%2.55%2.69%3.21%2.75%

Drawdowns

XONE vs. VGLT - Drawdown Comparison

The maximum XONE drawdown since its inception was -0.40%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for XONE and VGLT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XONE vs. VGLT - Volatility Comparison

The current volatility for Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) is 0.22%, while Vanguard Long-Term Treasury ETF (VGLT) has a volatility of 3.14%. This indicates that XONE 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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