Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX)

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Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) is down 0.4% since the beginning of the year. VIIGX is currently trading at $25 per share. Investors who bought $1,000 worth of VIIGX shares 5 years ago would now be looking at an investment worth $1,006.

Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) has returned -0.35% so far this year and 4.04% over the past 12 months. Over the last ten years, VIIGX has returned 1.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.

Based on dividend-adjusted daily data since Nov 23, 2009, VIIGX's average daily return is +0.01%, while the average monthly return is +0.18%. At this rate, an investment would double in approximately 32.1 years.

Historically, 54% of months were positive and 46% were negative. The best month was Mar 2023 with a return of +3.0%, while the worst month was Dec 2010 at -3.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, VIIGX closed higher 49% of trading days. The best single day was Nov 10, 2022 with a return of +1.6%, while the worst single day was Dec 23, 2010 at -1.5%.

Vanguard Intermediate-Term Treasury Index Fund Institutional Shares has an annualized alpha of 3.01%, beta of -0.06, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since November 24, 2009.

• This fund captured 4.18% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -6.65%) - a profile typical of hedging or uncorrelated assets.
• Beta of -0.06 may look defensive, but with R2 of 0.06 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.06 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

VIIGX has an expense ratio of 0.05%, which is considered low.

VIIGX ranks 13 for risk / return — in the bottom 13% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below present risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Index Fund Institutional Shares (VIIGX) and compare them to S&P 500 Index.

Vanguard Intermediate-Term Treasury Index Fund Institutional Shares provided a 3.86% dividend yield over the last twelve months, with an annual payout of $0.95 per share.

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.

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.

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 15.96%, occurring on Oct 20, 2022. Recovery took 840 trading sessions.

The current Vanguard Intermediate-Term Treasury Index Fund Institutional Shares drawdown is 1.95%.

The chart below shows the rolling one-month volatility.