Summary
VGLT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 3.92% Volatility 10.36% Sharpe -0.40
Official loaded data — not a live quote.

VANGUARD LONG-TERM TREASURY INDEX FUND ETF SHARES

Symbol: VGLT

Exchange: NASDAQ

Sector: N/A

Category: Long Government

Inception date: 19/11/2009

Latest date: 16/07/2026

Current price: $53.95

Expense ratio: 0.03%

Assets under management
$15.2B
0.43% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-1.63%

Ann. -29.16% (Sharpe / Sortino numerator)

Volatility

11.74%

Sharpe ratio

-2.794

VaR 95%

-1.13%

CVaR 95%: -1.52%
Max drawdown: -4.48%
Sortino ratio: -4.329
Calmar ratio: -6.51

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-1.11%

Ann. -0.77% (Sharpe / Sortino numerator)

Volatility

9.66%

Sharpe ratio

-0.455

VaR 95%

-0.90%

CVaR 95%: -1.28%
Max drawdown: -5.51%
Sortino ratio: -0.701
Calmar ratio: -0.14

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-1.57%

Ann. -2.62% (Sharpe / Sortino numerator)

Volatility

8.58%

Sharpe ratio

-0.729

VaR 95%

-0.90%

CVaR 95%: -1.17%
Max drawdown: -5.51%
Sortino ratio: -1.114
Calmar ratio: -0.48

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.92%

Ann. -0.55% (Sharpe / Sortino numerator)

Volatility

10.36%

Sharpe ratio

-0.404

VaR 95%

-1.02%

CVaR 95%: -1.54%
Max drawdown: -8.48%
Sortino ratio: -0.571
Calmar ratio: -0.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.56%

Ann. 1.90% (Sharpe / Sortino numerator)

Volatility

11.49%

Sharpe ratio

-0.150

VaR 95%

-1.18%

CVaR 95%: -1.62%
Max drawdown: -13.38%
Sortino ratio: -0.230
Calmar ratio: 0.14

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-4.22%

Ann. -1.67% (Sharpe / Sortino numerator)

Volatility

13.02%

Sharpe ratio

-0.407

VaR 95%

-1.39%

CVaR 95%: -1.86%
Max drawdown: -20.81%
Sortino ratio: -0.627
Calmar ratio: -0.08

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.017%

Best day

1.515%

29/07/2025
Worst day

-1.863%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $53.72 $53.95 $53.68 $53.95 1,893,100
15/07/2026 $53.85 $54.05 $53.84 $53.97 1,600,500
14/07/2026 $53.89 $54.08 $53.80 $53.84 3,353,200
13/07/2026 $53.89 $53.93 $53.72 $53.74 1,779,900
10/07/2026 $54.06 $54.15 $53.95 $54.05 1,517,100
09/07/2026 $53.95 $54.18 $53.93 $54.05 1,443,200
08/07/2026 $53.96 $54.03 $53.79 $53.96 2,343,200
07/07/2026 $54.44 $54.47 $54.10 $54.10 1,870,900
06/07/2026 $54.62 $54.65 $54.47 $54.63 1,266,600
02/07/2026 $54.58 $54.81 $54.58 $54.69 1,710,700