Ticker reaction data

Vanguard Short-Term Treasury ETF (VGSH)

VGSH moved a median of -0.01% 30 minutes after news, and -0.02% by the close. How VGSH actually reacts to news — the realized, point-in-time move the market made, measured across 199 labeled events over the last three years with zero look-ahead.

The quantified answer

VGSH’s median reaction, across the day.

-0.01%
Median 30-min
Typical reaction 30 minutes after any VGSH news
27%
Moved up
Share of VGSH news events that rose at 30 minutes
-0.02%
Median to close
Where VGSH typically settles by the closing bell
VGSH median reaction to newsVGSH median reaction to news across 4 horizons: 5-min -0.01%, 30-min -0.01%, 60-min -0.01%, to close -0.02%.5-min30-min60-minto close5-min: -0.01%30-min: -0.01%60-min: -0.01%to close: -0.02%-0.01%-0.01%-0.01%-0.02%-0.02%0
Median move vs. the price at the news timestamp, each horizon on its own sample — the counts are in the table below.
VGSH median reaction to news, by horizon. Each rung is measured on the events that traded at that horizon.
HorizonMedian% positiveEvents
5-min-0.01%17%198
30-min-0.01%27%198
60-min-0.01%18%198
to close-0.02%32%199
Where VGSH reactions landvs 199 measured VGSH reactions
VGSHMiddle 50% · -0.03% to +0.00%Zero: 0.00%Median: -0.01%Median -0.01%-0.50%0+0.50%
Middle 50% of VGSH reactions-0.03% to +0.00%
Median reaction (30-min)-0.01%
Measured reactions199
Point-in-time · zero look-ahead

Half of all Vanguard Short-Term Treasury ETF news events land between -0.03% and +0.00% at 30 minutes.

Reaction stats as of 2026-09-21. Newest measured event . Reaction = percent move vs. the price at the news timestamp.

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26M+ news records Operating since 2012 Methodology on SSRN ↗
Latest news

Recent VGSH events, each with its measured reaction.

