Data Source: from January 2011 to July 2022
Consolidated Returns as of 31 Jul 2022
Category: Fixed Income
ETF: Vanguard Long-Term Treasury Index (VGLT)

In the last 10 Years, the Vanguard Long-Term Treasury Index (VGLT) ETF obtained a 1.52% compound annual return, with a 11.37% standard deviation.

In 2021, the ETF granted a 1.71% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Long-Term Treasury Index (VGLT) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: Long-Term

Historical Returns as of Jul 31, 2022

Historical returns and stats of Vanguard Long-Term Treasury Index (VGLT) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

VANGUARD LONG-TERM TREASURY INDEX (VGLT) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 2011 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
2.62
2.63
0.00
1 - 0
3M
-0.82
-3.22
-3.35
May 2022 - Jun 2022
1 - 2
6M
-15.65
-19.96
-17.81
Feb 2022 - Jun 2022
1 - 5
YTD
-18.78
-23.57
-20.85
Jan 2022 - Jun 2022
1 - 6
1Y
-19.25
-25.59
11.10
-22.36
Dec 2021 - Jun 2022
3 - 9
25% pos
3Y(*)
-2.19
-6.77
14.01
-29.97
Aug 2020 - Jun 2022
15 - 21
42% pos
5Y(*)
1.08
-2.70
12.47
-29.97
Aug 2020 - Jun 2022
29 - 31
48% pos
10Y(*)
1.52
-1.06
11.37
-29.97
Aug 2020 - Jun 2022
59 - 61
49% pos
MAX(*)
01 Jan 2011
4.25
1.57
11.88
-29.97
Aug 2020 - Jun 2022
71 - 68
51% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%

Correlations as of Jul 31, 2022

Monthly correlations of Vanguard Long-Term Treasury Index (VGLT) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

VANGUARD LONG-TERM TREASURY INDEX (VGLT) ETF
Monthly correlations as of 31 Jul 2022
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Correlation vs VGLT
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2011
US Total Stock Market
VTI
0.62
-0.10
-0.14
-0.26
US Large Cap
SPY
0.61
-0.10
-0.14
-0.25
US Small Cap
IJR
0.58
-0.27
-0.29
-0.37
US REITs
VNQ
0.36
0.06
0.25
0.10
US Technology
QQQ
0.73
0.06
0.00
-0.12
Preferred Stocks
PFF
0.56
0.06
0.16
0.02
EAFE Stocks
EFA
0.43
-0.18
-0.16
-0.30
World All Countries
VT
0.57
-0.14
-0.15
-0.29
Emerging Markets
EEM
0.43
-0.18
-0.10
-0.26
Europe
VGK
0.39
-0.16
-0.15
-0.30
Pacific
VPL
0.42
-0.21
-0.14
-0.26
Latin America
FLLA
0.07
-0.24
-0.14
-0.24
US Total Bond Market
BND
0.86
0.79
0.83
0.81
Long Term Treasuries
TLT
1.00
1.00
1.00
1.00
US Cash
BIL
-0.04
0.33
0.21
0.15
TIPS
TIP
0.71
0.62
0.66
0.61
Investment Grade Bonds
LQD
0.80
0.56
0.63
0.56
High Yield Bonds
HYG
0.49
0.01
0.06
-0.08
International Bond Market
BNDX
0.83
0.61
0.68
0.64
Emerging Market Bonds
EMB
0.56
0.16
0.27
0.17
Gold
GLD
0.09
0.31
0.35
0.25
Commodities
DBC
-0.56
-0.49
-0.43
-0.45

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the Vanguard Long-Term Treasury Index (VGLT) ETF: Dividend Yield page.

An investment of 1000$, since August 2012, now would be worth 1162.93$, with a total return of 16.29% (1.52% annualized).

The Inflation Adjusted Capital now would be 899.27$, with a net total return of -10.07% (-1.06% annualized).
An investment of 1000$, since January 2011, now would be worth 1619.26$, with a total return of 61.93% (4.25% annualized).

The Inflation Adjusted Capital now would be 1197.89$, with a net total return of 19.79% (1.57% annualized).

