Intermediate Term Treasuries
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | Government Bonds | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Intermediate Term Treasuries, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Dec 5, 1991, corresponding to the inception date of VFITX
Returns By Period
As of Sep 21, 2024, the Intermediate Term Treasuries returned 4.61% Year-To-Date and 1.62% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Intermediate Term Treasuries | 4.61% | 1.02% | 5.66% | 10.12% | 0.61% | 1.62% |
| Portfolio components: | ||||||
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | 4.61% | 1.02% | 5.66% | 10.12% | 0.61% | 1.62% |
Monthly Returns
The table below presents the monthly returns of Intermediate Term Treasuries, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.21% | -1.51% | 0.58% | -2.07% | 1.51% | 1.06% | 2.39% | 1.23% | 4.61% | ||||
| 2023 | 2.45% | -2.53% | 2.97% | 0.71% | -1.10% | -1.22% | -0.11% | -0.21% | -1.84% | -0.93% | 3.17% | 2.89% | 4.09% |
| 2022 | -1.59% | -0.28% | -3.12% | -2.39% | 0.74% | -0.82% | 1.93% | -2.91% | -3.25% | -0.83% | 2.55% | -0.77% | -10.43% |
| 2021 | -0.46% | -1.32% | -0.88% | 0.72% | 0.52% | -0.09% | 1.13% | -0.28% | -0.97% | -0.72% | 0.42% | -0.35% | -2.29% |
| 2020 | 2.19% | 2.13% | 2.27% | 0.46% | 0.42% | 0.30% | 0.49% | -0.14% | 0.07% | -0.59% | 0.23% | 0.14% | 8.21% |
| 2019 | 0.59% | -0.26% | 1.78% | -0.05% | 2.05% | 1.02% | -0.16% | 2.48% | -0.70% | 0.16% | -0.37% | -0.36% | 6.30% |
| 2018 | -1.55% | -0.49% | 0.75% | -0.92% | 0.76% | 0.10% | -0.35% | 0.77% | -0.81% | -0.07% | 0.96% | 1.90% | 1.01% |
| 2017 | 0.30% | 0.39% | 0.07% | 0.77% | 0.59% | -0.47% | 0.42% | 0.86% | -0.83% | -0.20% | -0.39% | 0.07% | 1.57% |
| 2016 | 2.36% | 0.82% | 0.22% | -0.13% | -0.21% | 2.05% | 0.04% | -0.73% | 0.28% | -0.74% | -2.65% | -0.05% | 1.19% |
| 2015 | 2.70% | -1.59% | 0.63% | -0.21% | -0.12% | -0.73% | 0.85% | -0.03% | 1.18% | -0.47% | -0.39% | -0.38% | 1.38% |
| 2014 | 1.67% | 0.21% | -0.73% | 0.49% | 1.03% | -0.13% | -0.39% | 1.03% | -0.65% | 1.12% | 0.85% | -0.35% | 4.19% |
| 2013 | -0.73% | 0.72% | 0.15% | 0.71% | -1.84% | -1.62% | 0.12% | -1.02% | 1.47% | 0.48% | -0.13% | -1.49% | -3.20% |
Expense Ratio
Intermediate Term Treasuries has an expense ratio of 0.20%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Intermediate Term Treasuries is 18, indicating that it is in the bottom 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | 1.68 | 2.50 | 1.31 | 0.63 | 6.56 |
Dividends
Dividend yield
Intermediate Term Treasuries granted a 3.82% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Intermediate Term Treasuries | 3.82% | 3.46% | 1.97% | 1.08% | 4.86% | 2.31% | 2.34% | 1.75% | 2.77% | 2.37% | 1.86% | 1.88% |
| Portfolio components: | ||||||||||||
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | 3.82% | 3.46% | 1.97% | 1.08% | 4.86% | 2.31% | 2.34% | 1.75% | 2.77% | 2.37% | 1.86% | 1.88% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Intermediate Term Treasuries. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Intermediate Term Treasuries was 15.49%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current Intermediate Term Treasuries drawdown is 5.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.49% | Aug 5, 2020 | 558 | Oct 20, 2022 | — | — | — |
| -7.99% | Oct 18, 1993 | 146 | May 9, 1994 | 248 | Apr 20, 1995 | 394 |
| -6.73% | Oct 6, 1998 | 221 | Aug 10, 1999 | 249 | Aug 1, 2000 | 470 |
| -6.04% | Feb 14, 1996 | 86 | Jun 12, 1996 | 101 | Oct 31, 1996 | 187 |
| -6.02% | Dec 19, 2008 | 116 | Jun 8, 2009 | 121 | Nov 27, 2009 | 237 |
Volatility
Volatility Chart
The current Intermediate Term Treasuries volatility is 1.12%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.