Vanguard Extended Duration Treasury Index Fund (VEDTX)

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Vanguard Extended Duration Treasury Index Fund (VEDTX) is up 1.7% since the beginning of the year. VEDTX is currently trading at $20 per share. Investors who bought $1,000 worth of VEDTX shares 5 years ago would now be looking at an investment worth $571.

Vanguard Extended Duration Treasury Index Fund (VEDTX) has returned 1.66% so far this year and 5.37% over the past 12 months. Over the last ten years, VEDTX has returned -3.24% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Nov 20, 2007, VEDTX's average daily return is +0.02%, while the average monthly return is +0.39%. At this rate, an investment would double in approximately 14.8 years.

Historically, 49% of months were positive and 51% were negative. The best month was Sep 2011 with a return of +23.4%, while the worst month was Jan 2009 at -21.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.

On a daily basis, VEDTX closed higher 51% of trading days. The best single day was Nov 20, 2008 with a return of +11.8%, while the worst single day was Mar 17, 2020 at -8.6%.

Vanguard Extended Duration Treasury Index Fund has an annualized alpha of 9.33%, beta of -0.36, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since November 20, 2007.

• This fund tended to rise when S&P 500 Index fell (downside capture of -20.20%), but participation in market rallies was also limited (-0.47%) - a profile typical of counter-cyclical assets.
• Beta of -0.36 may look defensive, but with R2 of 0.10 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.10 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

VEDTX has an expense ratio of 0.06%, which is considered low.

VEDTX ranks 5 for risk / return — in the bottom 5% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Vanguard Extended Duration Treasury Index Fund provided a 4.87% dividend yield over the last twelve months, with an annual payout of $0.96 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for Vanguard Extended Duration Treasury Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Vanguard Extended Duration Treasury Index Fund. 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 Vanguard Extended Duration Treasury Index Fund was 60.00%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Vanguard Extended Duration Treasury Index Fund drawdown is 53.26%.

The chart below shows the rolling one-month volatility.