Vanguard Extended Duration Treasury Index Fund (VEDTX)
The investment seeks to track the performance of the Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index of extended-duration zero-coupon U.S. Treasury securities. The advisor employs an indexing investment approach designed to track the performance of the Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. This index includes zero-coupon U.S. Treasury securities (Treasury STRIPS), which are backed by the full faith and credit of the U.S. government, with maturities ranging from 20 to 30 years. The fund invests by sampling the index. At least 80% of it's assets will be invested in U.S. Treasury securities held in the index.
Fund Info
| ISIN | US9219108811 |
|---|---|
| Issuer | Vanguard |
| Inception Date | Nov 27, 2007 |
| Category | Government Bonds |
| Min. Investment | $5,000,000 |
| Asset Class | Bond |
Expense Ratio
VEDTX has an expense ratio of 0.06%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: VEDTX vs. VFIUX, VEDTX vs. VFIRX, VEDTX vs. VUSUX, VEDTX vs. EDV, VEDTX vs. VBTLX, VEDTX vs. VTSAX
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard Extended Duration Treasury Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Vanguard Extended Duration Treasury Index Fund had a return of -9.35% year-to-date (YTD) and 8.39% in the last 12 months. Over the past 10 years, Vanguard Extended Duration Treasury Index Fund had an annualized return of -1.03%, while the S&P 500 had an annualized return of 11.39%, indicating that Vanguard Extended Duration Treasury Index Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -9.35% | 25.45% |
| 1 month | -3.58% | 2.91% |
| 6 months | 1.56% | 14.05% |
| 1 year | 8.39% | 35.64% |
| 5 years (annualized) | -8.57% | 14.13% |
| 10 years (annualized) | -1.03% | 11.39% |
Monthly Returns
The table below presents the monthly returns of VEDTX, 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 | -4.41% | -2.65% | 0.89% | -8.93% | 3.91% | 2.03% | 4.28% | 3.09% | 2.45% | -7.26% | -9.35% | ||
| 2023 | 10.59% | -6.37% | 5.47% | 0.19% | -3.93% | 0.94% | -3.78% | -4.89% | -11.37% | -8.27% | 14.78% | 12.74% | 2.15% |
| 2022 | -4.77% | -2.49% | -6.49% | -12.39% | -3.89% | -1.71% | 2.21% | -4.81% | -10.40% | -8.85% | 9.88% | -3.41% | -39.40% |
| 2021 | -4.96% | -7.59% | -6.64% | 3.12% | -0.08% | 5.67% | 4.72% | -0.16% | -3.70% | 3.32% | 3.61% | -2.86% | -6.52% |
| 2020 | 10.23% | 8.84% | 8.11% | 1.27% | -2.70% | 0.60% | 6.21% | -6.75% | 1.10% | -4.37% | 2.34% | -1.42% | 24.20% |
| 2019 | 0.35% | -1.82% | 7.80% | -2.93% | 9.54% | 0.89% | 0.31% | 15.42% | -3.45% | -1.86% | -0.34% | -4.35% | 19.16% |
| 2018 | -4.19% | -4.37% | 3.98% | -2.45% | 2.48% | 1.05% | -2.00% | 1.57% | -3.93% | -4.68% | 2.18% | 7.66% | -3.50% |
| 2017 | 0.76% | 2.26% | -1.19% | 1.89% | 2.83% | 1.83% | -1.30% | 4.79% | -3.17% | -0.03% | 1.45% | 2.89% | 13.52% |
| 2016 | 7.59% | 4.14% | -0.30% | -0.92% | 1.33% | 9.67% | 3.28% | -1.47% | -2.30% | -6.27% | -11.04% | -0.39% | 1.55% |
| 2015 | 13.87% | -8.83% | 1.47% | -5.31% | -3.82% | -6.04% | 6.71% | -0.74% | 2.33% | -0.08% | -1.44% | -0.65% | -4.40% |
| 2014 | 10.35% | 0.79% | 1.56% | 3.17% | 4.08% | -0.30% | 1.33% | 7.11% | -2.96% | 4.04% | 4.44% | 5.22% | 45.64% |
| 2013 | -5.36% | 1.48% | -0.59% | 6.92% | -9.68% | -4.33% | -3.74% | -1.57% | -0.13% | 2.10% | -4.07% | -3.18% | -20.86% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VEDTX is 3, indicating that it is in the bottom 3% of mutual funds 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
The charts below present risk-adjusted performance metrics for Vanguard Extended Duration Treasury Index Fund (VEDTX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Vanguard Extended Duration Treasury Index Fund provided a 4.28% dividend yield over the last twelve months, with an annual payout of $0.92 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.92 | $0.87 | $0.82 | $0.83 | $0.95 | $1.00 | $1.00 | $0.98 | $1.02 | $1.08 | $1.06 | $0.99 |
Dividend yield | 4.28% | 3.55% | 3.30% | 1.96% | 2.05% | 2.56% | 2.94% | 2.70% | 3.10% | 3.17% | 2.84% | 3.72% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.70 | |
| 2023 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.22 | $0.87 |
| 2022 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.21 | $0.82 |
| 2021 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.21 | $0.83 |
| 2020 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.24 | $0.95 |
| 2019 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.26 | $1.00 |
| 2018 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $1.00 |
| 2017 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.26 | $0.98 |
| 2016 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.30 | $1.02 |
| 2015 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.31 | $1.08 |
| 2014 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.30 | $1.06 |
| 2013 | $0.23 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.31 | $0.99 |
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 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 52.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60% | Aug 5, 2020 | 808 | Oct 19, 2023 | — | — | — |
| -41.77% | Dec 19, 2008 | 323 | Apr 5, 2010 | 372 | Sep 22, 2011 | 695 |
| -29.82% | Jul 26, 2012 | 269 | Aug 21, 2013 | 329 | Dec 10, 2014 | 598 |
| -24.16% | Jul 11, 2016 | 111 | Dec 14, 2016 | 660 | Aug 1, 2019 | 771 |
| -23.18% | Feb 2, 2015 | 102 | Jun 26, 2015 | 245 | Jun 16, 2016 | 347 |
Volatility
Volatility Chart
The current Vanguard Extended Duration Treasury Index Fund volatility is 7.79%, 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.