Drawdowns

Worst drawdowns since August 2012.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-29.97% Aug 2020 Jun 2022 23 in progress 1 24
-16.10% Aug 2012 Dec 2013 17 Nov 2014 11 28
-14.44% Aug 2016 Oct 2018 27 May 2019 7 34
-12.61% Feb 2015 Jun 2015 5 Jun 2016 12 17
-6.81% Sep 2019 Dec 2019 4 Feb 2020 2 6
-1.73% May 2020 May 2020 1 Jul 2020 2 3

Worst drawdowns since January 2011.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-29.97% Aug 2020 Jun 2022 23 in progress 1 24
-16.10% Aug 2012 Dec 2013 17 Nov 2014 11 28
-14.44% Aug 2016 Oct 2018 27 May 2019 7 34
-12.61% Feb 2015 Jun 2015 5 Jun 2016 12 17
-6.81% Sep 2019 Dec 2019 4 Feb 2020 2 6
-6.24% Feb 2012 Mar 2012 2 May 2012 2 4
-3.74% Oct 2011 Oct 2011 1 Dec 2011 2 3
-2.10% Jan 2011 Jan 2011 1 Apr 2011 3 4
-1.92% Jun 2011 Jun 2011 1 Jul 2011 1 2
-1.73% May 2020 May 2020 1 Jul 2020 2 3
-1.51% Jun 2012 Jun 2012 1 Jul 2012 1 2

Rolling Returns ( more details)

Vanguard Long-Term Treasury Index (VGLT) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
5.85 36.99
May 2019 - Apr 2020
-19.25
Aug 2021 - Jul 2022
40.63%
2 Years
5.24 21.91
Aug 2018 - Jul 2020
-15.23
Aug 2020 - Jul 2022
25.86%
3 Years
5.59 13.67
Aug 2017 - Jul 2020
-2.94
Jul 2019 - Jun 2022
6.73%
5 Years
5.07 10.10
Jul 2011 - Jun 2016
0.45
Jul 2017 - Jun 2022
0.00%
7 Years
5.09 9.25
Aug 2013 - Jul 2020
1.48
May 2015 - Apr 2022
0.00%
10 Years
4.84 7.69
Jan 2011 - Dec 2020
1.52
Aug 2012 - Jul 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Vanguard Long-Term Treasury Index (VGLT) ETF: Rolling Returns page.

Seasonality

Vanguard Long-Term Treasury Index (VGLT) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
1.11
58%
-0.41
50%
0.13
50%
0.10
58%
1.06
58%
0.08
50%
1.74
75%
1.82
45%
-0.23
36%
-0.95
27%
0.10
64%
0.23
36%
Best
Year
8.7
2015
6.6
2020
6.4
2020
4.7
2012
7.9
2012
6.2
2016
4.2
2020
10.7
2019
10.0
2011
2.7
2014
2.6
2021
5.6
2018
Worst
Year
-3.7
2022
-5.6
2021
-4.9
2021
-9.2
2022
-6.1
2013
-3.6
2015
-1.8
2013
-4.8
2020
-2.8
2021
-4.3
2016
-7.7
2016
-2.9
2019
Statistics calculated for the period Jan 2011 - Jul 2022

Monthly/Yearly Returns

Vanguard Long-Term Treasury Index (VGLT) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
71 Positive Months (51%) - 68 Negative Months (49%)
Jan 2011 - Jul 2022
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Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-18.78 -23.57 -3.7 -1.7 -4.8 -9.2 -2.0 -1.4 2.6
2021
-4.98 -11.23 -3.5 -5.6 -4.9 2.3 -0.1 4.2 3.7 -0.3 -2.8 1.9 2.6 -1.9
2020
+17.57 +15.99 7.3 6.6 6.4 1.0 -1.7 0.3 4.2 -4.8 0.8 -3.3 1.5 -1.2
2019
+14.31 +11.75 0.5 -1.3 5.4 -1.9 6.7 1.0 0.3 10.7 -2.6 -1.1 -0.4 -2.9
2018
-1.53 -3.37 -3.2 -3.0 2.9 -2.0 1.9 0.6 -1.4 1.3 -2.8 -2.8 1.8 5.6
2017
+8.64 +6.40 0.6 1.6 -0.6 1.6 1.8 0.7 -0.6 3.3 -2.2 -0.1 0.7 1.7
2016
+1.22 -0.84 5.2 2.8 0.0 -0.3 0.7 6.2 2.1 -1.0 -1.2 -4.3 -7.7 -0.4
2015
-1.41 -2.13 8.7 -5.5 1.0 -2.9 -2.3 -3.6 4.0 -0.6 1.9 -0.4 -0.8 -0.2
2014
+25.19 +24.25 6.2 0.5 0.7 1.9 2.7 -0.1 0.5 4.3 -2.0 2.7 2.5 3.1
2013
-12.45 -13.75 -2.8 1.2 -0.1 3.9 -6.1 -3.4 -1.8 -0.7 0.3 1.0 -2.4 -2.0
2012
+3.30 +1.53 0.2 -2.0 -4.3 4.7 7.9 -1.5 3.1 -0.9 -1.9 -0.4 1.2 -2.2
2011
+29.17 +25.45 -2.1 1.4 -0.1 2.2 3.3 -1.9 4.0 8.8 10.0 -3.7 2.2 2.9
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