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VEDTX: VANGUARD EXTENDED DURATION TREASURY INDEX FUND INSTITUTIONAL SHARES (MUTUAL FUND)
Basic Info 19.8 0(0.0%) May 09
Asset Class: | LONG GOVERNMENT |
MyPlanIQ Rating: | (39%) |
Start Date: | 11/27/2007 |
Last Dividend Date: | 09/30/2024 |
12-Mo. Yield | 2.23% |
Expenses | 0.06% |
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Performance Analytics (As of 05/02/2025)
Not up-to-date? TryLast 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 11/27/2007 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.3 | -2.6 | -5.6 | -10.8 | -14.6 | -2.7 | 2.0 | 2.1 | -14.4 | 2.2 | -39.4 | -6.5 | 20.0 | 19.2 | -3.5 | 13.5 | 1.5 | -4.4 | 45.6 | -20.9 | 3.3 | 55.7 | 10.3 | -36.9 | 55.5 | -1.7 |
Sharpe Ratio | NA | -0.3 | -0.41 | -0.64 | -0.8 | -0.21 | NA | 0.05 | -1.05 | -0.08 | -1.5 | -0.36 | 0.74 | 1.1 | -0.37 | 0.94 | 0.07 | -0.2 | 2.95 | -1.06 | 0.15 | 1.74 | 0.39 | -1.18 | 1.85 | -0.68 |
Draw Down(%) | NA | 12.3 | 22.1 | 37.8 | 61.4 | 61.4 | NA | 61.4 | 18.8 | 30.7 | 45.9 | 19.7 | 17.7 | 11.2 | 13.7 | 6.9 | 24.2 | 23.2 | 7.5 | 24.3 | 15.2 | 16.4 | 23.7 | 39.4 | 11.8 | 8.0 |
Standard Deviation(%) | NA | 22.2 | 21.0 | 24.2 | 22.2 | 20.6 | NA | 22.9 | 20.1 | 25.4 | 27.2 | 18.1 | 26.6 | 16.1 | 13.1 | 13.8 | 18.0 | 22.5 | 15.5 | 19.7 | 21.0 | 31.9 | 26.2 | 31.4 | 29.4 | 27.6 |
Treynor Ratio | NA | -0.04 | -0.06 | -0.1 | -0.13 | -0.03 | NA | 0.01 | -0.14 | -0.01 | -0.29 | -0.05 | 0.16 | 0.13 | -0.03 | 0.09 | 0.01 | -0.03 | 0.29 | -0.13 | 0.02 | 0.3 | 0.05 | -0.18 | 0.27 | -0.1 |
Alpha | NA | -0.02 | -0.01 | 0.0 | 0.01 | 0.0 | NA | 0.0 | -0.01 | 0.0 | 0.01 | 0.02 | 0.03 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | -0.01 | -0.01 | -0.02 | -0.07 | 0.02 | -0.01 |
Beta | NA | 1.55 | 1.56 | 1.49 | 1.38 | 1.4 | NA | 1.58 | 1.51 | 1.48 | 1.43 | 1.34 | 1.2 | 1.38 | 1.43 | 1.47 | 1.48 | 1.54 | 1.58 | 1.63 | 1.71 | 1.87 | 1.91 | 2.02 | 2.04 | 1.94 |
RSquared | NA | 0.94 | 0.96 | 0.97 | 0.93 | 0.95 | NA | 0.92 | 0.97 | 0.98 | 0.98 | 0.95 | 0.86 | 0.99 | 0.98 | 0.98 | 0.98 | 0.99 | 0.98 | 0.98 | 0.98 | 0.98 | 0.96 | 0.93 | 0.85 | 0.93 |
Yield(%) | N/A | 0.0 | 2.2 | 2.4 | 1.6 | 3.1 | 5.0 | N/A | 2.9 | 3.4 | 2.0 | 1.8 | 2.4 | 4.0 | 2.8 | 3.2 | 5.1 | 3.9 | 4.4 | 4.0 | 7.4 | 7.7 | 5.0 | 10.7 | 3.8 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -47.9 | -29.0 | -41.7 | N/A | N/A | N/A | -19.6 | 6.1 | -0.7 | -12.7 | -31.5 | 38.1 | -6.6 | -39.3 | 20.7 | 24.7 | -13.7 | -48.8 | 40.1 | 61.0 | -74.5 | 294.6 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/27/2007
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