VGIT
VANGUARD INTERMEDIATE-TERM TREASURY INDEX FUND ETF SHARES
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
VGIT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.49% | 2.83% | 2.67% | 0.21% | 2.66% | 1.31% | 2.45% | 1.57% |
| Sharpe Ratio | 1.25 | 0.80 | 1.46 | 0.04 | 1.18 | 0.29 | 1.05 | 0.37 |
| Max Drawdown | -1.52% | -2.42% | -2.25% | -15.02% | -3.88% | -16.05% | -3.88% | -16.05% |
| % Time Invested | 100.0% | 100.0% | 63.6% | 100.0% | 70.0% | 100.0% | 74.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.0 | 0.0 | 2.2 | 0.0 | 2.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-08-01 | Open | Open | 34% | $58.10 | $59.23 | 1.95% | Mark-to-Market |
| 2025-04-04 | Open | Open | 33% | $57.97 | $59.23 | 2.18% | Mark-to-Market |
| 2026-02-06 | Open | Interest | 33% | $1.00 | $1.00 | 0.94% | Mark-to-Market |
| 2025-04-21 | 2026-02-06 | Completed | 33% | $57.01 | $59.57 | 4.48% | Signal |
| 2025-07-01 | 2025-08-01 | Interest | 34% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2025-06-27 | 2025-07-01 | Completed | 34% | $57.79 | $57.90 | 0.20% | Signal |
| 2025-03-12 | 2025-06-27 | Interest | 34% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2024-12-19 | 2025-04-21 | Interest | 33% | $1.00 | $1.01 | 1.40% | Interest Income |
| 2024-08-07 | 2025-04-04 | Interest | 33% | $1.00 | $1.03 | 2.75% | Interest Income |
| 2024-08-19 | 2025-03-12 | Completed | 34% | $56.13 | $56.54 | 0.72% | Signal |
| 2024-08-05 | 2024-12-19 | Completed | 33% | $56.78 | $55.17 | -2.84% | Signal |
| 2024-07-26 | 2024-08-19 | Interest | 34% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 33% | $56.78 | $56.03 | -1.32% | Signal |
| 2024-05-02 | 2024-08-05 | Interest | 33% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2021-09-27 | 2024-08-05 | Interest | 33% | $1.00 | $1.10 | 10.11% | Interest Income |
| 2024-04-22 | 2024-07-26 | Completed | 34% | $53.07 | $55.16 | 3.94% | Signal |
| 2024-01-18 | 2024-05-02 | Completed | 33% | $54.18 | $53.22 | -1.79% | Signal |
| 2023-09-11 | 2024-04-22 | Interest | 34% | $1.00 | $1.03 | 2.63% | Interest Income |
| 2023-07-17 | 2024-01-18 | Interest | 33% | $1.00 | $1.02 | 2.16% | Interest Income |
| 2023-08-09 | 2023-09-11 | Completed | 34% | $53.07 | $52.45 | -1.17% | Signal |
| 2021-02-03 | 2023-08-09 | Interest | 34% | $1.00 | $1.07 | 6.61% | Interest Income |
| 2023-02-21 | 2023-07-17 | Completed | 33% | $52.31 | $53.29 | 1.88% | Signal |
| 2021-10-29 | 2023-02-21 | Interest | 33% | $1.00 | $1.04 | 3.69% | Interest Income |
| 2021-08-11 | 2021-10-29 | Completed | 33% | $59.28 | $58.34 | -1.58% | Signal |
| 2019-07-24 | 2021-09-27 | Completed | 33% | $55.05 | $58.89 | 6.98% | Signal |
| 2020-11-10 | 2021-08-11 | Interest | 33% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2019-03-06 | 2021-02-03 | Completed | 34% | $52.62 | $59.72 | 13.50% | Signal |
| 2020-02-28 | 2020-11-10 | Completed | 33% | $58.07 | $59.68 | 2.77% | Signal |
| 2020-01-09 | 2020-02-28 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2019-01-17 | 2020-01-09 | Completed | 33% | $52.42 | $55.85 | 6.55% | Signal |
| 2018-12-12 | 2019-07-24 | Interest | 33% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2018-12-12 | 2019-03-06 | Interest | 34% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2018-12-12 | 2019-01-17 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2018-12-07 | 2018-12-12 | Completed | 33% | $51.73 | $51.72 | -0.02% | Signal |
| 2018-12-07 | 2018-12-12 | Completed | 34% | $51.73 | $51.72 | -0.02% | Signal |
| 2018-12-07 | 2018-12-12 | Completed | 33% | $51.73 | $51.72 | -0.02% | Signal |
| 2018-05-31 | 2018-12-07 | Interest | 33% | $1.00 | $1.02 | 1.56% | Interest Income |
