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Vanguard Short-Term Treasury ETF (VGSH)

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

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.

Summary

ETF Info

ISINUS92206C1027
CUSIP92206C102
IssuerVanguard
Inception DateNov 19, 2009
RegionNorth America (U.S.)
CategoryGovernment Bonds
Index TrackedBarclays U.S. 1-3 Year Government Float Adjusted Index
ETF Home Pageadvisors.vanguard.com
Asset ClassBond

Expense Ratio

The Vanguard Short-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 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.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.66%
7.29%
VGSH (Vanguard Short-Term Treasury ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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

Vanguard Short-Term Treasury ETF

Popular comparisons: VGSH vs. BND, VGSH vs. SHV, VGSH vs. VTIP, VGSH vs. SCHO, VGSH vs. SHY, VGSH vs. VUSB, VGSH vs. VCSH, VGSH vs. JPST, VGSH vs. TIP, VGSH vs. BNDX

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.


PeriodReturnBenchmark
Year-To-Date3.07%19.67%
1 month0.80%8.42%
6 months1.66%7.29%
1 year3.01%12.71%
5 years (annualized)1.16%10.75%
10 years (annualized)0.85%9.87%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VGSH
Vanguard Short-Term Treasury ETF
1.21
^GSPC
S&P 500
0.91

Sharpe Ratio

The current Vanguard Short-Term Treasury ETF Sharpe ratio is 1.21. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
1.21
0.91
VGSH (Vanguard Short-Term Treasury ETF)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018201720162015201420132012
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-1.67%
-4.21%
VGSH (Vanguard Short-Term Treasury ETF)
Benchmark (^GSPC)

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, 2021380Oct 20, 2022
-1.09%Sep 8, 2017173May 16, 2018130Nov 19, 2018303
-0.94%Jul 6, 2016115Dec 15, 2016159Aug 4, 2017274
-0.83%Nov 5, 201067Feb 10, 201158May 5, 2011125
-0.74%Dec 2, 200921Dec 31, 200914Jan 22, 201035

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.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.68%
2.79%
VGSH (Vanguard Short-Term Treasury ETF)
Benchmark (^GSPC)

Alternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. YieldMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
BNDApr 3, 20070.03%2.9%1.4%3.1%-18.8%0.3

Portfolios with Vanguard Short-Term Treasury ETF


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
David Swensen Lazy Portfolio10.04%6.27%2.80%11.81%-25.66%0.11%0.60
FundAdvice Ultimate Buy & Hold Portfolio7.55%4.59%2.83%10.00%-21.19%0.14%0.59
Pinwheel Portfolio9.19%5.76%2.22%11.15%-23.65%0.09%0.63