{"schemaVersion":1,"ticker":"VGSH","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/vgsh/","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, VGSH against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/vgsh/"},"benchmark":{"ticker":"SCHO","name":"Bloomberg U.S. Treasury 1-3 Year Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"VGSH","b":"SCHO","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":0.24716414,"b":0.24252891,"edge":"Tie"},"annualised":{"a":0.01368493,"b":0.01345268,"edge":"Tie"},"price":{"a":-0.04749345,"b":-0.04198321,"edge":"SCHO","lead":"SCHO"},"volatility":{"a":0.01274848,"b":0.01267035,"edge":"Tie"},"downsideDeviation":{"a":0.00866572,"b":0.00859188,"edge":"Tie"},"maxDrawdown":{"a":-0.05510708,"b":-0.05562075,"edge":"Tie","aPeak":"2021-05-28","aTrough":"2022-11-04","bPeak":"2021-05-28","bTrough":"2022-11-04"},"excess":{"a":-0.00219427,"b":-0.00242446,"edge":"VGSH (slight)","lead":"VGSH"},"sharpe":{"a":-0.17212009,"b":-0.19134924,"edge":"VGSH","lead":"VGSH"},"sortino":{"a":-0.25321272,"b":-0.28218065,"edge":"VGSH","lead":"VGSH"},"calmar":{"a":0.24833349,"b":0.24186448,"edge":"VGSH (slight)","lead":"VGSH"}},"relative":{"VGSH":{"on":"SCHO","beta":0.97617097,"r2":0.94126512,"alpha":0.00017242,"alphaT":0.22474759,"alphaLow":-0.00133336,"alphaHigh":0.0016782,"upsideCapture":0.97747655,"downsideCapture":0.9602165,"treynor":-0.00224783,"trackingError":0.00310435,"informationRatio":0.07415138,"upWeeks":464,"downWeeks":337,"treynorReference":-0.00242446,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SCHO (slight)","lead":"SCHO"},"downsideCapture":{"edge":"VGSH (slight)","lead":"VGSH"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"VGSH","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"VGSH":{"kept":"2026-10-26","distributions":194,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":5,"agree":5},"vendor":{"weeks":845,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.24716414}},"SCHO":{"kept":"2026-10-26","distributions":193,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":845,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.24252891}}}}