VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX)

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  • Dividends
  • Performance
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  • Rolling Returns
  • Drawdowns

Basic Info 10.18 0(0.0%)

VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES started on 02/27/1990
VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES is classified as asset class SHORT GOVERNMENT
VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES expense ratio is 0.10%
VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES rating is
(95%)

VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX) Dividend Info

VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX) dividend growth in the last 12 months is -1.88%

The trailing 12-month yield of VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES is 3.24%. its dividend history:

Pay Date Cash Amount
Oct 31, 2024 $0.029
Sep 30, 2024 $0.029
Aug 30, 2024 $0.03
Jul 31, 2024 $0.029
Jun 28, 2024 $0.028
May 31, 2024 $0.031
Apr 30, 2024 $0.031
Mar 28, 2024 $0.031
Feb 29, 2024 $0.028
Jan 31, 2024 $0.029
Dec 29, 2023 $0.029
Nov 30, 2023 $0.029
Oct 31, 2023 $0.03
Sep 29, 2023 $0.03
Aug 31, 2023 $0.03
Jul 31, 2023 $0.029
Jun 30, 2023 $0.027
May 31, 2023 $0.028
Apr 28, 2023 $0.027
Mar 31, 2023 $0.027
Feb 28, 2023 $0.024
Jan 31, 2023 $0.025
Dec 30, 2022 $0.0242
Nov 30, 2022 $0.0236
Oct 31, 2022 $0.0232
Sep 30, 2022 $0.0215
Aug 31, 2022 $0.0188
Jul 29, 2022 $0.0142
Jun 30, 2022 $0.0105
May 31, 2022 $0.0082
Apr 29, 2022 $0.0063
Mar 31, 2022 $0.006
Feb 28, 2022 $0.0059
Jan 31, 2022 $0.0058
Dec 31, 2021 $0.005
Dec 29, 2021 $0.0616
Nov 30, 2021 $0.0036
Oct 29, 2021 $0.0028
Sep 30, 2021 $0.003
Aug 31, 2021 $0.0034
Jul 30, 2021 $0.0036
Jun 30, 2021 $0.0043
May 28, 2021 $0.0055
Apr 30, 2021 $0.0057
Mar 31, 2021 $0.0435
Feb 26, 2021 $0.0052
Jan 29, 2021 $0.0034
Dec 31, 2020 $0.005
Dec 29, 2020 $0.042
Nov 30, 2020 $0.0047
Oct 30, 2020 $0.0059
Sep 30, 2020 $0.008
Aug 31, 2020 $0.0117
Jul 31, 2020 $0.0111
Jun 30, 2020 $0.0099
May 29, 2020 $0.0132
Apr 30, 2020 $0.0173
Mar 31, 2020 $0.019
Feb 28, 2020 $0.018
Jan 31, 2020 $0.019
Dec 31, 2019 $0.0182
Nov 29, 2019 $0.017
Oct 31, 2019 $0.0193
Sep 30, 2019 $0.0179
Aug 30, 2019 $0.0187
Jul 31, 2019 $0.0196
Jun 28, 2019 $0.0265
May 31, 2019 $0.0274
Apr 30, 2019 $0.0242
Mar 29, 2019 $0.0206
Feb 28, 2019 $0.0182
Jan 31, 2019 $0.0203
Dec 31, 2018 $0.02
Nov 30, 2018 $0.0187
Oct 31, 2018 $0.0187
Sep 28, 2018 $0.0175
Aug 31, 2018 $0.0177
Jul 31, 2018 $0.018
Jun 29, 2018 $0.0173
May 31, 2018 $0.0167
Apr 30, 2018 $0.0154
Mar 29, 2018 $0.0154
Feb 28, 2018 $0.0132
Jan 31, 2018 $0.0132
Dec 29, 2017 $0.0131
Nov 30, 2017 $0.0123
Oct 31, 2017 $0.0125
Sep 29, 2017 $0.011
Aug 31, 2017 $0.0117
Jul 31, 2017 $0.0112
Jun 30, 2017 $0.0118
May 31, 2017 $0.0104
Apr 28, 2017 $0.012
Mar 31, 2017 $0.02
Feb 28, 2017 $0.009
Jan 31, 2017 $0.009
Dec 30, 2016 $0.01
Dec 23, 2016 $0.027
Nov 30, 2016 $0.009
Oct 31, 2016 $0.01
Sep 30, 2016 $0.009
Aug 31, 2016 $0.011
Jul 29, 2016 $0.011
Jun 30, 2016 $0.01
May 31, 2016 $0.01
Apr 29, 2016 $0.009
Mar 31, 2016 $0.01
Feb 29, 2016 $0.008
Jan 29, 2016 $0.008
Dec 31, 2015 $0.009
