Summary
VGSH
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 1.62% Volatility 1.51% Sharpe -0.28
Official loaded data — not a live quote.

VANGUARD SHORT-TERM TREASURY INDEX FUND ETF SHARES

Symbol: VGSH

Exchange: NASDAQ

Sector: N/A

Category: Short Government

Inception date: 19/11/2009

Latest date: 15/10/2026

Current price: $57.62

Expense ratio: 0.03%

Assets under management
$39.5B
-0.07% 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

0.25%

Ann. -5.99% (Sharpe / Sortino numerator)

Volatility

2.05%

Sharpe ratio

-4.697

VaR 95%

-0.19%

CVaR 95%: -0.26%
Max drawdown: -0.68%
Sortino ratio: -6.510
Calmar ratio: -8.79

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

0.06%

Ann. -1.21% (Sharpe / Sortino numerator)

Volatility

1.63%

Sharpe ratio

-2.978

VaR 95%

-0.19%

CVaR 95%: -0.25%
Max drawdown: -1.30%
Sortino ratio: -3.460
Calmar ratio: -0.93

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

0.35%

Ann. 1.44% (Sharpe / Sortino numerator)

Volatility

1.35%

Sharpe ratio

-1.621

VaR 95%

-0.17%

CVaR 95%: -0.22%
Max drawdown: -1.30%
Sortino ratio: -1.859
Calmar ratio: 1.11

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. 3.20% (Sharpe / Sortino numerator)

Volatility

1.51%

Sharpe ratio

-0.282

VaR 95%

-0.17%

CVaR 95%: -0.21%
Max drawdown: -1.30%
Sortino ratio: -0.394
Calmar ratio: 2.47

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

6.04%

Ann. 4.35% (Sharpe / Sortino numerator)

Volatility

1.57%

Sharpe ratio

0.460

VaR 95%

-0.15%

CVaR 95%: -0.21%
Max drawdown: -1.30%
Sortino ratio: 0.674
Calmar ratio: 3.35

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

12.58%

Ann. 3.81% (Sharpe / Sortino numerator)

Volatility

1.77%

Sharpe ratio

0.101

VaR 95%

-0.17%

CVaR 95%: -0.23%
Max drawdown: -1.55%
Sortino ratio: 0.161
Calmar ratio: 2.46

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

0.204%

05/02/2026
Worst day

-0.292%

17/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $57.66 $57.69 $57.60 $57.62 5,488,700
14/10/2026 $57.45 $57.57 $57.44 $57.56 6,719,000
13/10/2026 $57.57 $57.57 $57.54 $57.57 5,214,600
12/10/2026 $57.55 $57.56 $57.53 $57.55 3,238,400
09/10/2026 $57.55 $57.57 $57.53 $57.57 4,690,300
08/10/2026 $57.52 $57.58 $57.49 $57.57 4,327,600
07/10/2026 $57.48 $57.56 $57.47 $57.55 4,322,000
06/10/2026 $57.50 $57.53 $57.49 $57.51 4,419,500
05/10/2026 $57.46 $57.49 $57.44 $57.46 8,822,700
02/10/2026 $57.53 $57.55 $57.44 $57.46 5,245,200