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Vanguard Intermediate-Term Treasury Index Fund Ins...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US92206C8055

CUSIP

92206C805

Issuer

Vanguard

Inception Date

Mar 19, 2010

Min. Investment

$5,000,000

Asset Class

Bond

Expense Ratio

VIIGX has an expense ratio of 0.05%, which is considered low compared to other funds.


Expense ratio chart for VIIGX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

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:
VIIGX vs. VSIGX VIIGX vs. IEI VIIGX vs. IEF VIIGX vs. ief
Popular comparisons:
VIIGX vs. VSIGX VIIGX vs. IEI VIIGX vs. IEF VIIGX vs. ief

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Intermediate-Term Treasury Index Fund Institutional Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
30.02%
436.13%
VIIGX (Vanguard Intermediate-Term Treasury Index Fund Institutional Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Intermediate-Term Treasury Index Fund Institutional Shares had a return of 0.92% year-to-date (YTD) and 1.17% in the last 12 months. Over the past 10 years, Vanguard Intermediate-Term Treasury Index Fund Institutional Shares had an annualized return of 0.97%, while the S&P 500 had an annualized return of 11.06%, indicating that Vanguard Intermediate-Term Treasury Index Fund Institutional Shares did not perform as well as the benchmark.


VIIGX

YTD

0.92%

1M

-0.37%

6M

1.01%

1Y

1.17%

5Y*

-0.46%

10Y*

0.97%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.16%-1.52%0.51%-1.99%1.44%1.01%2.33%1.24%1.10%-2.38%0.37%0.92%
20232.41%-2.40%3.04%0.72%-1.06%-1.23%-0.07%-0.22%-1.61%-0.87%3.03%2.76%4.39%
2022-1.59%-0.49%-3.27%-2.44%0.74%-0.80%1.98%-2.85%-3.28%-0.72%2.47%-0.73%-10.64%
2021-0.42%-1.40%-1.13%0.63%0.38%0.09%1.19%-0.26%-1.00%-0.76%0.49%-0.94%-3.13%
20202.17%2.11%2.63%0.30%0.31%0.16%0.46%-0.36%0.11%-0.64%0.20%-0.69%6.90%
20190.53%-0.26%1.79%-0.10%2.03%0.96%-0.10%2.51%-0.71%0.26%-0.40%-0.29%6.32%
2018-1.39%-0.46%0.70%-0.86%0.78%0.05%-0.32%0.77%-0.76%-0.03%0.96%1.97%1.36%
20170.34%0.36%0.09%0.77%0.54%-0.34%0.39%0.88%-0.91%-0.16%-0.33%-0.02%1.60%
20162.31%0.79%0.19%-0.16%-0.19%2.09%0.09%-0.73%0.27%-0.74%-2.63%-0.22%0.98%
20152.69%-1.53%0.79%-0.19%-0.12%-0.74%0.84%0.02%1.14%-0.49%-0.41%-0.31%1.64%
20141.58%0.24%-0.64%0.55%1.03%-0.16%-0.39%1.00%-0.60%1.07%0.81%-0.30%4.24%
2013-0.66%0.70%0.17%0.69%-1.64%-1.55%0.15%-0.90%1.32%0.56%-0.18%-1.62%-2.96%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VIIGX is 16, meaning it’s performing worse than 84% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VIIGX is 1616
Overall Rank
The Sharpe Ratio Rank of VIIGX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VIIGX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VIIGX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of VIIGX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of VIIGX is 1515
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 Index Fund Institutional Shares (VIIGX) 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 VIIGX, currently valued at 0.23, compared to the broader market-1.000.001.002.003.004.000.232.10
The chart of Sortino ratio for VIIGX, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.0010.000.362.80
The chart of Omega ratio for VIIGX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.041.39
The chart of Calmar ratio for VIIGX, currently valued at 0.08, compared to the broader market0.002.004.006.008.0010.0012.0014.000.083.09
The chart of Martin ratio for VIIGX, currently valued at 0.57, compared to the broader market0.0020.0040.0060.000.5713.49
VIIGX
^GSPC

The current Vanguard Intermediate-Term Treasury Index Fund Institutional Shares Sharpe ratio is 0.23. 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 Index Fund Institutional Shares 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.23
2.10
VIIGX (Vanguard Intermediate-Term Treasury Index Fund Institutional Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Intermediate-Term Treasury Index Fund Institutional Shares provided a 3.02% dividend yield over the last twelve months, with an annual payout of $0.74 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%2.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.74$0.68$0.43$0.31$0.45$0.62$0.55$0.45$0.42$0.45$0.43$0.36

Dividend yield

3.02%2.72%1.74%1.13%1.53%2.23%2.07%1.68%1.58%1.68%1.59%1.38%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Intermediate-Term Treasury Index Fund Institutional Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.07$0.06$0.07$0.07$0.08$0.07$0.08$0.08$0.08$0.08$0.00$0.00$0.74
2023$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.06$0.06$0.06$0.07$0.07$0.68
2022$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.04$0.04$0.04$0.05$0.05$0.43
2021$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.31
2020$0.05$0.05$0.05$0.04$0.04$0.04$0.04$0.03$0.03$0.03$0.03$0.03$0.45
2019$0.05$0.05$0.05$0.05$0.06$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.62
2018$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.55
2017$0.03$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.45
2016$0.03$0.04$0.03$0.04$0.04$0.04$0.03$0.04$0.04$0.03$0.03$0.04$0.42
2015$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.45
2014$0.03$0.03$0.03$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.43
2013$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.36

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.20%
-2.62%
VIIGX (Vanguard Intermediate-Term Treasury Index Fund Institutional Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Intermediate-Term Treasury Index Fund Institutional Shares. 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 Index Fund Institutional Shares was 17.19%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Vanguard Intermediate-Term Treasury Index Fund Institutional Shares drawdown is 10.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.19%Aug 5, 2020558Oct 20, 2022
-5.51%Dec 7, 2012187Sep 5, 2013280Oct 15, 2014467
-5.44%Nov 5, 201034Dec 23, 2010114Jun 8, 2011148
-5.36%Jul 6, 2016471May 17, 2018212Mar 22, 2019683
-2.73%Dec 1, 200922Dec 31, 200985May 5, 2010107

Volatility

Volatility Chart

The current Vanguard Intermediate-Term Treasury Index Fund Institutional Shares volatility is 1.24%, 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
1.24%
3.79%
VIIGX (Vanguard Intermediate-Term Treasury Index Fund Institutional Shares)
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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