Dec 24, 2015 $0.029
Nov 30, 2015 $0.008
Oct 30, 2015 $0.008
Sep 30, 2015 $0.008
Aug 31, 2015 $0.008
Jul 31, 2015 $0.008
Jun 30, 2015 $0.008
May 29, 2015 $0.008
Apr 30, 2015 $0.007
Mar 31, 2015 $0.013
Feb 27, 2015 $0.007
Jan 30, 2015 $0.007
Dec 31, 2014 $0.007
Nov 28, 2014 $0.006
Oct 31, 2014 $0.006
Sep 30, 2014 $0.006
Aug 29, 2014 $0.005
Jul 31, 2014 $0.005
Jun 30, 2014 $0.005
May 30, 2014 $0.005
Apr 30, 2014 $0.005
Mar 31, 2014 $0.005
Feb 28, 2014 $0.005
Jan 31, 2014 $0.006
Dec 31, 2013 $0.006
Nov 29, 2013 $0.005
Oct 31, 2013 $0.006
Sep 30, 2013 $0.005
Aug 30, 2013 $0.005
Jul 31, 2013 $0.005
Jun 28, 2013 $0.004
May 31, 2013 $0.005
Apr 30, 2013 $0.004
Mar 28, 2013 $0.01
Feb 28, 2013 $0.004
Jan 31, 2013 $0.005
Dec 31, 2012 $0.005
Dec 28, 2012 $0.09
Nov 30, 2012 $0.005
Oct 31, 2012 $0.005
Sep 28, 2012 $0.004
Aug 31, 2012 $0.005
Jul 31, 2012 $0.005
Jun 29, 2012 $0.005
May 31, 2012 $0.005
Apr 30, 2012 $0.005
Mar 30, 2012 $0.048
Feb 29, 2012 $0.006
Jan 31, 2012 $0.007
Dec 30, 2011 $0.007
Dec 29, 2011 $0.105
Nov 30, 2011 $0.008
Oct 31, 2011 $0.009
Sep 30, 2011 $0.009
Aug 31, 2011 $0.009
Jul 29, 2011 $0.01
Jun 30, 2011 $0.01
May 31, 2011 $0.009
Apr 29, 2011 $0.009
Mar 31, 2011 $0.01
Feb 28, 2011 $0.01
Jan 31, 2011 $0.011
Dec 31, 2010 $0.011
Dec 30, 2010 $0.106
Nov 30, 2010 $0.012
Oct 29, 2010 $0.012
Sep 30, 2010 $0.012
Aug 31, 2010 $0.014
Jul 30, 2010 $0.015
Jun 30, 2010 $0.016
May 28, 2010 $0.016
Mar 31, 2010 $0.014
Mar 29, 2010 $0.038
Feb 26, 2010 $0.016
Jan 29, 2010 $0.019
Dec 31, 2009 $0.018
Dec 30, 2009 $0.169
Nov 30, 2009 $0.017
Oct 30, 2009 $0.018
Sep 30, 2009 $0.019
Aug 31, 2009 $0.02
Jul 31, 2009 $0.021
Jun 30, 2009 $0.021
May 29, 2009 $0.024
Apr 30, 2009 $0.024
Mar 31, 2009 $0.027
Mar 26, 2009 $0.005
Feb 27, 2009 $0.027
Jan 30, 2009 $0.031
Dec 31, 2008 $0.033
Nov 28, 2008 $0.032
Oct 31, 2008 $0.034
Sep 30, 2008 $0.034
Aug 29, 2008 $0.035
Jul 31, 2008 $0.035
Jun 30, 2008 $0.034
May 30, 2008 $0.035
Apr 30, 2008 $0.034
Mar 31, 2008 $0.037
Feb 29, 2008 $0.036
Jan 31, 2008 $0.039
Dec 31, 2007 $0.039
Nov 30, 2007 $0.038
Oct 31, 2007 $0.039
Sep 28, 2007 $0.039
Aug 31, 2007 $0.039
Jul 31, 2007 $0.04
Jun 29, 2007 $0.039
May 31, 2007 $0.039
Apr 30, 2007 $0.039
Mar 30, 2007 $0.04
Feb 28, 2007 $0.036
Jan 31, 2007 $0.038
Dec 29, 2006 $0.037
Nov 30, 2006 $0.036
Oct 31, 2006 $0.037
Sep 29, 2006 $0.036
Aug 31, 2006 $0.037
Jul 31, 2006 $0.036
Jun 30, 2006 $0.034
May 31, 2006 $0.034
Apr 28, 2006 $0.033
Mar 31, 2006 $0.033
Feb 28, 2006 $0.03
Jan 31, 2006 $0.031
Dec 30, 2005 $0.031
Nov 30, 2005 $0.03
Oct 31, 2005 $0.03
Sep 30, 2005 $0.028
Aug 31, 2005 $0.029
Jul 29, 2005 $0.029
Jun 30, 2005 $0.027
May 31, 2005 $0.028
Apr 29, 2005 $0.026
Mar 31, 2005 $0.026
Feb 28, 2005 $0.024
Jan 31, 2005 $0.026
Dec 31, 2004 $0.043
Nov 30, 2004 $0.024
Oct 29, 2004 $0.025
Sep 30, 2004 $0.025
Aug 31, 2004 $0.025
Jul 30, 2004 $0.024
Jun 30, 2004 $0.023
May 28, 2004 $0.024
Apr 30, 2004 $0.023
Mar 31, 2004 $0.027
Feb 27, 2004 $0.023
Jan 30, 2004 $0.025
Dec 31, 2003 $0.037
Nov 28, 2003 $0.025
Oct 31, 2003 $0.026
Sep 30, 2003 $0.025
Aug 29, 2003 $0.022
Jul 31, 2003 $0.026
Jun 30, 2003 $0.029
May 30, 2003 $0.026
Apr 30, 2003 $0.026