| 2018-05-31 | 2018-12-07 | Interest | 34% | $1.00 | $1.02 | 1.56% | Interest Income |
| 2018-05-31 | 2018-12-07 | Interest | 33% | $1.00 | $1.02 | 1.56% | Interest Income |
| 2018-05-29 | 2018-05-31 | Completed | 33% | $51.06 | $51.14 | 0.16% | Signal |
| 2018-05-29 | 2018-05-31 | Completed | 34% | $51.06 | $51.14 | 0.16% | Signal |
| 2018-05-29 | 2018-05-31 | Completed | 33% | $51.06 | $51.14 | 0.16% | Signal |
| 2017-12-22 | 2018-05-29 | Interest | 34% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2017-10-26 | 2018-05-29 | Interest | 33% | $1.00 | $1.02 | 1.55% | Interest Income |
| 2017-04-03 | 2018-05-29 | Interest | 33% | $1.00 | $1.03 | 2.86% | Interest Income |
| 2017-09-08 | 2017-12-22 | Completed | 34% | $52.77 | $51.61 | -2.19% | Signal |
| 2017-05-23 | 2017-10-26 | Completed | 33% | $52.02 | $51.88 | -0.26% | Signal |
| 2016-12-16 | 2017-09-08 | Interest | 34% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2016-11-03 | 2017-05-23 | Interest | 33% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2015-03-06 | 2017-04-03 | Completed | 33% | $49.83 | $51.30 | 2.95% | Signal |
| 2016-02-05 | 2016-12-16 | Completed | 34% | $51.77 | $50.53 | -2.39% | Signal |
| 2016-02-26 | 2016-11-03 | Completed | 33% | $51.98 | $52.50 | 1.00% | Signal |
| 2016-01-05 | 2016-02-26 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2015-09-03 | 2016-02-05 | Interest | 34% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2015-10-13 | 2016-01-05 | Completed | 33% | $51.15 | $50.55 | -1.18% | Signal |
| 2015-06-17 | 2015-10-13 | Interest | 33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2014-09-17 | 2015-09-03 | Completed | 34% | $48.82 | $50.71 | 3.87% | Signal |
| 2014-05-23 | 2015-06-17 | Completed | 33% | $48.92 | $50.00 | 2.20% | Signal |
| 2015-01-12 | 2015-03-06 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2015-01-08 | 2015-01-12 | Completed | 33% | $50.15 | $50.33 | 0.37% | Signal |
| 2014-04-16 | 2015-01-08 | Interest | 33% | $1.00 | $1.02 | 1.78% | Interest Income |
| 2014-07-31 | 2014-09-17 | Interest | 34% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2014-07-14 | 2014-07-31 | Completed | 34% | $48.87 | $48.62 | -0.52% | Signal |
| 2014-04-16 | 2014-07-14 | Interest | 34% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2014-04-16 | 2014-05-23 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2014-04-14 | 2014-04-16 | Completed | 33% | $48.71 | $48.48 | -0.49% | Signal |
| 2014-04-14 | 2014-04-16 | Completed | 34% | $48.71 | $48.48 | -0.49% | Signal |
| 2014-04-14 | 2014-04-16 | Completed | 33% | $48.71 | $48.48 | -0.49% | Signal |
| 2014-01-22 | 2014-04-14 | Interest | 33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2013-07-31 | 2014-04-14 | Interest | 33% | $1.00 | $1.02 | 1.93% | Interest Income |
| 2013-03-08 | 2014-04-14 | Interest | 34% | $1.00 | $1.03 | 2.78% | Interest Income |
| 2013-12-17 | 2014-01-22 | Completed | 33% | $48.02 | $47.91 | -0.23% | Signal |
| 2012-11-07 | 2013-12-17 | Interest | 33% | $1.00 | $1.02 | 2.48% | Interest Income |
| 2011-11-16 | 2013-07-31 | Completed | 33% | $47.48 | $47.79 | 0.66% | Signal |
| 2011-11-16 | 2013-03-08 | Completed | 34% | $47.48 | $48.68 | 2.53% | Signal |
| 2012-06-19 | 2012-11-07 | Completed | 33% | $48.65 | $49.05 | 0.82% | Signal |
| 2012-05-03 | 2012-06-19 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2011-11-16 | 2012-05-03 | Completed | 33% | $47.48 | $48.07 | 1.25% | Signal |
| 2011-11-14 | 2011-11-16 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-11-14 | 2011-11-16 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-11-14 | 2011-11-16 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
