Vanguard Short-Term Treasury Index Fund

Ticker

VGSH

ISIN

US92206C102

Price

USD 58.21

Change Today

-0.03 / -0.052 %

Price 1 year ago

55.43 / 5.015 %

Morningstar

4

52 Week Low

55.44

52 Week High

58.71

200 Day Moving Average 57.29

57.29

50-day Moving Average

58.39

Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 1.85
Sortino Ratio -1.69
Maximum Drawdown -0.2%
Maximum Drawdown Date 2023-12-08
Calmar Ratio -61.69

1 year

Parameter Value
Return 0.48
Volatility 0.802%
Alpha -2.48
Beta None
R Squared +75.87

History

Parameter Value
Average Annual Return 1.143%
Average Annual Volatility 1.386%
Sharpe Ratio 0.82
Sortino Ratio -1.43
Maximum Drawdown -6.0%
Maximum Drawdown Date 2022-10-20
Calmar Ratio -0.22

Company information

Summary

The investment seeks to track the performance of a market-weighted Treasury index with a short-term dollar-weighted average maturity. The fund employs an indexing investment approach designed to track the performance of the Bloomberg US Treasury 1-3 Year Index. This index includes fixed income securities issued by the U.S. Treasury (not including inflation-protected securities, floating rate securities and certain other security types), all with maturities between 1 and 3 years. At least 80% of the fund's assets will be invested in bonds included in the index.

Market

US

Category

Short Government

Expense Ratio

0.04%

Fund family

Vanguard

Morningstar

4

Yield
0.0296
Exchange
NGM
Sector Weight
Realestate 0.00%
Consumer cyclical 0.00%
Basic materials 0.00%
Consumer defensive 0.00%
Technology 0.00%
Communication services 0.00%
Financial services 0.00%
Utilities 0.00%
Industrials 0.00%
Energy 0.00%
Healthcare 0.00%
None

Holdings

Symbol Name Allocation
United States Treasury Notes 1.91%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
BAIPX iShares Short-Term TIPS Bond Index Fund CA46437N105 NAS 4 Candriam World Alternative Alphamax C
BIIPX iShares Short-Term TIPS Bond Index Fund Institutional Shares US09258N8855 NAS 0.11% 4
BKIPX iShares Short-Term TIPS Bond Index Fund Class K NAS 5
ICSH iShares Ultra Short-Term Bond ETF IE00BCRY6557 BTS 0.08% 4 -0.33
IE00BFG1R114.IR Dimensional Global Short-Term Investment Grade Fixed Income Fund IE00BFG1R114 YHD 4 -1.69 +0.40
SCHO Schwab Short-Term U.S. Treasury ETF US808524862 PCX 0.03% 4 -2.50
SSHY.L PIMCO Short-Term High Yield Corporate Bond Index Source UCITS ETF Inc IE00BD26N85 LSE 0.55% 4 +2.34
STHY.L PIMCO Short-Term High Yield Corporate Bond Index Source UCITS ETF Inc IE00BD26N85 LSE 0.55% 4 +2.34
STYC.L PIMCO Short-Term High Yield Corporate Bond Index Source UCITS ETF USD Acc IE00BD26N85 LSE 0.55% 4 +2.34
STYIX Allspring Short-Term High Yield Bond Fund - Class Inst US94987W752 NAS 0.51% 5
USTB VictoryShares USAA Core Short-Term Bond ETF US903288579 NGM 0.35% 5 -0.22
UTRN Vesper U.S. Large Cap Short-Term Reversal Strategy ETF US301505749 PCX 0.75% 4 -8.76 --
VCSH Vanguard Short-Term Corporate Bond Index Fund US92206C409 NGM 0.04% 4 +0.300
VGSH Vanguard Short-Term Treasury Index Fund US92206C102 NGM 0.04% 4 -2.48
VTIP Vanguard Short-Term Inflation-Protected Securities Index Fund US922020805 NGM 0.04% 5 -0.38
VUSFX Vanguard Ultra-Short-Term Bond Fund Admiral Shares US9220317112 NAS 0.10% 4

Sustainability scores

Events

Indicators

Glossary
Momentum
A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
Inertia
In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
Relative Strength Index (RSI)
A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
Fibonacci's Weighted Moving Average
A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
Williams %R
A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
Relative Volatility Index (RVI)
A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
Commodity Channel Index (CCI)
A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.