DateHeadlineEventSource5-minTo close
Form N-PX VANGUARD SCOTTSDALE FUND For: Jun 30SEC filing · Form N-PXSEC EDGAR-0.02%-0.02%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire+0.00%+0.01%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire-0.00%+0.02%
Vanilla Closes New Funding Round to Accelerate Adoption of Estate Planning in Wealth ManagementPress releaseBusiness Wire+0.01%+0.00%
Vanguard Announces Advisory Changes for Vanguard Emerging Markets Select Stock FundPress releasePR Newswire+0.00%+0.12%
Vanguard Announces Portfolio Manager Change to Health Care FundPress releasePR Newswire+0.02%+0.15%
Form NPORT-P VANGUARD SCOTTSDALE FUND For: May 31SEC filing · Form NPORT-PSEC EDGAR+0.00%+0.01%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire+0.01%+0.00%
NewSquare Capital adds Kim Olsan in a new role as Senior Fixed Income Portfolio ManagerPress releasePR Newswire+0.00%-0.04%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire-0.03%-0.03%
Accomplished ETF Industry Veteran Mo Sparks Joins Raymond James Investment ManagementPress releaseGlobeNewswire-0.03%-0.03%
Security Brokerage and Stock Exchange Services Market size is set to grow by USD 801.9 billion from 2024-2028, Increasing demand for etfs boost the market, TechnavioPress releasePR Newswire-0.01%+0.05%
PCS Retirement Announces Additions to Leadership Team to Drive Innovation and GrowthPress releasePR Newswire-0.02%-0.03%
Form 497 VANGUARD SCOTTSDALE FUNDSEC filing · Form 497SEC EDGAR+0.00%-0.07%
OH CANADA! CANADIAN INVESTORS STILL HAVE HIGH LEVELS OF HOME BIAS IN THEIR PORTFOLIOS, BUT ARE INCREASING GLOBAL DIVERSIFICATIONPress releaseCanada Newswire+0.01%+0.03%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire+0.01%+0.01%
Vanguard Announces Record Retirement Savings Rates Among American WorkersPress releasePR Newswire-0.00%+0.00%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire-0.02%+0.00%
Vanguard Reopens PRIMECAP Fund and PRIMECAP Core FundPress releasePR Newswire+0.00%+0.05%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire-0.01%+0.02%
OneVest to Offer a Suite of Vanguard’s Leading Low-Cost ETF Model Portfolios, Helping Modernize Model Portfolio DeliveryPress releaseBusiness Wire+0.01%+0.05%
Form 497 VANGUARD SCOTTSDALE FUNDSEC filing · Form 497SEC EDGAR+0.02%+0.10%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire+0.00%-0.12%
Vanguard Announces Cash Distributions for the Vanguard ETFs (VAB, VSB, VSC, VLB, VCB and VGV)Press releaseGlobeNewswire+0.00%-0.12%
Vanguard Announces Cash Distributions for the Vanguard ETFs (VRIF, VRE and VDY)Press releaseGlobeNewswire-0.01%+0.01%
Form N-CSRS VANGUARD SCOTTSDALE FUND For: Feb 29SEC filing · Form N-CSRSSEC EDGAR+0.01%-0.04%
Form NPORT-P VANGUARD SCOTTSDALE FUND For: Feb 29SEC filing · Form NPORT-PSEC EDGAR-0.01%+0.00%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire+0.02%+0.04%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire+0.01%+0.00%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire+0.00%+0.00%
Vanguard Announces Cash Distributions for the Vanguard ETFs (VBU, VBG and VGAB)Press releaseGlobeNewswire-0.01%-0.01%
Robo Advisory Market Projected to Skyrocket to USD 41.83 Billion by 2030 with Noteworthy CAGR of 30.5%Press releasePR Newswire+0.01%+0.04%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire+0.02%-0.02%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire-0.01%-0.07%
Vanguard Announces CEO Retirement and Appointment of PresidentPress releasePR Newswire+0.00%+0.14%
Vanguard Announces Cash Distributions For the Vanguard ETFs (VBU, VBG and VGAB)Press releaseGlobeNewswire+0.00%-0.03%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire-0.00%-0.03%
Form NPORT-P VANGUARD SCOTTSDALE FUND For: Nov 30SEC filing · Form NPORT-PSEC EDGAR+0.00%+0.04%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire+0.01%+0.01%
Vanguard Announces Cash Distributions for the Vanguard ETFsPress releaseGlobeNewswire+0.01%+0.01%
Vanguard Introduces Enhanced Digital Estate Planning Tools to Investors Through Partnership with VanillaPress releasePR Newswire+0.00%+0.00%
Penn Mutual offers more choice with Accumulation Variable Universal LifePress releasePR Newswire-0.00%-0.07%
“For the Industry, By the Industry”: CAIA Association Unveils Completely Redesigned Fundamentals of Alternative Investments ProgramPress releaseBusiness Wire+0.00%-0.07%
Penn Mutual expands annuity portfolio with Deferred Variable Annuity (DVA)Press releasePR Newswire+0.00%-0.07%
Vanguard Announces Final Cash Distributions for the Vanguard ETFs (VAB, VSB, VSC, VLB, VCB, VGV, VRE, VDY, VCE, VCN, VFV, VSP, VUN, VUS, VGG, VGH, VE, VDU, VEF, VIU, VI, VEE, VA, VXC, VVO, VMO, VVL, VCNS, VBAL, VGRO, VCIP, VEQT, VIDY AND VRIF)Press releaseGlobeNewswire-0.01%-0.03%
Vanguard Investments Canada Announces Final 2023 Annual Capital Gains Distributions for the Vanguard ETFs®Press releaseGlobeNewswire-0.01%-0.03%
Form 497J VANGUARD SCOTTSDALE FUNDSEC filing · Form 497JSEC EDGAR-0.01%+0.09%
Form 485BPOS VANGUARD SCOTTSDALE FUNDSEC filing · Form 485BPOSSEC EDGAR-0.03%-0.03%
Form 497K VANGUARD SCOTTSDALE FUNDSEC filing · Form 497KSEC EDGAR-0.03%-0.03%
Vanguard Announces Final Cash Distributions for the Vanguard ETFs (VBU, VBG and VGAB)Press releaseGlobeNewswire-0.03%-0.03%

Each reaction is the move the market actually made, measured from the news timestamp. Headlines link through to the VGSH section they belong to.

Keep exploring

Where else VGSH is measured.

VGSH earnings → · Analyst actions → · SEC filings →

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Method

How the numbers are made.

How is Vanguard Short-Term Treasury ETF's median reaction calculated?

Every labeled VGSH news event is measured from its own timestamp: the last trade before the news is the base price, and the move is read at fixed horizons — 30 minutes of trading, then the close. The median across 199 events is what this page reports. Point-in-time, zero look-ahead: no event borrows information from a later one.

What counts as a positive reaction?

Any event whose price move is above zero at the horizon, relative to the last trade before the news timestamp. 27% of VGSH's measured events are up at 30 minutes; the rest close the window flat or negative.

How often is this page updated?

The news table refreshes automatically as new events are labeled and priced. The reaction medians are re-pulled in batches from the dataset — the figures here are as of 2026-09-21.

Does VGSH's past reaction predict its next one?

No. These are realized facts about past events, not forecasts. They describe a distribution — they say nothing certain about any future move.

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26M+ news records, 2006–2026 Operating since 2012 Point-in-time, zero look-ahead Peer-reviewable methodology (SSRN) ↗