Mar 31, 2003 $0.035
Feb 28, 2003 $0.038
Jan 31, 2003 $0.042
Dec 31, 2002 $0.164
Nov 29, 2002 $0.043
Oct 31, 2002 $0.031
Sep 30, 2002 $0.034
Aug 30, 2002 $0.035
Jul 31, 2002 $0.036
Jun 28, 2002 $0.039
May 31, 2002 $0.052
Apr 30, 2002 $0.052
Mar 28, 2002 $0.041
Feb 28, 2002 $0.032
Jan 31, 2002 $0.034
Dec 31, 2001 $0.039
Nov 30, 2001 $0.041
Oct 31, 2001 $0.041
Sep 28, 2001 $0.041
Aug 31, 2001 $0.045
Jul 31, 2001 $0.048
Jun 29, 2001 $0.048
May 31, 2001 $0.048
Apr 30, 2001 $0.05
Mar 30, 2001 $0.054
Feb 28, 2001 $0.045
Jan 31, 2001 $0.049
Dec 29, 2000 $0.052
Nov 30, 2000 $0.053
Oct 31, 2000 $0.052
Sep 29, 2000 $0.051
Aug 31, 2000 $0.054
Jul 31, 2000 $0.051
Jun 30, 2000 $0.05
May 31, 2000 $0.051
Apr 28, 2000 $0.05
Mar 31, 2000 $0.05
Feb 29, 2000 $0.046
Jan 31, 2000 $0.048
Dec 31, 1999 $0.048
Nov 30, 1999 $0.049
Oct 29, 1999 $0.048
Sep 30, 1999 $0.047
Aug 31, 1999 $0.047
Jul 30, 1999 $0.046
Jun 30, 1999 $0.048
May 28, 1999 $0.048
Apr 30, 1999 $0.046
Mar 31, 1999 $0.048
Feb 26, 1999 $0.043
Jan 29, 1999 $0.047
Dec 31, 1998 $0.048
Nov 30, 1998 $0.047
Oct 30, 1998 $0.048
Sep 30, 1998 $0.047
Aug 31, 1998 $0.05
Jul 31, 1998 $0.05
Jun 30, 1998 $0.049
May 29, 1998 $0.05
Apr 30, 1998 $0.049
Mar 31, 1998 $0.05
Feb 27, 1998 $0.045
Jan 30, 1998 $0.049
Dec 31, 1997 $0.052
Nov 28, 1997 $0.051
Oct 31, 1997 $0.053
Sep 30, 1997 $0.051
Aug 29, 1997 $0.052
Jul 31, 1997 $0.051
Jun 30, 1997 $0.05
May 30, 1997 $0.052
Apr 30, 1997 $0.05
Mar 31, 1997 $0.052
Feb 28, 1997 $0.048
Jan 31, 1997 $0.053
Dec 31, 1996 $0.052
Nov 29, 1996 $0.051
Oct 31, 1996 $0.052
Sep 30, 1996 $0.051
Aug 30, 1996 $0.052
Jul 31, 1996 $0.052
Jun 28, 1996 $0.051
May 31, 1996 $0.052
Apr 30, 1996 $0.05
Mar 29, 1996 $0.051
Feb 29, 1996 $0.049
Jan 31, 1996 $0.05
Dec 29, 1995 $0.051
Nov 30, 1995 $0.049
Oct 31, 1995 $0.05
Sep 29, 1995 $0.049
Aug 31, 1995 $0.051
Jul 31, 1995 $0.051
Jun 30, 1995 $0.05
May 31, 1995 $0.052
Apr 28, 1995 $0.05
Mar 31, 1995 $0.052
Feb 28, 1995 $0.047
Jan 31, 1995 $0.049
Dec 30, 1994 $0.048
Nov 30, 1994 $0.047
Oct 31, 1994 $0.046
Sep 30, 1994 $0.046
Aug 31, 1994 $0.047
Jul 29, 1994 $0.047
Jun 30, 1994 $0.046
May 31, 1994 $0.045
Apr 29, 1994 $0.043
Mar 31, 1994 $0.054
Feb 28, 1994 $0.043
Jan 31, 1994 $0.042
Dec 31, 1993 $0.129
Nov 30, 1993 $0.041
Oct 29, 1993 $0.04
Sep 30, 1993 $0.04
Aug 31, 1993 $0.041
Jul 30, 1993 $0.042
Jun 30, 1993 $0.045
May 28, 1993 $0.048
Apr 30, 1993 $0.046
Mar 31, 1993 $0.047
Feb 26, 1993 $0.07
Jan 29, 1993 $0.047
Dec 31, 1992 $0.048
Nov 30, 1992 $0.113
Oct 30, 1992 $0.048
Sep 30, 1992 $0.049
Aug 31, 1992 $0.05
Jul 31, 1992 $0.052
Jun 30, 1992 $0.053
May 29, 1992 $0.054
Apr 30, 1992 $0.054
Mar 31, 1992 $0.055
Feb 28, 1992 $0.148
Jan 31, 1992 $0.055
Dec 31, 1991 $0.103
Nov 29, 1991 $0.059
Oct 31, 1991 $0.06
Sep 30, 1991 $0.06
Aug 30, 1991 $0.061
Jul 31, 1991 $0.061
Jun 28, 1991 $0.061
May 31, 1991 $0.062
Apr 30, 1991 $0.062
Mar 28, 1991 $0.062
Feb 28, 1991 $0.093
Jan 31, 1991 $0.065
Dec 31, 1990 $0.067
Nov 30, 1990 $0.066
Oct 31, 1990 $0.067
Sep 28, 1990 $0.066
Aug 31, 1990 $0.068
Jul 31, 1990 $0.068
Jun 29, 1990 $0.067
May 31, 1990 $0.068
Apr 30, 1990 $0.067
Mar 30, 1990 $0.069
Feb 28, 1990 $0.065

