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Vanguard Intermediate-Term Treasury ETF (VGIT)

ETF · Currency in USD · Last updated Jun 2, 2023

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

ISINUS92206C7065
CUSIP92206C706
IssuerVanguard
Inception DateNov 19, 2009
RegionNorth America (U.S.)
CategoryGovernment Bonds
Index TrackedBarclays U.S. 3-10 Year Government Float Adjusted Index
ETF Home Pageadvisors.vanguard.com
Asset ClassBond

Expense Ratio

The Vanguard Intermediate-Term Treasury ETF has an expense ratio of 0.04% which is considered to be low.


0.04%
0.00%2.15%

Share Price Chart


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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.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%2023FebruaryMarchAprilMayJune
1.79%
5.55%
VGIT (Vanguard Intermediate-Term Treasury ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with VGIT

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.


PeriodReturnBenchmark
1 month-1.75%3.18%
Year-To-Date2.63%9.94%
6 months1.04%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


JanFebMarAprMayJunJulAugSepOctNovDec
20232.38%-2.44%3.07%0.73%-1.06%
20222.52%-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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.18
^GSPC
S&P 500
0.10

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Vanguard Intermediate-Term Treasury ETF Sharpe ratio is -0.18. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.50-1.00-0.500.002023FebruaryMarchAprilMayJune
-0.18
0.10
VGIT (Vanguard Intermediate-Term Treasury ETF)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018201720162015201420132012
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%2023FebruaryMarchAprilMayJune
-11.33%
-12.00%
VGIT (Vanguard Intermediate-Term Treasury ETF)
Benchmark (^GSPC)

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, 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 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMayJune
1.55%
3.68%
VGIT (Vanguard Intermediate-Term Treasury ETF)
Benchmark (^GSPC)

Alternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. YieldMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
IEIJan 11, 20070.15%2.7%1.0%2.2%-14.6%-0.1
VGLTNov 19, 20090.04%4.5%1.4%4.0%-42.5%-0.4

Portfolios with Vanguard Intermediate-Term Treasury ETF


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
FundAdvice Ultimate Buy & Hold Portfolio2.94%4.59%3.32%9.99%-21.19%0.14%-0.13
Gyroscopic Investing Desert Portfolio5.37%4.70%2.21%5.80%-16.15%0.06%0.11
Pinwheel Portfolio4.28%5.50%2.37%11.14%-23.65%0.09%-0.09