VGSH

Vanguard Short-Term Treasury Index ETF
A

90
  • Overview
  • Efficiency
  • Tradability
  • Fit

VGSH Fund Description

The Vanguard Short-Term Government Bond ETF tracks a market weighted index of fixed income securities issued by the U.S. Treasury, excluding inflation-protected securities, with maturities of 1-3 years.

VGSH Factset Analytics Insight

Note: Vanguard will change VGSH’s underlying index in the fourth quarter of 2017 from Bloomberg Barclays 1-3 Year Government Float Adjusted Index to Bloomberg Barclays US Treasury Bond 1-3 Year Term Float Adjusted Index. This change will remove the fund’s exposure to agency debt (about 9% of VGSH), and could result in a year-end capital gains distribution.

VGSH is a popular, cheap T-bond ETF that tracks its index tightly with low volatility. VGSH mirrors our benchmark almost perfectly, since it tracks the float adjusted version of our benchmark. The fund and our benchmark have almost identical portfolio statistics including average maturity, duration and YTM. On balance, it is a very solid choice for market-like exposure. It attracts considerable daily volume with narrow spreads, and block liquidity is likewise strong for institutional investors. The fund charges a low fee and tracks its index exceedingly well, though the fund has made capital gains distributions in the past, so it bears some monitoring in order to avoid surprises.

VGSH MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of January 18, 2018 the Vanguard Short-Term Treasury Index ETF MSCI ESG Fund Quality Score is 6.69 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. VGSH ranks in the 32nd percentile within its peer group and in the 86th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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VGSH Top 10 Countries

VGSH Top 10 Sectors

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VGSH Summary Data

Vanguard
11/19/09
Open-Ended Fund
0.07%
$1.90B
$11.60M
0.02%

VGSH Portfolio Data

2.00
2.05Years
1.30%
02/01/17
144

VGSH Index Data

N/A
Market Value
Market Value
Barclays 1-3 Year Government Index

Related ETFs to VGSH

FTSD
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

VGSH Portfolio Management

0.07%
-0.05%
0.07%
-0.12%

VGSH Tax Exposures

20.00% / 39.60%
--
Ordinary income
No

VGSH Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
Low
Monthly
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS----
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BIDS----
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LAST 10 TRADES
TIMEPRICESHARES
15:56:2960.1440
14:46:5560.15100
13:01:2960.1332
13:01:2260.13300
13:00:5260.14100
11:54:0360.14100
11:54:0360.14400
11:54:0360.14100
11:54:0360.14998
11:54:0360.14100
Bats BZX Real-time Quote - 23:59:59
Daily Spread
Premium/Discount
Volume

VGSH Factset Analytics Block Liquidity

As of 01/19/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of VGSH. VGSH is rated a 5 out of 5.

VGSH Tradability

192,349
$11.60M
164,823
$9.94M
0.02%
$0.01
0.02%
0.10% / -0.03%
None
100.00%
50,000
3.30
0.00%
--
--
$60.14
5

VGSH Performance Statistics

0.96
0.97
--
--
--

VGSH MSCI ESG Ratings

6.69 / 10
32.35
86.19
--
--
7.80

VGSH Holdings Statistics

VGSH Maturity Distribution

1.35% 0.89%
98.65% 96.86%
0.00% 0.95%
0.00% 1.31%
0.00% 0.00%
0.00% 0.00%

VGSH Credit Breakdown

96.19% 96.49%
3.71% 3.28%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%
0.04% 0.01%
0.00% 0.00%
0.00% 0.00%
0.00% 0.00%