VANGUARD INTERMEDIATE-TERM TREASURY INDEX FUND

VANGUARD SCOTTSDALE FUNDS · Series S000026860 · 3 share classes

Bond fund · 99% debt· rate + credit risk filed
One fund, 3 share classes:VSIGXVIIGXVGIT
$49.32B NAV
104 positions · as of 2026-05-31 · filed 2026-07-29
data updated 2026-09-08

Fund profile

As filed in the prospectus · 2026 Q2

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

Strategy · summarised

The fund tracks the Bloomberg U.S. Treasury 3-10 Year Index by holding a representative sample of intermediate-term Treasury bonds, maintaining a dollar-weighted average maturity aligned with the index. Because the fund samples rather than holds all index constituents, its returns may diverge from the index.

Expenses
0.03% 0.06%across 3 share classes
Share classExpense ratio
VSIGX0.06%
VIIGX0.03%
VGIT0.03%

Portfolio turnover 55.00% · as of 2026 Q2

Allocation

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

99.11%
of net assets
Bonds98.72%
Cash & short-term0.38%

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 8 new7 exited

Largest new: United States Treasury Note/Bond ×8

Largest exited: United States Treasury Note/Bond ×7

Return profile

Chart:

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

Share class1-year3-year5-yearVolWorst fall
+2.80%+9.32%+1.03%3.36%-5.00%
+2.80%+9.40%+1.12%3.44%-4.96%
+2.80%+9.39%+1.14%3.42%-4.96%

These classes hold the same portfolio, so the 0.11pp spread over 5 years is the cost difference between them — roughly 0.02pp a year — not a difference in what they own.

Cumulative return· Jun 2023 – Apr 2026

May 2026 has been filed since the trailing figures were struck, so it is 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 2026-05-31

Avg coupon
3.57%
Avg maturity
5.51 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.

0%
floating
Fixed rate100.0%
Maturity ladder

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

1-3y5-10y
1-3y0.7%
3-5y50.5%
5-10y48.8%
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

This fund filed the credit-spread disclosure and reported no sensitivity — measured, and the answer is none.

Interest-rate duration
4.70 yr
approx. move per 100bp
Credit-spread duration
0.00 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.

≈ -4.5%
of value
Interest rates100%

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.

Investment grade: +0.00 yrHigh yield: +0.00 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 rate4.70 yr total
3 mo10 yr
3 mo0.01 yr0%
1 yr0.53 yr11%
5 yr3.00 yr64%
10 yr1.17 yr25%
Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.01+0.00+0.00$0$0
1 yr+0.53+0.00+0.00$0$0
5 yr+3.00+0.00+0.00$0$0
10 yr+1.17+0.00+0.00$0$0
30 yr+0.00+0.00+0.00$0$0

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/Bond4.63% · due 2035-02-151.94%$957.92M
United States Treasury Note/Bond4.38% · due 2034-05-151.92%$945.48M
United States Treasury Note/Bond4.25% · due 2034-11-151.90%$936.98M
United States Treasury Note/Bond4.25% · due 2035-08-151.89%$933.54M
United States Treasury Note/Bond4.25% · due 2035-05-151.89%$932.83M
United States Treasury Note/Bond3.88% · due 2034-08-151.87%$922.00M
United States Treasury Note/Bond4.00% · due 2034-02-151.86%$919.90M
United States Treasury Note/Bond4.50% · due 2033-11-151.84%$908.55M
United States Treasury Note/Bond4.00% · due 2035-11-151.83%$904.63M
United States Treasury Note/Bond4.13% · due 2036-02-151.81%$892.68M
Showing 10 of 104Sign in to see more

Top 10 positions are 18.76% of net assets, top 25 41.21%, across 2 issuers.

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