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Vanguard Short-Term Investment-Grade Fund Investor...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US9220428334
CUSIP
922042833
Issuer
Vanguard
Inception Date
Oct 29, 1982
Distribution Policy
Distributing
Asset Class
Bond
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Vanguard Short-Term Investment-Grade Fund Investor Shares (VSMIX) has returned 6.62% so far this year and 33.62% over the past 12 months. Looking at the last ten years, VSMIX has achieved an annualized return of 15.58%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


Vanguard Short-Term Investment-Grade Fund Investor Shares

1D
-1.87%
1M
-10.11%
YTD
6.62%
6M
13.97%
1Y
33.62%
3Y*
24.68%
5Y*
17.55%
10Y*
15.58%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 12, 2005, VSMIX's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, your investment would double in approximately 5.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +21.2%, while the worst month was Mar 2020 at -32.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VSMIX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +12.7%, while the worst single day was Mar 16, 2020 at -14.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.25%7.59%-10.11%6.62%
20254.33%-4.37%-5.62%-5.38%5.30%6.92%1.97%5.03%2.77%-0.84%4.24%3.41%18.01%
2024-1.31%4.93%8.27%-3.05%5.89%-2.39%5.09%-0.38%1.72%0.00%10.77%-5.82%24.82%
20238.79%-1.56%-6.82%0.11%-3.76%11.79%7.00%-0.37%-3.98%-5.83%8.13%9.93%23.14%
2022-0.45%6.34%2.86%-8.02%4.23%-12.04%8.25%-1.93%-10.56%16.39%6.47%-3.19%4.58%
20210.41%14.57%7.05%6.93%3.73%-2.99%-3.53%0.19%1.57%3.92%-4.65%6.02%36.67%

Benchmark Metrics

Vanguard Short-Term Investment-Grade Fund Investor Shares has an annualized alpha of 3.02%, beta of 1.13, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since August 15, 2005.

  • This fund captured 134.20% of S&P 500 Index gains and 117.11% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 3.02% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 1.13 and R² of 0.73, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.02%
Beta
1.13
0.73
Upside Capture
134.20%
Downside Capture
117.11%

Expense Ratio

VSMIX has an expense ratio of 0.20%, which is considered low.


Return for Risk

Risk / Return Rank

VSMIX ranks 70 for risk / return — better than 70% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VSMIX Risk / Return Rank: 7070
Overall Rank
VSMIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VSMIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
VSMIX Omega Ratio Rank: 6868
Omega Ratio Rank
VSMIX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VSMIX Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Short-Term Investment-Grade Fund Investor Shares (VSMIX) and compare them to a chosen benchmark (S&P 500 Index).


VSMIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.90

+0.40

Sortino ratio

Return per unit of downside risk

1.80

1.39

+0.42

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

1.66

1.40

+0.26

Martin ratio

Return relative to average drawdown

6.43

6.61

-0.17

Explore VSMIX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Vanguard Short-Term Investment-Grade Fund Investor Shares provided a 8.00% dividend yield over the last twelve months, with an annual payout of $2.40 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.40$2.40$1.91$1.04$1.80$3.14$0.07$0.36$3.17$3.16$0.32$1.82

Dividend yield

8.00%8.53%7.40%4.71%9.53%15.84%0.40%2.37%26.83%15.94%1.65%10.91%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Short-Term Investment-Grade Fund Investor Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.40$2.40
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.91$1.91
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.04$1.04
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.80$1.80
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.14$3.14

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Short-Term Investment-Grade Fund Investor 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 Short-Term Investment-Grade Fund Investor Shares was 57.53%, occurring on Mar 23, 2020. Recovery took 183 trading sessions.

The current Vanguard Short-Term Investment-Grade Fund Investor Shares drawdown is 11.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.53%Jan 29, 2018541Mar 23, 2020183Dec 10, 2020724
-54.6%Jul 16, 2007416Mar 9, 2009284Apr 23, 2010700
-32.95%May 2, 2011108Oct 3, 201194Feb 16, 2012202
-30.59%Jun 24, 2015161Feb 11, 2016207Dec 6, 2016368
-25.26%Jan 22, 202554Apr 8, 202597Aug 27, 2025151

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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