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Vanguard Intermediate-Term Treasury Index Fund ETF Shares (VGIT)

58.46 +0.01 (+0.03%)
As of 1:56:23 PM EST. Market Open.

ETF Summary

The fund employs an indexing investment approach designed to track the performance of the Bloomberg U.S. Treasury 3-10 Year Index. This index includes fixed income securities issued by the U.S. Treasury (not including inflation-protected bonds, floating rate securities and certain other security types), with maturities between 3 and 10 years. At least 80% of the fund's assets will be invested in bonds included in the index.

Risk Overview

Performance & Risk

YTD Return 1.84%
5y Average Return -0.06%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.80
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VGITCategory AverageVGITCategory AverageVGITCategory Average
Alpha -0.93 -0.32 -0.56 -0.68 -0.39 -0.8
BETA 0.8 0.94 0.78 0.89 0.84 0.86
Mean Annual Return -0.12 -0.14 0.01 -0.02 0.11 0.07
R-squared 94.12 96.54 85.23 89.48 84.91 87.96
Standard Deviation 6.4 7.41 5.42 5.99 4.53 4.59
Sharpe Ratio -0.88 -0.8 -0.45 -0.47 -0.12 -0.21
Treynor Ratio -7.24 -6.55 -3.29 -3.38 -0.77 -1.26

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