Summary
EDV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 2.56% Volatility 17.36% Sharpe -0.54
Official loaded data — not a live quote.

VANGUARD EXTENDED DURATION TREASURY INDEX FUND ETF SHARES

Symbol: EDV

Exchange: NYSE

Sector: N/A

Category: Long Government

Inception date: 06/12/2007

Latest date: 16/07/2026

Current price: $61.79

Expense ratio: 0.05%

Assets under management
$4.2B
0.68% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-3.30%

Ann. -43.65% (Sharpe / Sortino numerator)

Volatility

18.95%

Sharpe ratio

-2.495

VaR 95%

-2.04%

CVaR 95%: -2.43%
Max drawdown: -5.94%
Sortino ratio: -3.860
Calmar ratio: -7.35

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-2.09%

Ann. -0.63% (Sharpe / Sortino numerator)

Volatility

15.98%

Sharpe ratio

-0.266

VaR 95%

-1.70%

CVaR 95%: -2.17%
Max drawdown: -8.57%
Sortino ratio: -0.412
Calmar ratio: -0.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-3.77%

Ann. -7.54% (Sharpe / Sortino numerator)

Volatility

14.26%

Sharpe ratio

-0.783

VaR 95%

-1.56%

CVaR 95%: -1.97%
Max drawdown: -10.06%
Sortino ratio: -1.204
Calmar ratio: -0.75

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.56%

Ann. -5.76% (Sharpe / Sortino numerator)

Volatility

17.36%

Sharpe ratio

-0.541

VaR 95%

-1.67%

CVaR 95%: -2.57%
Max drawdown: -13.84%
Sortino ratio: -0.758
Calmar ratio: -0.42

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-9.60%

Ann. -2.15% (Sharpe / Sortino numerator)

Volatility

18.48%

Sharpe ratio

-0.313

VaR 95%

-1.86%

CVaR 95%: -2.60%
Max drawdown: -22.74%
Sortino ratio: -0.475
Calmar ratio: -0.09

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-16.14%

Ann. -6.78% (Sharpe / Sortino numerator)

Volatility

20.36%

Sharpe ratio

-0.511

VaR 95%

-2.19%

CVaR 95%: -2.91%
Max drawdown: -30.76%
Sortino ratio: -0.782
Calmar ratio: -0.22

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.014%

Best day

2.607%

29/07/2025
Worst day

-2.757%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $61.37 $61.79 $61.32 $61.79 1,129,600
15/07/2026 $61.65 $62.01 $61.65 $61.79 766,800
14/07/2026 $61.84 $62.21 $61.73 $61.75 1,138,400
13/07/2026 $61.90 $62.03 $61.69 $61.72 745,200
10/07/2026 $62.20 $62.38 $62.00 $62.25 392,500
09/07/2026 $62.00 $62.39 $61.97 $62.18 622,400
08/07/2026 $62.05 $62.23 $61.81 $62.11 669,600
07/07/2026 $62.92 $62.99 $62.30 $62.33 1,327,700
06/07/2026 $63.24 $63.33 $62.98 $63.29 606,500
02/07/2026 $63.22 $63.67 $63.21 $63.49 948,200