VGLT vs SCZ

Comparison between VANGUARD LONG-TERM TREASURY INDEX FUND ETF SHARES (VGLT, ETF) and ISHARES MSCI EAFE SMALL-CAP ETF (SCZ, ETF).

5-Year PerformanceSCZ has outperformed VGLT, delivering a return of +5.9% compared to -4.9%

VGLT vs SCZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VGLT(ETF)	SCZ(ETF)
Net Assets	$14B	$14B
Expense Ratio	0.03%	0.40%
Max Drawdown	50.44%	62.65%
Sharpe Ratio	0.03	1.74
5Y Beta	0.05	0.65
5Y Dividends CAGR	6.61%	10.71%

Net Assets

VGLT

$14B

Winner

SCZ

$14B

Expense Ratio

Winner

VGLT

0.03%

SCZ

0.40%

Max Drawdown

Winner

VGLT

50.44%

SCZ

62.65%

Sharpe Ratio

VGLT

0.03

Winner

SCZ

1.74

5Y Beta

Winner

VGLT

0.05

SCZ

0.65

5Y Dividends CAGR

VGLT

6.61%

Winner

SCZ

10.71%

VGLT vs SCZ - Historical Returns

Returns include dividend reinvestment.

Period	VGLT	SCZ
1 month	-0.60%	+3.72%
3 months	-1.59%	+0.63%
6 months	-2.15%	+14.49%
1 year	+4.31%	+30.24%
5 years(CAGR)	-4.95%	+5.92%
10 years(CAGR)	-0.99%	+8.49%
Max(CAGR)	+2.49%	+5.64%

VGLT

-0.60%

Winner

SCZ

+3.72%

VGLT

-1.59%

Winner

SCZ

+0.63%

VGLT

-2.15%

Winner

SCZ

+14.49%

VGLT

+4.31%

Winner

SCZ

+30.24%

5Y(CAGR)

VGLT

-4.95%

Winner

SCZ

+5.92%

10Y(CAGR)

VGLT

-0.99%

Winner

SCZ

+8.49%

Max(CAGR)

VGLT

+2.49%

Winner

SCZ

+5.64%

VGLT vs SCZ - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	VGLT	SCZ
2026	-0.25%	+9.82%
2025	+5.23%	+32.40%
2024	-5.80%	+2.77%
2023	+1.50%	+12.31%
2022	-27.68%	-21.61%
2021	-4.91%	+9.90%
2020	+16.54%	+10.70%
2019	+13.62%	+24.72%
2018	-0.48%	-18.18%
2017	+8.37%	+31.99%
2016	-0.08%	+3.60%
2015	-1.81%	+9.15%
2014	+24.41%	-4.99%
2013	-11.50%	+26.25%
2012	+4.55%	+17.53%
2011	+29.34%	-16.00%
2010	+8.97%	+18.39%
2009	-4.16%	+41.36%
2008	N/A	-47.82%
2007	N/A	-0.31%

VGLT vs SCZ Drawdown Comparison

The maximum drawdown for VGLT was -46.17%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for SCZ was -61.87%, occurring on Mar 9, 2009. Recovery took 1348 trading sessions.

The current VGLT drawdown is -36.86%.

Rank	VGLT	SCZ
#1	-46.17% Aug 4, 2020 - Oct 19, 2023	-61.87% Dec 13, 2007 - Apr 24, 2013
#2	-17.79% Jul 25, 2012 - Oct 15, 2014	-41.07% Jan 26, 2018 - Nov 23, 2020
#3	-16.92% Jul 8, 2016 - Jun 3, 2019	-36.83% Sep 3, 2021 - Jun 2, 2025
#4	-14.21% Mar 9, 2020 - Aug 4, 2020	-17.42% May 15, 2015 - Sep 6, 2016
#5	-13.98% Aug 31, 2010 - Aug 4, 2011	-16.12% Jul 3, 2014 - May 13, 2015
#6	-13.80% Jan 30, 2015 - Feb 11, 2016	-11.43% Feb 27, 2026 - May 8, 2026
#7	-9.07% Oct 3, 2011 - Dec 19, 2011	-10.32% May 8, 2013 - Aug 5, 2013
#8	-8.89% Dec 19, 2011 - May 16, 2012	-6.64% Sep 28, 2016 - Feb 1, 2017
#9	-7.97% Aug 28, 2019 - Feb 20, 2020	-6.18% Jan 15, 2014 - Feb 18, 2014
#10	-5.69% Nov 27, 2009 - May 6, 2010	-5.77% Oct 27, 2025 - Dec 11, 2025
#11	-4.57% Feb 11, 2016 - Jun 3, 2016	-5.67% Jun 14, 2021 - Aug 13, 2021
#12	-4.32% Sep 22, 2011 - Oct 3, 2011	-4.87% Mar 6, 2014 - Jun 6, 2014
#13	-4.16% Aug 10, 2011 - Aug 18, 2011	-4.34% May 7, 2021 - Jun 1, 2021
#14	-3.59% Aug 19, 2011 - Sep 2, 2011	-4.09% Aug 13, 2013 - Sep 9, 2013
#15	-3.55% Jun 1, 2012 - Jul 20, 2012	-3.85% Feb 16, 2021 - Mar 16, 2021

Correlation

Correlation between VGLT and SCZ is 0.50 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.50

-101

Dividend Comparison (2007 - 2026)

VGLT vs SCZ dividend yield comparison.

Year	VGLT	SCZ
2026	1.53%	0.00%
2025	4.44%	3.30%
2024	4.33%	3.50%
2023	3.33%	2.96%
2022	2.84%	1.99%
2021	1.82%	2.96%
2020	2.15%	1.52%
2019	2.46%	3.52%
2018	2.71%	2.79%
2017	2.55%	2.38%
2016	2.69%	2.82%
2015	3.21%	2.06%
2014	2.75%	2.61%
2013	3.19%	2.39%
2012	3.02%	3.26%
2011	3.10%	3.28%
2010	3.72%	2.84%
2009	0.46%	2.28%
2008	0.00%	2.79%
2007	0.00%	0.08%