Vanguard Short-Term Treasury ETF (VGSH)
VGSH is a passive ETF by Vanguard tracking the investment results of the Barclays U.S. 1-3 Year Government Float Adjusted Index. VGSH launched on Nov 19, 2009 and has a 0.04% expense ratio.
ETF Info
ISIN | US92206C1027 |
---|---|
CUSIP | 92206C102 |
Issuer | Vanguard |
Inception Date | Nov 19, 2009 |
Region | North America (U.S.) |
Category | Government Bonds |
Index Tracked | Barclays U.S. 1-3 Year Government Float Adjusted Index |
ETF Home Page | advisors.vanguard.com |
Asset Class | Bond |
Expense Ratio
The Vanguard Short-Term Treasury ETF has an expense ratio of 0.04% which is considered to be low.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in Vanguard Short-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 Short-Term Treasury ETF had a return of 3.07% year-to-date (YTD) and 3.01% in the last 12 months. Over the past 10 years, Vanguard Short-Term Treasury ETF had an annualized return of 0.85%, while the S&P 500 had an annualized return of 9.87%, indicating that Vanguard Short-Term Treasury ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 3.07% | 19.67% |
1 month | 0.80% | 8.42% |
6 months | 1.66% | 7.29% |
1 year | 3.01% | 12.71% |
5 years (annualized) | 1.16% | 10.75% |
10 years (annualized) | 0.85% | 9.87% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | -0.39% | -0.48% | 0.29% | 0.47% | -0.11% | 0.35% | 1.05% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury ETF (VGSH) 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 | |
---|---|---|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | 1.21 | ||||
^GSPC S&P 500 | 0.91 |
Dividend History
Vanguard Short-Term Treasury ETF granted a 3.19% dividend yield in the last twelve months. The annual payout for that period amounted to $1.85 per share.
Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $1.85 | $0.66 | $0.40 | $1.07 | $1.39 | $1.08 | $0.66 | $0.50 | $0.43 | $0.28 | $0.21 | $0.32 |
Dividend yield | 3.19% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.82% | 0.71% | 0.46% | 0.34% | 0.52% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard Short-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 | $0.14 | $0.14 | $0.15 | $0.16 | $0.17 | $0.17 | $0.18 | $0.19 | |
2022 | $0.00 | $0.02 | $0.02 | $0.02 | $0.03 | $0.04 | $0.05 | $0.06 | $0.06 | $0.07 | $0.09 | $0.21 |
2021 | $0.00 | $0.03 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.01 | $0.01 | $0.22 |
2020 | $0.00 | $0.10 | $0.10 | $0.08 | $0.07 | $0.06 | $0.05 | $0.05 | $0.05 | $0.04 | $0.04 | $0.44 |
2019 | $0.00 | $0.12 | $0.11 | $0.13 | $0.12 | $0.12 | $0.12 | $0.12 | $0.11 | $0.11 | $0.11 | $0.21 |
2018 | $0.00 | $0.06 | $0.07 | $0.08 | $0.08 | $0.09 | $0.09 | $0.09 | $0.10 | $0.10 | $0.11 | $0.22 |
2017 | $0.00 | $0.03 | $0.05 | $0.05 | $0.05 | $0.05 | $0.06 | $0.05 | $0.06 | $0.06 | $0.06 | $0.14 |
2016 | $0.00 | $0.03 | $0.04 | $0.04 | $0.04 | $0.04 | $0.05 | $0.04 | $0.05 | $0.04 | $0.04 | $0.10 |
2015 | $0.00 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.04 | $0.04 | $0.11 |
2014 | $0.00 | $0.01 | $0.02 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.09 |
2013 | $0.02 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.06 |
2012 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.00 | $0.03 | $0.11 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard Short-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 Short-Term Treasury ETF was 5.70%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-5.7% | Apr 21, 2021 | 380 | Oct 20, 2022 | — | — | — |
-1.09% | Sep 8, 2017 | 173 | May 16, 2018 | 130 | Nov 19, 2018 | 303 |
-0.94% | Jul 6, 2016 | 115 | Dec 15, 2016 | 159 | Aug 4, 2017 | 274 |
-0.83% | Nov 5, 2010 | 67 | Feb 10, 2011 | 58 | May 5, 2011 | 125 |
-0.74% | Dec 2, 2009 | 21 | Dec 31, 2009 | 14 | Jan 22, 2010 | 35 |
Volatility Chart
The current Vanguard Short-Term Treasury ETF volatility is 0.68%, 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
Symbol | Inception | Expense Ratio | YTD Ret. | 10Y Ann. Ret. | Div. Yield | Max. Drawdown | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
---|---|---|---|---|---|---|---|---|---|---|---|
BND | Apr 3, 2007 | 0.03% | 2.9% | 1.4% | 3.1% | -18.8% | 0.3 |
Portfolios with Vanguard Short-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 |
---|---|---|---|---|---|---|---|---|---|---|---|
David Swensen Lazy Portfolio | 10.04% | 6.27% | 2.80% | 11.81% | -25.66% | 0.11% | 0.60 | ||||
FundAdvice Ultimate Buy & Hold Portfolio | 7.55% | 4.59% | 2.83% | 10.00% | -21.19% | 0.14% | 0.59 | ||||
Pinwheel Portfolio | 9.19% | 5.76% | 2.22% | 11.15% | -23.65% | 0.09% | 0.63 |