Data Source: from January 2010 to July 2022
Consolidated Returns as of 31 Jul 2022
Category: Fixed Income
ETF: Vanguard Intermediate-Term Treasury (VGIT)

In the last 10 Years, the Vanguard Intermediate-Term Treasury (VGIT) ETF obtained a 1.19% compound annual return, with a 3.60% standard deviation.

In 2021, the ETF granted a 1.63% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Intermediate-Term Treasury (VGIT) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: Intermediate-Term

Historical Returns as of Jul 31, 2022

Historical returns and stats of Vanguard Intermediate-Term Treasury (VGIT) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

VANGUARD INTERMEDIATE-TERM TREASURY (VGIT) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 2010 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
1.91
1.92
0.00
1 - 0
3M
1.93
-0.54
-0.64
Jun 2022 - Jun 2022
2 - 1
6M
-4.23
-9.12
-6.04
Feb 2022 - Apr 2022
2 - 4
YTD
-5.74
-11.30
-7.52
Jan 2022 - Apr 2022
2 - 5
1Y
-7.58
-14.84
4.54
-9.33
Aug 2021 - Apr 2022
3 - 9
25% pos
3Y(*)
0.04
-4.65
4.36
-10.54
Aug 2020 - Apr 2022
18 - 18
50% pos
5Y(*)
1.14
-2.64
3.94
-10.54
Aug 2020 - Apr 2022
30 - 30
50% pos
10Y(*)
1.19
-1.38
3.60
-10.54
Aug 2020 - Apr 2022
61 - 59
51% pos
MAX(*)
01 Jan 2010
2.47
-0.08
3.73
-10.54
Aug 2020 - Apr 2022
82 - 69
54% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%

Correlations as of Jul 31, 2022

Monthly correlations of Vanguard Intermediate-Term Treasury (VGIT) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

VANGUARD INTERMEDIATE-TERM TREASURY (VGIT) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs VGIT
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2010
US Total Stock Market
VTI
0.43
-0.16
-0.17
-0.27
US Large Cap
SPY
0.41
-0.16
-0.17
-0.27
US Small Cap
IJR
0.58
-0.27
-0.28
-0.35
US REITs
VNQ
0.17
-0.06
0.16
0.05
US Technology
QQQ
0.48
0.01
-0.02
-0.13
Preferred Stocks
PFF
0.57
0.02
0.13
0.06
EAFE Stocks
EFA
0.39
-0.19
-0.13
-0.22
World All Countries
VT
0.42
-0.18
-0.16
-0.25
Emerging Markets
EEM
0.39
-0.20
-0.08
-0.17
Europe
VGK
0.35
-0.18
-0.13
-0.21
Pacific
VPL
0.48
-0.18
-0.10
-0.20
Latin America
FLLA
0.05
-0.29
-0.14
-0.18
US Total Bond Market
BND
0.93
0.78
0.84
0.84
Long Term Treasuries
TLT
0.77
0.87
0.87
0.84
US Cash
BIL
0.01
0.40
0.25
0.18
TIPS
TIP
0.72
0.60
0.68
0.66
Investment Grade Bonds
LQD
0.84
0.51
0.59
0.56
High Yield Bonds
HYG
0.63
0.02
0.07
-0.01
International Bond Market
BNDX
0.86
0.60
0.66
0.67
Emerging Market Bonds
EMB
0.54
0.13
0.27
0.25
Gold
GLD
-0.16
0.27
0.36
0.34
Commodities
DBC
-0.55
-0.55
-0.42
-0.38

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the Vanguard Intermediate-Term Treasury (VGIT) ETF: Dividend Yield page.

An investment of 1000$, since August 2012, now would be worth 1125.80$, with a total return of 12.58% (1.19% annualized).

The Inflation Adjusted Capital now would be 870.55$, with a net total return of -12.94% (-1.38% annualized).
An investment of 1000$, since January 2010, now would be worth 1358.93$, with a total return of 35.89% (2.47% annualized).

The Inflation Adjusted Capital now would be 990.49$, with a net total return of -0.95% (-0.08% annualized).

Drawdowns

Worst drawdowns since August 2012.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-10.54% Aug 2020 Apr 2022 21 in progress 3 24
-4.34% Aug 2016 Apr 2018 21 Mar 2019 11 32
-3.93% May 2013 Aug 2013 4 Oct 2014 14 18
-1.79% Feb 2015 Jun 2015 5 Sep 2015 3 8
-1.18% Sep 2019 Dec 2019 4 Jan 2020 1 5
-1.07% Dec 2012 Jan 2013 2 Apr 2013 3 5
-1.04% Oct 2015 Dec 2015 3 Jan 2016 1 4
-0.39% Sep 2012 Oct 2012 2 Nov 2012 1 3
-0.34% Apr 2016 May 2016 2 Jun 2016 1 3
-0.13% Apr 2019 Apr 2019 1 May 2019 1 2
-0.10% Jul 2019 Jul 2019 1 Aug 2019 1 2
-0.08% Dec 2014 Dec 2014 1 Jan 2015 1 2
-0.02% Apr 2020 Apr 2020 1 May 2020 1 2

