| CAGR | +4.5% | +0.2% | +0.8% | +1.2% |
| Sharpe | -0.20 | -0.70 | -0.41 | -0.22 |
| Sortino | -0.29 | -1.05 | -0.64 | -0.35 |
| Corr to S&P500 | 0.06 | -0.21 | -0.62 | -0.58 |
| Capture+ | +0.11 | +0.09 | +0.04 | +0.01 |
| Capture- | +0.31 | +0.32 | +0.19 | +0.11 |
| Capture ratio | 0.38 | 0.27 | 0.19 | 0.11 |
| Beta | 0.08 | 0.16 | 0.07 | 0.04 |
| MDD | -7% | -17% | -21% | -21% |
Primarily holding U.S. Treasury bonds, this fund is designed to deliver a consistent, modest income stream. It also presents a moderate level of sensitivity to interest rate fluctuations, as its portfolio's average maturity ranges from three to ten years.
https://personal.vanguard.com/us/funds/snapshot?FundIntExt=INT&FundId=3143