Data Source: from January 2010 to October 2021

Last Update: 31 Oct 2021

Category: Fixed Income
ETF: Vanguard Short-Term Treasury Index (VGSH)

In the last 10 years, the Vanguard Short-Term Treasury Index (VGSH) ETF obtained a 1.06% compound annual return, with a 0.91% standard deviation.

In 2020, the portfolio granted a 1.78% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Short-Term Treasury Index (VGSH) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

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

Capital Growth and Historical Returns

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

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

Time Range:
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Period Returns
Oct 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-0.30%
-0.30%
Oct 2021 - Oct 2021
0 - 1
3M
-0.44%
-0.44%
Aug 2021 - Oct 2021
0 - 3
6M
-0.37%
-0.45%
Jun 2021 - Oct 2021
2 - 4
YTD
-0.36%
-0.45%
Jun 2021 - Oct 2021
4 - 6
1Y
-0.31%
0.44%
-0.45%
Jun 2021 - Oct 2021
6 - 6
3Y
+2.47%
annualized
1.24%
-0.45%
Jun 2021 - Oct 2021
25 - 11
5Y
+1.53%
annualized
1.12%
-0.84%
Sep 2017 - Feb 2018
36 - 24
10Y
+1.06%
annualized
0.91%
-0.84%
Sep 2017 - Feb 2018
74 - 46
MAX
01 Jan 2010
+1.20%
annualized
0.91%
-0.84%
Sep 2017 - Feb 2018
90 - 52
* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns ( more details)

Vanguard Short-Term Treasury Index (VGSH) ETF: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+1.20% +5.49%
Apr 2019 - Mar 2020
-0.40%
May 2017 - Apr 2018
10.69%
2 Years
+1.20% +4.16%
May 2018 - Apr 2020
-0.13%
Jul 2016 - Jun 2018
2.52%
3 Years
+1.10% +2.83%
Feb 2018 - Jan 2021
+0.25%
May 2015 - Apr 2018
0.00%
5 Years
+0.97% +1.84%
Jan 2016 - Dec 2020
+0.39%
May 2013 - Apr 2018
0.00%
7 Years
+0.97% +1.50%
Sep 2013 - Aug 2020
+0.45%
Aug 2011 - Jul 2018
0.00%
10 Years
+1.20% +1.36%
Apr 2010 - Mar 2020
+1.06%
Nov 2011 - Oct 2021
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 Short-Term Treasury Index (VGSH) ETF: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

In the table below, for the Vanguard Short-Term Treasury Index (VGSH) ETF, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

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

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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.21
75%
0.08
58%
0.17
58%
0.12
92%
0.20
83%
0.10
50%
0.08
75%
0.15
58%
0.00
42%
0.03
50%
-0.03
55%
0.09
64%
Best
Year
0.8
2010
0.9
2020
1.3
2020
0.3
2011
0.8
2019
0.7
2016
0.3
2011
0.8
2019
0.3
2015
0.4
2019
0.4
2018
0.8
2018
Worst
Year
-0.3
2018
-0.2
2015
-0.2
2010
-0.2
2018
-0.2
2016
-0.2
2021
-0.1
2016
-0.2
2016
-0.2
2019
-0.3
2021
-0.5
2016
-0.2
2010
Statistics calculated for the period Jan 2010 - Oct 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Vanguard Short-Term Treasury Index (VGSH) ETF:

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
-0.36% 0.1 0.0 -0.1 0.1 0.1 -0.2 0.2 0.0 -0.1 -0.3
2020
+3.04% 0.6 0.9 1.3 0.0 0.1 0.0 0.1 -0.1 0.0 0.0 0.0 0.0
2019
+3.52% 0.2 0.1 0.6 0.2 0.8 0.5 -0.1 0.8 -0.2 0.4 0.0 0.2
2018
+1.55% -0.3 0.0 0.2 -0.2 0.4 0.0 0.0 0.4 -0.2 0.1 0.4 0.8
2017
+0.04% -0.2 0.1 0.1 0.2 0.1 -0.1 0.2 0.2 -0.2 -0.1 -0.2 0.0
2016
+1.10% 0.6 0.1 0.2 0.0 -0.2 0.7 -0.1 -0.2 0.2 -0.1 -0.5 0.4
2015
+0.51% 0.5 -0.2 0.2 0.1 0.1 0.0 0.1 -0.1 0.3 -0.2 -0.2 -0.1
2014
+0.46% 0.1 0.1 -0.2 0.1 0.1 -0.1 0.0 0.1 -0.1 0.2 0.1 -0.2
2013
+0.32% 0.0 0.1 0.0 0.1 -0.1 0.0 0.1 -0.1 0.2 0.1 0.0 0.0
2012
+0.38% 0.0 -0.1 -0.1 0.2 0.0 -0.1 0.2 0.1 0.0 -0.1 0.1 0.0
2011
+1.47% 0.2 -0.1 -0.1 0.3 0.5 0.0 0.3 0.4 -0.2 0.0 0.1 0.1
2010
+2.29% 0.8 0.2 -0.2 0.2 0.5 0.5 0.1 0.3 0.1 0.3 -0.2 -0.2
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