Dividend Growth History for VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX)

Year
Payout Amount
Year Start Yield
Annual Payout Growth (YoY)
CAGR to 2023
2023 $0.335 3.33% 99.17% -
2022 $0.1682 1.56% 11.69% 99.17%
2021 $0.1506 1.37% -18.51% 49.15%
2020 $0.1848 1.72% -25.45% 21.93%
2019 $0.2479 2.35% 22.84% 7.82%
2018 $0.2018 1.90% 40.14% 10.67%
2017 $0.144 1.35% 1.41% 15.11%
2016 $0.142 1.33% 10.94% 13.04%
2015 $0.128 1.19% 93.94% 12.78%
2014 $0.066 0.62% 3.13% 19.78%
2013 $0.064 0.59% -67.18% 18.00%
2012 $0.195 1.80% -9.72% 5.04%
2011 $0.216 2.01% -28.24% 3.72%
2010 $0.301 2.80% -31.75% 0.83%
2009 $0.441 4.07% 5.50% -1.94%
2008 $0.418 3.95% -10.11% -1.46%
2007 $0.465 4.52% 12.32% -2.03%
2006 $0.414 4.03% 23.95% -1.24%
2005 $0.334 3.21% 7.40% 0.02%
2004 $0.311 2.94% -12.89% 0.39%
2003 $0.357 3.35% -39.80% -0.32%
2002 $0.593 5.68% 8.01% -2.68%
2001 $0.549 5.36% -9.70% -2.22%
2000 $0.608 6.15% 7.61% -2.56%
1999 $0.565 5.51% -2.92% -2.15%
1998 $0.582 5.73% -5.37% -2.19%
1997 $0.615 6.10% 0.33% -2.31%
1996 $0.613 5.98% 2.00% -2.21%
1995 $0.601 6.21% 8.48% -2.07%
1994 $0.554 5.37% -12.89% -1.72%
1993 $0.636 6.17% -18.36% -2.11%
1992 $0.779 7.47% -3.71% -2.69%
1991 $0.809 8.03% 9.62% -2.72%
1990 $0.738 7.47% - -2.36%

