Vanguard Short-Term Treasury Index (VGSH): Rolling Returns

Data Source: from January 2010 to March 2024 (~14 years)
Consolidated Returns as of 31 March 2024

Holding the Vanguard Short-Term Treasury Index (VGSH) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~14 years), the longest period with a negative return lasted 48 months (from April 2020 to March 2024). This negative series is not closed yet.

To obtain comprehensive information, please consult the Vanguard Short-Term Treasury Index (VGSH) ETF: Historical Returns page.

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

VANGUARD SHORT-TERM TREASURY INDEX (VGSH) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 2014 - 31 March 2024 (10 Years)
Data Source: 1 January 2010 - 31 March 2024 (~14 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.60% +5.49%
Apr 2019 - Mar 2020 		-5.04%
Oct 2021 - Sep 2022 		20.63%
33 out of 160
US Inflation Adjusted -1.26% +4.92%
May 2019 - Apr 2020 		-12.24%
Oct 2021 - Sep 2022 		73.75%
118 out of 160
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.61% +4.17%
May 2018 - Apr 2020 		-2.62%
Nov 2020 - Oct 2022 		16.89%
25 out of 148
US Inflation Adjusted -1.14% +2.98%
Jun 2018 - May 2020 		-8.98%
Nov 2020 - Oct 2022 		80.41%
119 out of 148
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.64% +2.83%
Mar 2018 - Feb 2021 		-1.20%
Jul 2020 - Jun 2023 		14.71%
20 out of 136
US Inflation Adjusted -1.00% +1.01%
Feb 2018 - Jan 2021 		-6.58%
Jul 2020 - Jun 2023 		86.03%
117 out of 136
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.65% +2.12%
Dec 2016 - Nov 2020 		-0.02%
Apr 2020 - Mar 2024 		0.81%
1 out of 124
US Inflation Adjusted -0.82% +0.43%
Jun 2016 - May 2020 		-4.66%
Apr 2020 - Mar 2024 		91.13%
113 out of 124
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.87% +1.84%
Jan 2016 - Dec 2020 		+0.39%
May 2013 - Apr 2018 		0.00%
0 out of 112
US Inflation Adjusted -0.83% +0.25%
Jun 2015 - May 2020 		-3.23%
Nov 2017 - Oct 2022 		95.54%
107 out of 112
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.82% +1.66%
Aug 2014 - Jul 2020 		+0.39%
May 2012 - Apr 2018 		0.00%
0 out of 100
US Inflation Adjusted -0.93% +0.33%
Jun 2014 - May 2020 		-3.00%
Nov 2016 - Oct 2022 		92.00%
92 out of 100
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.80% +1.50%
Sep 2013 - Aug 2020 		+0.45%
Sep 2011 - Aug 2018 		0.00%
0 out of 88
US Inflation Adjusted -1.02% +0.07%
Jun 2013 - May 2020 		-2.85%
Mar 2016 - Feb 2023 		96.59%
85 out of 88
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.87% +1.34%
Apr 2012 - Mar 2020 		+0.52%
Nov 2010 - Oct 2018 		0.00%
0 out of 76
US Inflation Adjusted -1.03% -0.08%
May 2012 - Apr 2020 		-2.49%
Mar 2015 - Feb 2023 		100.00%
76 out of 76
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.97% +1.34%
Apr 2011 - Mar 2020 		+0.53%
Nov 2013 - Oct 2022 		0.00%
0 out of 64
US Inflation Adjusted -0.87% -0.18%
Jun 2011 - May 2020 		-2.15%
Mar 2014 - Feb 2023 		100.00%
64 out of 64
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.98% +1.36%
Apr 2010 - Mar 2020 		+0.52%
Nov 2012 - Oct 2022 		0.00%
0 out of 52
US Inflation Adjusted -1.28% -0.31%
May 2010 - Apr 2020 		-2.01%
Oct 2013 - Sep 2023 		100.00%
52 out of 52
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.80% +1.33%
Jan 2010 - Dec 2020 		+0.50%
Nov 2011 - Oct 2022 		0.00%
0 out of 40
US Inflation Adjusted -1.72% -0.38%
Jan 2010 - Dec 2020 		-1.96%
Nov 2011 - Oct 2022 		100.00%
40 out of 40
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.75% +1.17%
Jan 2010 - Dec 2021 		+0.54%
Nov 2010 - Oct 2022 		0.00%
0 out of 28
US Inflation Adjusted -1.79% -0.97%
Jan 2010 - Dec 2021 		-2.00%
Nov 2010 - Oct 2022 		100.00%
28 out of 28
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.77% +0.92%
Apr 2011 - Mar 2024 		+0.68%
Mar 2010 - Feb 2023 		0.00%
0 out of 16
US Inflation Adjusted -1.79% -1.66%
Apr 2011 - Mar 2024 		-1.92%
Oct 2010 - Sep 2023 		100.00%
16 out of 16
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.96% +1.00%
Jan 2010 - Dec 2023 		+0.93%
Mar 2010 - Feb 2024 		0.00%
0 out of 4
US Inflation Adjusted -1.62% -1.50%
Jan 2010 - Dec 2023 		-1.63%
Mar 2010 - Feb 2024 		100.00%
4 out of 4
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Vanguard Short-Term Treasury Index (VGSH) ETF: Historical Returns page.