Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/15/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VGLT (Vanguard Long-Term Treasury ETF) | 1.80% | 4.10% | -5.43% | -8.87% | -0.93% | 2.75% | NA | 2.49% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VGLT (Vanguard Long-Term Treasury ETF) | 11/24/2009 | 04/15/2025 |
The return data shown below all have the same latest date: 04/15/2025.
AR inception is since 11/24/2009.
AR inception is since 11/24/2009.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.59 | 4.10 | -5.43 | -8.87 | -0.93 | 2.75 | NA | 2.49 | 1.80 | -6.28 | 3.29 | -29.33 | -4.99 | 17.57 | 14.31 | -1.53 | 8.64 | 1.22 | -1.25 | 25.19 | -12.45 | 3.30 | 29.17 | 8.97 | -4.61 |
| Sharpe Ratio | NA | -33.91 | -67.30 | -75.13 | -18.70 | NA | NA | 9.18 | -3.86 | -99.97 | -5.76 | -163.09 | -38.93 | 87.64 | 111.94 | -31.85 | 87.42 | 8.26 | -9.04 | 268.08 | -108.32 | 27.13 | 177.88 | 69.71 | -289.50 |
| Standard Deviation(%) | NA | 12.94 | 16.06 | 15.09 | 14.14 | NA | NA | 13.68 | 13.61 | 12.87 | 16.88 | 18.90 | 12.89 | 19.70 | 11.53 | 8.96 | 9.21 | 12.26 | 14.13 | 9.39 | 11.53 | 12.07 | 16.38 | 12.75 | 13.08 |
| Draw Down(%) | NA | 13.38 | 27.41 | 46.16 | 46.16 | NA | NA | 46.16 | 6.32 | 11.60 | 20.80 | 34.69 | 14.42 | 14.21 | 7.97 | 9.41 | 4.68 | 16.92 | 13.80 | 4.42 | 15.28 | 8.38 | 9.07 | 12.37 | 5.92 |
| Yield(%) | 0.00 | 4.37 | 2.91 | 1.95 | 2.48 | 3.63 | 2.64 | 3.52 | 1.09 | 3.92 | 3.27 | 2.00 | 1.70 | 2.45 | 2.73 | 2.63 | 2.69 | 2.62 | 2.84 | 3.32 | 2.74 | 3.07 | 3.86 | 3.88 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGLT (Vanguard Long-Term Treasury ETF) |
-16.17%
Oct 2020 - Oct 2023 |
-8.03%
Mar 2020 - Mar 2025 |
-1.44%
Jan 2015 - Jan 2025 |
2.54%
Jan 2010 - Jan 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGLT (Vanguard Long-Term Treasury ETF) |
13.67%
Jul 2017 - Jul 2020 |
11.01%
Jan 2010 - Jan 2015 |
8.94%
Mar 2010 - Mar 2020 |
2.96%
Mar 2010 - Mar 2025 |
Annualized Rolling Returns Comparison Chart