{"schemaVersion":1,"ticker":"VGLT","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/vglt/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, VGLT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/vglt/"},"benchmark":{"ticker":"SCHQ","name":"Bloomberg U.S. Long Treasury Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"VGLT","b":"SCHQ","window":{"from":"2019-10-18","to":"2026-10-23","firstReturn":"2019-10-25","weeklyReturns":366,"years":7.01,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0289984,"perWeek":0.0005576616,"days":1754,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":-0.23808992,"b":-0.23720647,"edge":"Tie"},"annualised":{"a":-0.03789761,"b":-0.03773919,"edge":"Tie"},"price":{"a":-0.39098447,"b":-0.39021878,"edge":"Tie"},"volatility":{"a":0.13854502,"b":0.13899547,"edge":"Tie"},"downsideDeviation":{"a":0.10251358,"b":0.10275376,"edge":"Tie"},"maxDrawdown":{"a":-0.45575515,"b":-0.45652424,"edge":"Tie","aPeak":"2020-07-31","aTrough":"2023-10-20","bPeak":"2020-07-31","bTrough":"2023-10-20"},"excess":{"a":-0.05803803,"b":-0.05781134,"edge":"Tie"},"sharpe":{"a":-0.41891093,"b":-0.41592246,"edge":"Tie"},"sortino":{"a":-0.56614961,"b":-0.56262015,"edge":"Tie"},"calmar":{"a":-0.08315344,"b":-0.08266635,"edge":"Tie"}},"relative":{"VGLT":{"on":"SCHQ","beta":0.99609304,"r2":0.9986636,"alpha":-0.00045255,"alphaT":-0.23633711,"alphaLow":-0.00421815,"alphaHigh":0.00331304,"upsideCapture":0.99549484,"downsideCapture":0.99809633,"treynor":-0.05826567,"trackingError":0.00509379,"informationRatio":-0.04450283,"upWeeks":182,"downWeeks":182,"treynorReference":-0.05781134,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"SCHQ","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"VGLT":{"kept":"2026-10-26","distributions":84,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":366,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.23808992}},"SCHQ":{"kept":"2026-10-26","distributions":84,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":366,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.23720647}}}}