Dividend Growth Chart for VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX)


VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX) Historical Returns And Risk Info

From 04/18/1988 to 12/11/2024, the compound annualized total return (dividend reinvested) of VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX) is 4.012%. Its cumulative total return (dividend reinvested) is 292.805%.

From 04/18/1988 to 12/11/2024, the Maximum Drawdown of VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX) is 7.3%.

From 04/18/1988 to 12/11/2024, the Sharpe Ratio of VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX) is 0.89.

From 04/18/1988 to 12/11/2024, the Annualized Standard Deviation of VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX) is 2.3%.

From 04/18/1988 to 12/11/2024, the Beta of VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX) is 0.92.

Last 1 Week* YTD*(2024) 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception** 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990
Annualized Return(%) 0.1 4.0 5.2 0.7 1.2 1.4 1.4 2.2 4.0 3.8 -5.3 -0.5 4.4 4.1 1.3 0.7 1.1 0.7 1.2 -0.3 1.4 2.8 3.1 2.8 7.1 7.4 4.3 1.8 1.3 2.2 7.9 8.6 9.2 2.1 7.2 6.5 4.8 12.3 -0.9 7.0 6.2 12.2 9.7
Sharpe Ratio NA -1.04 -0.56 -1.09 -0.48 -0.08 NA NA 0.89 -0.13 -2.22 -0.5 2.47 1.48 -0.04 0.05 0.69 0.46 0.98 -0.3 1.37 1.75 1.61 1.06 1.82 1.85 0.55 -0.21 0.2 0.68 2.55 1.97 2.06 -0.49 1.43 1.16 0.44 3.1 -1.39 2.04 1.14 2.91 2.13
Draw Down(%) NA 1.2 1.2 6.7 7.3 7.3 NA NA 7.3 1.9 6.6 0.9 0.9 1.0 0.8 0.8 1.3 0.9 0.5 1.5 0.6 0.7 1.8 1.2 2.2 0.9 0.7 1.0 2.1 1.7 1.3 2.1 0.8 1.2 1.0 1.0 1.7 1.0 3.4 1.0 2.2 0.8 1.0
Standard Deviation(%) NA 2.5 2.6 3.0 2.5 2.0 NA NA 2.3 3.5 3.0 1.2 1.7 1.8 1.3 1.2 1.4 1.5 1.2 1.2 1.0 1.6 1.9 2.6 3.4 2.4 1.9 1.7 2.0 2.3 2.7 3.2 2.5 2.4 2.7 2.5 2.9 2.7 2.8 2.4 3.3 2.9 3.0
Treynor Ratio NA -0.03 -0.02 -0.04 -0.01 0.0 NA NA 0.02 0.0 -0.07 -0.01 0.05 0.03 0.0 0.0 0.01 0.01 0.02 0.0 0.02 0.03 0.03 0.03 0.07 0.05 0.01 0.0 0.0 0.02 0.08 0.07 0.05 -0.01 0.04 0.03 0.01 0.1 -0.04 0.05 0.04 0.08 0.0
Alpha NA 0.0 0.0 0.0 0.0 0.0 NA NA 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.01 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.01 0.0 0.04 NA
Beta NA 0.88 0.9 0.93 0.92 0.9 NA NA 0.92 0.92 0.97 0.71 0.83 0.88 0.76 0.82 0.82 0.85 0.77 0.92 0.76 0.9 0.99 1.0 0.89 0.88 0.87 0.85 0.9 0.9 0.88 0.94 0.93 0.9 0.94 1.01 0.89 0.87 0.96 1.0 0.98 1.06 NA
RSquare NA 0.82 0.83 0.87 0.81 0.77 NA NA 0.73 0.89 0.87 0.42 0.46 0.75 0.56 0.51 0.63 0.65 0.52 0.57 0.44 0.65 0.77 0.79 0.75 0.82 0.79 0.67 0.84 0.83 0.83 0.87 0.83 0.85 0.85 0.86 0.88 0.88 0.88 0.77 0.71 0.15 0.0
Yield(%) N/A 2.9 N/A N/A N/A N/A N/A N/A N/A 3.3 1.6 1.4 1.7 2.3 1.9 1.3 1.3 1.2 0.6 0.6 1.8 2.0 2.8 4.1 3.9 4.5 4.0 3.2 2.9 3.3 5.7 5.4 6.2 5.5 5.7 6.1 6.0 6.2 5.4 6.2 7.5 8.0 7.5
Dividend Growth(%) N/A -11.9 N/A N/A N/A N/A N/A N/A N/A 99.3 11.6 -18.5 -25.5 22.8 40.1 1.4 10.9 93.9 3.1 -67.2 -9.7 -28.2 -31.7 5.5 -10.1 12.3 24.0 7.4 -12.9 -39.8 8.0 -9.7 7.6 -2.9 -5.4 0.3 2.0 8.5 -12.9 -18.4 -3.7 9.6 N/A

