Summary
VGIT
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -1.62% 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: 15/10/2026

Current price: $57.07

Expense ratio: 0.03%

Assets under management
$47.8B
-0.21% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

0.04%

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

-1.73%

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

-2.31%

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

-1.62%

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

3.22%

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

12.01%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.006%

Best day

0.512%

11/06/2026
Worst day

-0.75%

23/09/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $57.19 $57.24 $57.03 $57.07 8,704,800
14/10/2026 $56.49 $56.84 $56.47 $56.80 5,370,000
13/10/2026 $56.79 $56.79 $56.70 $56.74 5,092,000
12/10/2026 $56.65 $56.72 $56.65 $56.71 3,267,300
09/10/2026 $56.67 $56.72 $56.62 $56.70 6,312,400
08/10/2026 $56.57 $56.77 $56.50 $56.74 6,416,200
07/10/2026 $56.41 $56.66 $56.41 $56.61 6,756,600
06/10/2026 $56.59 $56.67 $56.55 $56.60 5,865,600
05/10/2026 $56.52 $56.56 $56.41 $56.51 6,097,800
02/10/2026 $56.77 $56.79 $56.48 $56.53 5,417,100