Last Update: 31 Aug 2021

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 5.58% compound annual return, with a 11.62% standard deviation.

In 2020, the portfolio granted a 2.50% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Long-Term Treasury Index (VGLT): 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

Capital Growth and Historical Returns

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): Dividend Yield page.

Capital Growth:
Swipe left to see all data
Period Returns
Aug 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-0.27%
-0.27%
Aug 2021 - Aug 2021
0 - 1
3M
+7.68%
-0.27%
Aug 2021 - Aug 2021
2 - 1
6M
+4.62%
-4.91%
Mar 2021 - Mar 2021
3 - 3
YTD
-4.69%
-13.38%
Jan 2021 - Mar 2021
3 - 5
1Y
-6.78%
10.75%
-15.96%
Oct 2020 - Mar 2021
5 - 7
3Y
+9.19%
annualized
13.41%
-19.35%
Aug 2020 - Mar 2021
19 - 17
5Y
+3.56%
annualized
11.86%
-19.35%
Aug 2020 - Mar 2021
31 - 29
10Y
+5.58%
annualized
11.62%
-19.35%
Aug 2020 - Mar 2021
63 - 57
MAX
01 Jan 2011
+6.71%
annualized
11.68%
-19.35%
Aug 2020 - Mar 2021
68 - 60

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns ( more details)

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

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.21% +36.99%
May 2019 - Apr 2020
-16.32%
Apr 2020 - Mar 2021
35.04%
2 Years
+6.30% +21.91%
Aug 2018 - Jul 2020
-5.46%
Aug 2016 - Jul 2018
22.86%
3 Years
+5.71% +13.67%
Aug 2017 - Jul 2020
-1.15%
Feb 2015 - Jan 2018
4.30%
5 Years
+5.31% +10.10%
Jul 2011 - Jun 2016
+1.95%
May 2013 - Apr 2018
0.00%
7 Years
+5.55% +9.25%
Aug 2013 - Jul 2020
+2.27%
Oct 2011 - Sep 2018
0.00%
10 Years
+6.56% +7.69%
Jan 2011 - Dec 2020
+5.58%
Sep 2011 - Aug 2021
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 and Yearly/Monthly Returns

In the table below, for the Vanguard Long-Term Treasury Index (VGLT) ETF, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

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

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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
1.54
64%
-0.29
55%
0.58
55%
0.94
64%
1.34
64%
0.22
55%
1.66
73%
1.82
45%
0.03
40%
-1.24
20%
-0.16
60%
0.44
40%
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
2.5
2014
5.6
2018
Worst
Year
-3.5
2021
-5.6
2021
-4.9
2021
-2.9
2015
-6.1
2013
-3.6
2015
-1.8
2013
-4.8
2020
-2.8
2018
-4.3
2016
-7.7
2016
-2.9
2019

For further information about the seasonality, check the Asset Class Seasonality page.

Investing in Vanguard Long-Term Treasury Index (VGLT) ETF: detail of monthly returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
-4.69% -3.5 -5.6 -4.9 2.3 -0.1 4.2 3.7 -0.3
2020
+17.57% 7.3 6.6 6.4 1.0 -1.7 0.4 4.2 -4.8 0.8 -3.3 1.5 -1.2
2019
+14.31% 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% -3.2 -3.0 2.9 -2.0 1.9 0.6 -1.4 1.3 -2.8 -2.9 1.9 5.6
2017
+8.64% 0.6 1.7 -0.6 1.6 1.8 0.7 -0.6 3.3 -2.2 -0.1 0.7 1.7
2016
+1.22% 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% 8.7 -5.5 1.0 -2.9 -2.3 -3.6 4.1 -0.6 1.9 -0.4 -0.9 -0.2
2014
+25.19% 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% -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% 0.2 -2.0 -4.3 4.7 7.9 -1.5 3.2 -0.9 -1.9 -0.4 1.2 -2.2
2011
+29.17% -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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