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Vanguard Intermediate-Term Treasury ETF (VGIT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US92206C7065

CUSIP

92206C706

Issuer

Vanguard

Inception Date

Nov 19, 2009

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Barclays U.S. 3-10 Year Government Float Adjusted Index

Asset Class

Bond

Expense Ratio

VGIT has an expense ratio of 0.04%, which is considered low compared to other funds.


Expense ratio chart for VGIT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VGIT vs. BND VGIT vs. VGLT VGIT vs. GOVT VGIT vs. IEF VGIT vs. IEI VGIT vs. SCHR VGIT vs. BNDW VGIT vs. TLT VGIT vs. VTIP VGIT vs. IGIB
Popular comparisons:
VGIT vs. BND VGIT vs. VGLT VGIT vs. GOVT VGIT vs. IEF VGIT vs. IEI VGIT vs. SCHR VGIT vs. BNDW VGIT vs. TLT VGIT vs. VTIP VGIT vs. IGIB

Performance

Performance Chart

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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.74%
10.70%
VGIT (Vanguard Intermediate-Term Treasury ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Intermediate-Term Treasury ETF had a return of 1.85% year-to-date (YTD) and 2.32% in the last 12 months. Over the past 10 years, Vanguard Intermediate-Term Treasury ETF had an annualized return of 1.14%, while the S&P 500 had an annualized return of 11.40%, indicating that Vanguard Intermediate-Term Treasury ETF did not perform as well as the benchmark.


VGIT

YTD

1.85%

1M

0.58%

6M

2.08%

1Y

2.32%

5Y (annualized)

-0.03%

10Y (annualized)

1.14%

^GSPC (Benchmark)

YTD

27.34%

1M

3.47%

6M

10.98%

1Y

28.71%

5Y (annualized)

13.78%

10Y (annualized)

11.40%

Monthly Returns

The table below presents the monthly returns of VGIT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.27%-1.52%0.50%-2.03%1.43%1.00%2.35%1.19%1.11%-2.39%0.71%1.85%
20232.38%-2.44%3.07%0.73%-1.06%-1.21%-0.09%-0.16%-1.68%-0.86%3.10%2.63%4.27%
2022-1.58%-0.45%-3.22%-2.47%0.66%-0.64%1.91%-2.83%-3.31%-0.73%2.52%-0.73%-10.53%
2021-0.45%-1.38%-1.18%0.66%0.31%0.17%1.18%-0.30%-0.97%-0.72%0.45%-0.42%-2.64%
20202.22%2.08%2.94%-0.02%0.36%0.11%0.48%-0.39%0.14%-0.63%0.19%0.04%7.71%
20190.44%-0.25%1.78%-0.13%2.08%0.95%-0.10%2.49%-0.74%0.28%-0.40%-0.32%6.19%
2018-1.45%-0.47%0.71%-0.88%0.79%0.07%-0.32%0.71%-0.76%-0.04%0.97%2.06%1.36%
20170.36%0.44%0.06%0.79%0.60%-0.47%0.42%0.91%-0.89%-0.19%-0.36%0.03%1.70%
20162.14%0.75%0.22%-0.17%-0.17%2.07%0.05%-0.72%0.44%-0.92%-2.58%-0.19%0.84%
20152.49%-1.53%0.78%-0.15%-0.08%-0.82%0.88%-0.08%1.21%-0.62%-0.41%-0.01%1.61%
20141.71%0.30%-0.69%0.56%1.04%-0.14%-0.49%1.14%-0.64%1.07%0.72%-0.08%4.57%
2013-0.53%0.67%0.17%0.78%-1.75%-1.48%0.06%-0.80%1.26%0.60%-0.20%-1.44%-2.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VGIT is 18, indicating that it is in the bottom 18% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VGIT is 1818
Overall Rank
The Sharpe Ratio Rank of VGIT is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of VGIT is 1818
Sortino Ratio Rank
The Omega Ratio Rank of VGIT is 1818
Omega Ratio Rank
The Calmar Ratio Rank of VGIT is 1515
Calmar Ratio Rank
The Martin Ratio Rank of VGIT is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VGIT, currently valued at 0.47, compared to the broader market0.002.004.000.472.35
The chart of Sortino ratio for VGIT, currently valued at 0.70, compared to the broader market-2.000.002.004.006.008.0010.000.703.16
The chart of Omega ratio for VGIT, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.44
The chart of Calmar ratio for VGIT, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.183.38
The chart of Martin ratio for VGIT, currently valued at 1.22, compared to the broader market0.0020.0040.0060.0080.00100.001.2215.01
VGIT
^GSPC

The current Vanguard Intermediate-Term Treasury ETF Sharpe ratio is 0.47. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Intermediate-Term Treasury ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.47
2.35
VGIT (Vanguard Intermediate-Term Treasury ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Intermediate-Term Treasury ETF provided a 3.61% dividend yield over the last twelve months, with an annual payout of $2.11 per share.


1.60%1.80%2.00%2.20%2.40%2.60%2.80%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.11$1.62$1.02$1.13$1.55$1.47$1.30$1.07$1.08$1.09$1.00$1.02

Dividend yield

3.61%2.72%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%1.63%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.17$0.15$0.18$0.17$0.18$0.18$0.19$0.19$0.18$0.19$0.18$1.94
2023$0.00$0.12$0.12$0.13$0.12$0.13$0.13$0.13$0.14$0.14$0.15$0.33$1.62
2022$0.00$0.06$0.06$0.07$0.07$0.07$0.08$0.09$0.09$0.10$0.11$0.23$1.02
2021$0.00$0.07$0.06$0.07$0.06$0.06$0.06$0.07$0.07$0.06$0.06$0.49$1.13
2020$0.00$0.12$0.11$0.11$0.09$0.10$0.09$0.09$0.08$0.08$0.08$0.63$1.55
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$1.47
2018$0.00$0.09$0.09$0.10$0.10$0.10$0.10$0.11$0.12$0.12$0.12$0.25$1.30
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$1.07
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$1.08
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$1.09
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$1.00
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$1.02

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.24%
-0.27%
VGIT (Vanguard Intermediate-Term Treasury ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Intermediate-Term Treasury ETF. 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 Intermediate-Term Treasury ETF was 16.05%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Vanguard Intermediate-Term Treasury ETF drawdown is 8.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.05%Aug 5, 2020558Oct 20, 2022
-5.49%Nov 5, 201065Feb 8, 201189Jun 16, 2011154
-5.38%Jul 6, 2016470May 16, 2018213Mar 22, 2019683
-5.1%May 2, 201388Sep 5, 2013278Oct 13, 2014366
-2.92%Nov 30, 200922Dec 31, 200982May 4, 2010104

Volatility

Volatility Chart

The current Vanguard Intermediate-Term Treasury ETF volatility is 1.06%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.06%
2.35%
VGIT (Vanguard Intermediate-Term Treasury ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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