{"schemaVersion":1,"ticker":"VGIT","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/vgit/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, VGIT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/vgit/"},"benchmark":{"ticker":"SCHR","name":"Bloomberg U.S. Treasury 3-10 Year Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"VGIT","b":"SCHR","window":{"from":"2010-08-13","to":"2026-10-23","firstReturn":"2010-08-20","weeklyReturns":845,"years":16.19,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01586926,"perWeek":0.0003051781,"days":4050,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.32038869,"b":0.32340657,"edge":"Tie"},"annualised":{"a":0.01725024,"b":0.01739317,"edge":"Tie"},"price":{"a":-0.09292035,"b":-0.04950495,"edge":"SCHR","lead":"SCHR"},"volatility":{"a":0.04171885,"b":0.04211976,"edge":"Tie"},"downsideDeviation":{"a":0.0296999,"b":0.03007728,"edge":"Tie"},"maxDrawdown":{"a":-0.15594959,"b":-0.15673987,"edge":"Tie","aPeak":"2020-07-31","aTrough":"2022-10-21","bPeak":"2020-07-31","bTrough":"2022-10-21"},"excess":{"a":0.00210589,"b":0.00226334,"edge":"Tie"},"sharpe":{"a":0.05047823,"b":0.05373591,"edge":"SCHR (slight)","lead":"SCHR"},"sortino":{"a":0.07090575,"b":0.07525095,"edge":"SCHR (slight)","lead":"SCHR"},"calmar":{"a":0.11061423,"b":0.11096838,"edge":"Tie"}},"relative":{"VGIT":{"on":"SCHR","beta":0.9837493,"r2":0.98645199,"alpha":-0.00012067,"alphaT":-0.10011099,"alphaLow":-0.00248651,"alphaHigh":0.00224517,"upsideCapture":0.98135531,"downsideCapture":0.98591103,"treynor":0.00214068,"trackingError":0.00490391,"informationRatio":-0.03210697,"upWeeks":466,"downWeeks":372,"treynorReference":0.00226334,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"SCHR","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"VGIT":{"kept":"2026-10-26","distributions":194,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":845,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.32038869}},"SCHR":{"kept":"2026-10-26","distributions":194,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":845,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.32340657}}}}