Worst drawdowns since January 2010.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-10.54% Aug 2020 Apr 2022 21 in progress 3 24
-4.34% Aug 2016 Apr 2018 21 Mar 2019 11 32
-3.93% May 2013 Aug 2013 4 Oct 2014 14 18
-3.49% Nov 2010 Mar 2011 5 Jul 2011 4 9
-1.79% Feb 2015 Jun 2015 5 Sep 2015 3 8
-1.72% Feb 2012 Mar 2012 2 May 2012 2 4
-1.18% Sep 2019 Dec 2019 4 Jan 2020 1 5
-1.07% Dec 2012 Jan 2013 2 Apr 2013 3 5
-1.04% Oct 2015 Dec 2015 3 Jan 2016 1 4
-0.69% Mar 2010 Mar 2010 1 Apr 2010 1 2
-0.49% Oct 2011 Oct 2011 1 Nov 2011 1 2
-0.39% Sep 2012 Oct 2012 2 Nov 2012 1 3
-0.34% Apr 2016 May 2016 2 Jun 2016 1 3
-0.13% Jun 2012 Jun 2012 1 Jul 2012 1 2
-0.13% Apr 2019 Apr 2019 1 May 2019 1 2
-0.10% Jul 2019 Jul 2019 1 Aug 2019 1 2
-0.08% Dec 2014 Dec 2014 1 Jan 2015 1 2
-0.02% Apr 2020 Apr 2020 1 May 2020 1 2

Rolling Returns ( more details)

Vanguard Intermediate-Term Treasury (VGIT) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
2.54 11.97
May 2019 - Apr 2020
-8.24
Jul 2021 - Jun 2022
35.00%
2 Years
2.70 8.87
Aug 2018 - Jul 2020
-5.18
Jul 2020 - Jun 2022
14.84%
3 Years
2.59 6.40
Jan 2010 - Dec 2012
-0.63
Jul 2019 - Jun 2022
2.59%
5 Years
2.33 4.24
Feb 2010 - Jan 2015
0.54
May 2013 - Apr 2018
0.00%
7 Years
2.29 3.46
Sep 2013 - Aug 2020
0.99
May 2015 - Apr 2022
0.00%
10 Years
2.63 3.78
Apr 2010 - Mar 2020
1.08
Jul 2012 - Jun 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Vanguard Intermediate-Term Treasury (VGIT) ETF: Rolling Returns page.

Seasonality

Vanguard Intermediate-Term Treasury (VGIT) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.62
69%
-0.05
46%
-0.02
54%
0.24
54%
0.66
77%
0.14
46%
0.61
77%
0.65
58%
-0.01
50%
-0.14
33%
-0.12
50%
-0.13
33%
Best
Year
2.5
2015
2.1
2020
2.9
2020
1.7
2012
2.1
2019
2.3
2010
2.2
2011
2.8
2011
1.3
2013
1.1
2014
1.0
2018
2.1
2018
Worst
Year
-1.6
2022
-1.5
2015
-3.2
2022
-2.5
2022
-1.8
2013
-1.5
2013
-0.5
2014
-0.8
2013
-1.0
2021
-0.9
2016
-2.6
2016
-1.8
2010
Statistics calculated for the period Jan 2010 - Jul 2022

Monthly/Yearly Returns

Vanguard Intermediate-Term Treasury (VGIT) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
82 Positive Months (54%) - 69 Negative Months (46%)
Jan 2010 - Jul 2022
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Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-5.74 -11.30 -1.6 -0.5 -3.2 -2.5 0.7 -0.6 1.9
2021
-2.64 -9.04 -0.4 -1.4 -1.2 0.7 0.3 0.2 1.2 -0.3 -1.0 -0.7 0.4 -0.4
2020
+7.71 +6.26 2.2 2.1 2.9 0.0 0.4 0.1 0.5 -0.4 0.1 -0.6 0.2 0.0
2019
+6.19 +3.82 0.4 -0.2 1.8 -0.1 2.1 0.9 -0.1 2.5 -0.7 0.3 -0.4 -0.3
2018
+1.35 -0.54 -1.5 -0.5 0.7 -0.9 0.8 0.1 -0.3 0.7 -0.8 0.0 1.0 2.1
2017
+1.71 -0.39 0.4 0.4 0.1 0.8 0.6 -0.5 0.4 0.9 -0.9 -0.2 -0.4 0.0
2016
+0.84 -1.21 2.1 0.8 0.2 -0.2 -0.2 2.1 0.1 -0.7 0.4 -0.9 -2.6 -0.2
2015
+1.62 +0.88 2.5 -1.5 0.8 -0.2 -0.1 -0.8 0.9 -0.1 1.2 -0.6 -0.4 0.0
2014
+4.57 +3.78 1.7 0.3 -0.7 0.6 1.0 -0.1 -0.5 1.1 -0.6 1.1 0.7 -0.1
2013
-2.69 -4.13 -0.5 0.7 0.2 0.8 -1.8 -1.5 0.1 -0.8 1.3 0.6 -0.2 -1.4
2012
+2.19 +0.45 0.6 -0.7 -1.0 1.7 1.2 -0.1 0.8 0.1 0.0 -0.4 0.6 -0.5
2011
+9.62 +6.46 0.1 -0.6 -0.2 1.6 1.9 -0.2 2.2 2.8 0.5 -0.5 0.6 1.1
2010
+7.52 +5.93 2.1 0.5 -0.7 0.9 1.6 2.3 0.8 2.0 0.4 0.4 -1.1 -1.8
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