VANGUARD INTERMEDIATE-TERM BOND INDEX FUND

VANGUARD BOND INDEX FUNDS · Series S000002561 · 5 share classes

Bond fund · 99% debt· rate + credit risk filed
One fund, 5 share classes:VBIIXVBILXVBIMXBIVVBIUX
$52.45B NAV
2,357 positions · as of 2026-06-30 · filed 2026-08-28
data updated 2026-09-08

Fund profile

As filed in the prospectus · 2026 Q2

Vanguard Intermediate-Term Bond Index Fund (the Fund) seeks to track the performance of a market-weighted bond index with an intermediate-term dollar-weighted average maturity.

Strategy · summarised

The fund tracks the Bloomberg U.S. 5-10 Year Government/Credit Float Adjusted Index using a sampling approach, holding a range of medium and larger U.S. government, investment-grade corporate, and investment-grade international dollar-denominated bonds maturing between 5 and 10 years. Because the fund samples rather than holds all index constituents, its returns may diverge from the index.

Expenses
0.02% 0.15%across 5 share classes
Share classExpense ratio
VBIIX0.15%
VBILX0.06%
VBIMX0.03%
BIV0.03%
VBIUX0.02%

Portfolio turnover 55.00% · as of 2026 Q2

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

99.05%
of net assets
Bonds98.87%
Cash & short-term0.19%
Derivatives-0.01%

The outer band is exposure held short — written against the portfolio rather than part of it, which is why it sits outside the ring and why the two are never netted into one figure.

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 181 new165 exited

Largest new: United States Treasury Note/Bond ×5, Meta Platforms Inc, The Goldman Sachs Group Inc, Space Exploration Technologies Corp

Largest exited: United States Treasury Note/Bond ×7, Bank of America Corp

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

Share class1-year3-year5-yearVolWorst fall
+4.02%+11.49%+1.67%3.80%-6.47%
+4.12%+11.77%+2.09%3.80%-6.43%
+4.14%+11.84%+2.19%3.80%-6.42%
+4.18%+11.88%+2.24%3.81%-6.39%
+4.14%+11.87%+2.24%3.80%-6.41%

These classes hold the same portfolio, so the 0.57pp spread over 5 years is the cost difference between them — roughly 0.11pp a year — not a difference in what they own.

Cumulative return· Jul 2023 – Apr 2026

May 2026 and Jun 2026 have been filed since the trailing figures were struck, so they are not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-06-30

Avg coupon
4.27%
Avg maturity
7.49 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

10%
floating
Fixed rate90.4%
Floating rate9.6%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

1-3y10y+
1-3y0.0%
3-5y1.0%
5-10y96.0%
10y+3.0%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying about half as much.

Interest-rate duration
5.94 yr
approx. move per 100bp
Credit-spread duration
2.74 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -8.5%
of value
Interest rates68%
Credit spreads32%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+2.74
yrs total
Investment grade+2.70 yr
High yield+0.03 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate5.94 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.19 yr3%
5 yr3.18 yr54%
10 yr2.55 yr43%
30 yr0.01 yr0%
Credit spread2.74 yr total
3 mo30 yr
3 mo0.00 yr0%
1 yr0.10 yr4%
5 yr1.30 yr48%
10 yr1.32 yr48%
30 yr0.02 yr1%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.01+0.00+0.00$23.8k$360
1 yr+0.19+0.10+0.00$499.1k$7.1k
5 yr+3.18+1.29+0.02$6.74m$88.0k
10 yr+2.55+1.30+0.02$6.82m$81.5k
30 yr+0.01+0.02+0.00$96.5k$209

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
United States Treasury Note/Bond4.13% · due 2036-02-152.14%$1.12B
United States Treasury Note/Bond4.00% · due 2034-02-152.13%$1.12B
United States Treasury Note/Bond4.38% · due 2034-05-152.13%$1.12B
United States Treasury Note/Bond4.50% · due 2033-11-152.10%$1.10B
United States Treasury Note/Bond1.25% · due 2031-08-152.10%$1.10B
United States Treasury Note/Bond4.25% · due 2034-11-152.08%$1.09B
United States Treasury Note/Bond4.63% · due 2035-02-152.08%$1.09B
United States Treasury Note/Bond4.25% · due 2035-05-152.04%$1.07B
United States Treasury Note/Bond4.25% · due 2035-08-152.04%$1.07B
United States Treasury Note/Bond3.88% · due 2034-08-152.02%$1.06B
Showing 10 of 2,357Sign in to see more

Top 10 positions are 20.87% of net assets, top 25 42.65%, across 781 issuers.

See more of this fund's book

More positions with filed share counts, and the quarter-over-quarter change list rather than the largest few — free with an account, no card required.

Sign in free