Summary
VGSH
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 3.20% 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: 16/07/2026

Current price: $58.13

Expense ratio: 0.03%

Assets under management
$33.8B
0.05% 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

0.15%

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

0.31%

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

0.85%

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

3.20%

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

7.81%

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

11.57%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.013%

Best day

0.497%

01/08/2025
Worst day

-0.292%

17/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $58.10 $58.13 $58.10 $58.13 2,741,300
15/07/2026 $58.10 $58.15 $58.09 $58.12 3,130,200
14/07/2026 $58.07 $58.09 $58.04 $58.07 3,303,400
13/07/2026 $58.04 $58.04 $57.98 $57.98 3,060,300
10/07/2026 $58.07 $58.08 $58.04 $58.04 2,423,700
09/07/2026 $58.05 $58.08 $58.04 $58.06 2,077,500
08/07/2026 $58.02 $58.03 $57.99 $58.01 2,622,300
07/07/2026 $58.08 $58.09 $58.03 $58.03 2,288,200
06/07/2026 $58.09 $58.11 $58.08 $58.11 7,292,500
02/07/2026 $58.08 $58.09 $58.06 $58.08 3,195,400