Summary
VGIT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 3.04% Volatility 3.86% Sharpe -0.05
Official loaded data — not a live quote.

VANGUARD INTERMEDIATE-TERM TREASURY INDEX FUND ETF SHARES

Symbol: VGIT

Exchange: NASDAQ

Sector: N/A

Category: Intermediate Government

Inception date: 19/11/2009

Latest date: 16/07/2026

Current price: $58.65

Expense ratio: 0.03%

Assets under management
$50.4B
0.12% 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

-0.24%

Ann. -14.88% (Sharpe / Sortino numerator)

Volatility

4.66%

Sharpe ratio

-3.970

VaR 95%

-0.57%

CVaR 95%: -0.58%
Max drawdown: -2.20%
Sortino ratio: -5.926
Calmar ratio: -6.77

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

-0.52%

Ann. -2.22% (Sharpe / Sortino numerator)

Volatility

3.80%

Sharpe ratio

-1.541

VaR 95%

-0.47%

CVaR 95%: -0.53%
Max drawdown: -2.74%
Sortino ratio: -2.173
Calmar ratio: -0.81

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

-0.02%

Ann. 0.30% (Sharpe / Sortino numerator)

Volatility

3.32%

Sharpe ratio

-1.003

VaR 95%

-0.35%

CVaR 95%: -0.48%
Max drawdown: -2.74%
Sortino ratio: -1.472
Calmar ratio: 0.11

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

3.04%

Ann. 3.45% (Sharpe / Sortino numerator)

Volatility

3.86%

Sharpe ratio

-0.046

VaR 95%

-0.40%

CVaR 95%: -0.53%
Max drawdown: -2.74%
Sortino ratio: -0.075
Calmar ratio: 1.26

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

7.08%

Ann. 4.76% (Sharpe / Sortino numerator)

Volatility

4.19%

Sharpe ratio

0.271

VaR 95%

-0.41%

CVaR 95%: -0.57%
Max drawdown: -4.34%
Sortino ratio: 0.431
Calmar ratio: 1.10

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

9.32%

Ann. 3.11% (Sharpe / Sortino numerator)

Volatility

4.83%

Sharpe ratio

-0.107

VaR 95%

-0.50%

CVaR 95%: -0.63%
Max drawdown: -6.37%
Sortino ratio: -0.175
Calmar ratio: 0.49

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

0.012%

Best day

0.985%

01/08/2025
Worst day

-0.587%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $58.58 $58.66 $58.57 $58.65 2,052,900
15/07/2026 $58.61 $58.72 $58.60 $58.67 2,588,500
14/07/2026 $58.57 $58.65 $58.49 $58.55 2,633,900
13/07/2026 $58.50 $58.51 $58.38 $58.40 2,438,600
10/07/2026 $58.62 $58.63 $58.54 $58.56 2,792,200
09/07/2026 $58.56 $58.67 $58.55 $58.61 2,730,800
08/07/2026 $58.52 $58.54 $58.43 $58.52 2,898,200
07/07/2026 $58.73 $58.74 $58.59 $58.61 2,375,200
06/07/2026 $58.78 $58.81 $58.73 $58.81 2,690,400
02/07/2026 $58.75 $58.82 $58.72 $58.80 3,035,400