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VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX) Historical Return Chart


VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX) Rolling Returns Charts

A rolling return for a period such as 5-year, as of a specific date, represents the investment’s performance over the preceding five years leading up to that date. In the 5-year rolling chart, the value on any given date corresponds to the annualized return for the preceding 5 years up to that very date. Thus, for instance, the chart value on 8/28/2015 reflects the annualized return from 8/28/2010 to 8/28/2015. A 5-year rolling return chart for an investment (stock, fund or portfolio) depicts the return sequence of 5-year trailing returns for the dates in the chart.

These rolling returns contrast with the most recent 3, 5, 10, and 15-year returns, as they solely depict the returns for those respective periods leading up to the most recent date, without encompassing every date in the historical record.

Rolling return charts offer a more precise insight into a portfolio’s risk and return stability (including funds or individual stocks). This is particularly true when focusing on the minimal return points within a rolling return chart as a measure of a fund or a portfolio's risk. A well-known observation, often attributed to ‘Murphy’s law’, is that it tends to perform poorly when investors decide to follow an investment due to its recent strong returns. Sound familiar? Information regarding minimum rolling returns could help mitigate this predicament. Investors can opt for an investment showcasing high minimum rolling returns within their preferred holding durations. In fact, merely possessing knowledge of such minimum rolling period returns can anchor investors’ expectations.

For instance, let’s consider an investor who follows a model portfolio (or even simply purchases and holds a fund like VFINX or SPY) for 10 years. Armed with knowledge of this portfolio’s minimum 10-year rolling return since its inception date or the fund’s inception (in the case of VFINX, recognizing that the minimum 10-year rolling return since 1987 could be as low as -2.24%), the investor should reasonably anticipate the potential for the portfolio to incur losses over the forthcoming 10 years.

Minimum rolling return for a period such as 10-year offers a different and often better historical risk and return metric than other popular risk and return metrics such as Sharpe ratio, standard deviation (volatility) or maximum drawdown.

See Portfolio Calculator and Rolling Returns for more detailed description.

From 04/18/1988 to 12/11/2024, the worst annualized return of 3-year rolling returns for VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX) is -1.61%.
From 04/18/1988 to 12/11/2024, the worst annualized return of 5-year rolling returns for VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX) is 0.48%.
From 04/18/1988 to 12/11/2024, the worst annualized return of 10-year rolling returns for VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX) is 0.62%.
From 04/18/1988 to 12/11/2024, the worst annualized return of 20-year rolling returns for VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX) is 1.97%.

VANGUARD SHORT-TERM FEDERAL FUND INVESTOR SHARES (VSGBX) Maximum Drawdown



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