Vanguard Intermediate-Term Treasury ETF (VGIT)
VGIT is a passive ETF by Vanguard tracking the investment results of the Barclays U.S. 3-10 Year Government Float Adjusted Index. VGIT launched on Nov 19, 2009 and has a 0.04% expense ratio.
ETF Info
ISIN | US92206C7065 |
---|---|
CUSIP | 92206C706 |
Issuer | Vanguard |
Inception Date | Nov 19, 2009 |
Region | North America (U.S.) |
Category | Government Bonds |
Index Tracked | Barclays U.S. 3-10 Year Government Float Adjusted Index |
ETF Home Page | advisors.vanguard.com |
Asset Class | Bond |
Expense Ratio
The Vanguard Intermediate-Term Treasury ETF has an expense ratio of 0.04% which is considered to be low.
Share Price Chart
Loading data...
Performance
The chart shows the growth of an initial investment of $10,000 in Vanguard Intermediate-Term Treasury ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
Vanguard Intermediate-Term Treasury ETF had a return of 2.63% year-to-date (YTD) and -1.00% in the last 12 months. Over the past 10 years, Vanguard Intermediate-Term Treasury ETF had an annualized return of 1.02%, while the S&P 500 had an annualized return of 9.99%, indicating that Vanguard Intermediate-Term Treasury ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
1 month | -1.75% | 3.18% |
Year-To-Date | 2.63% | 9.94% |
6 months | 1.04% | 3.67% |
1 year | -1.00% | 1.06% |
5 years (annualized) | 1.04% | 9.08% |
10 years (annualized) | 1.02% | 9.99% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 2.38% | -2.44% | 3.07% | 0.73% | -1.06% | |||||||
2022 | 2.52% | -0.73% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) and S&P 500 (^GSPC). 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 | Ulcer Index | |
---|---|---|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | -0.18 | ||||
^GSPC S&P 500 | 0.10 |
Dividend History
Vanguard Intermediate-Term Treasury ETF granted a 2.74% dividend yield in the last twelve months. The annual payout for that period amounted to $1.63 per share.
Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $1.63 | $1.02 | $1.13 | $1.55 | $1.47 | $1.30 | $1.07 | $1.08 | $1.09 | $1.00 | $1.02 | $1.68 |
Dividend yield | 2.74% | 1.75% | 1.74% | 2.33% | 2.38% | 2.24% | 1.86% | 1.91% | 1.95% | 1.81% | 1.94% | 3.11% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard Intermediate-Term Treasury ETF. 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | $0.00 | $0.12 | $0.12 | $0.12 | $0.12 | |||||||
2022 | $0.00 | $0.06 | $0.06 | $0.07 | $0.06 | $0.07 | $0.08 | $0.09 | $0.09 | $0.10 | $0.11 | $0.23 |
2021 | $0.00 | $0.07 | $0.06 | $0.07 | $0.06 | $0.06 | $0.06 | $0.07 | $0.06 | $0.06 | $0.06 | $0.49 |
2020 | $0.00 | $0.12 | $0.11 | $0.11 | $0.09 | $0.09 | $0.09 | $0.08 | $0.08 | $0.08 | $0.07 | $0.63 |
2019 | $0.00 | $0.12 | $0.12 | $0.13 | $0.12 | $0.13 | $0.13 | $0.12 | $0.12 | $0.12 | $0.12 | $0.24 |
2018 | $0.00 | $0.09 | $0.09 | $0.10 | $0.10 | $0.10 | $0.10 | $0.11 | $0.12 | $0.12 | $0.12 | $0.24 |
2017 | $0.00 | $0.07 | $0.09 | $0.08 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.10 | $0.09 | $0.20 |
2016 | $0.00 | $0.08 | $0.09 | $0.08 | $0.09 | $0.08 | $0.08 | $0.08 | $0.08 | $0.09 | $0.08 | $0.26 |
2015 | $0.00 | $0.09 | $0.09 | $0.08 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.22 |
2014 | $0.00 | $0.08 | $0.08 | $0.07 | $0.08 | $0.08 | $0.09 | $0.08 | $0.08 | $0.08 | $0.09 | $0.19 |
2013 | $0.07 | $0.07 | $0.06 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.26 |
2012 | $0.09 | $0.09 | $0.08 | $0.09 | $0.09 | $0.08 | $0.08 | $0.08 | $0.08 | $0.00 | $0.15 | $0.76 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Vanguard Intermediate-Term Treasury ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Vanguard Intermediate-Term Treasury ETF is 16.05%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-16.05% | Aug 5, 2020 | 558 | Oct 20, 2022 | — | — | — |
-5.49% | Nov 5, 2010 | 65 | Feb 8, 2011 | 89 | Jun 16, 2011 | 154 |
-5.38% | Jul 6, 2016 | 470 | May 16, 2018 | 213 | Mar 22, 2019 | 683 |
-5.1% | May 2, 2013 | 88 | Sep 5, 2013 | 278 | Oct 13, 2014 | 366 |
-2.92% | Nov 30, 2009 | 22 | Dec 31, 2009 | 82 | May 4, 2010 | 104 |
Volatility Chart
The current Vanguard Intermediate-Term Treasury ETF volatility is 1.55%, 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.
Alternatives
Portfolios with Vanguard Intermediate-Term Treasury ETF
Portfolio Name | YTD Return | 10Y Return | Div. Yield | 10Y Volatility | Max. Drawdown | Expense Ratio | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
---|---|---|---|---|---|---|---|---|---|---|---|
FundAdvice Ultimate Buy & Hold Portfolio | 2.94% | 4.59% | 3.32% | 9.99% | -21.19% | 0.14% | -0.13 | ||||
Gyroscopic Investing Desert Portfolio | 5.37% | 4.70% | 2.21% | 5.80% | -16.15% | 0.06% | 0.11 | ||||
Pinwheel Portfolio | 4.28% | 5.50% | 2.37% | 11.14% | -23.65% | 0.09% | -0.09 |