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Vanguard Intermediate-Term Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| Vanguard Intermediate-Term Bond ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Barclays Capital 5-10 Year Government/Credit Index, which includes all medium and larger issues of U.S. government, investment-grade corporate, and investment-grade international bonds with maturities between 5 and 10 years. |
| Category | Aggregate |
| Fund Sponsor | Vanguard Group |
| Website | www.vanguard.com |
| Inception date | Apr 03, 2007 |
| Assets (mns) | $16,952 |
| Currency | USD |
| Expense ratio | 4 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | JPMorgan Chase Bank |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 41 |
| No of distinct issuers | 38 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 5% /95% |
| Non-standard maturity (callable, etc.) | 28% |
| UNITED STATES TREASUR 3.1% 11/15/28 | 2.4 % |
| UNITED STATES TREASUR 2.6% 2/15/29 | 2.2 % |
| UNITED STATES TREASUR 2.3% 2/15/27 | 2.1 % |
| UNITED STATES TREASUR 2.4% 5/15/27 | 2.0 % |
| UNITED STATES TREASUR 1.6% 2/15/26 | 2.0 % |
| UNITED STATES TREASUR 1.6% 5/15/26 | 2.0 % |
| UNITED STATES TREASUR 2.0% 11/15/26 | 1.9 % |
| UNITED STATES TREASUR 2.9% 8/15/28 | 1.8 % |
| UNITED STATES TREASUR 2.9% 5/15/28 | 1.8 % |
| UNITED STATES TREASUR 2.3% 8/15/27 | 1.8 % |
| TOTAL | 20.1 % |
|---|
| U.S. TREASURY | 49.9% |
| WILLIAMS PARTNERS LP | 1.8% |
| PEPSICO INC | 1.8% |
| SIMON PROPERTY GROUP LP | 1.8% |
| EBAY INC. | 1.8% |
 |
United States | 87.9 % |
 |
NETHERLANDS | 2.9 % |
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PANAMA | 1.6 % |
 |
COLOMBIA | 1.3 % |
 |
BRITAIN | 1.3 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| -0.7% | 2.1% | 0.9% | 2.0% | 4.1% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.06 | 97% |
| S&P500 | 0.30 | 46% |
| MSCI EAFE | 0.34 | 55% |
| MSCI Emg. Mkts. | 0.29 | 44% |
| Recent close | $74.25 |
| 30d moving avg. | $73.79 |
| Annualized volatility | 7.7% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 72 |
| Avg. volume (thou.) | 1,112 |
| Avg. daily value traded (mns) | $83 |
| Turnover | 0.5% |
| Bid/Ask (% of price) | 0.02 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| BIV | 6.5 yrs | Category Avg.* |
4.8 yrs |
| BIV | 6.4% | Category Avg.* |
4.7% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.57% | -16.8% | $61.76 |
| +200 bp | 6.57% | -11.8% | $65.51 |
| +150 bp | 6.07% | -9.0% | $67.54 |
| +100 bp | 5.57% | -6.2% | $69.68 |
| +75 bp | 5.32% | -4.7% | $70.78 |
| +50 bp | 5.07% | -3.1% | $71.91 |
| +25 bp | 4.82% | -1.6% | $73.07 |
| 0 bp | 4.57% | 0% | $74.25 |
| -25 bp | 4.32% | 1.6% | $75.46 |
| -50 bp | 4.07% | 3.3% | $76.69 |
| -75 bp | 3.82% | 5.0% | $77.95 |
| -100 bp | 3.57% | 6.7% | $79.23 |
| -150 bp | 3.07% | 10.3% | $81.88 |
| -200 bp | 2.57% | 14.0% | $84.62 |
| -300 bp | 1.57% | 21.8% | $90.42 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
457 | bp |
| Less: Annual "default factor" |
11 | bp |
| Less: Expense ratio | 4 | bp |
| Equals: ALTAR Score | 4.42 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.5% |
| Corporate | 4.4% |
| Emerging Market | 6.2% |
| Government | 4.9% |
| Inflation Protected | 3.0% |
| Mortgage | 5.2% |
| Municipals | 3.4% |
| *Note: The Vanguard Intermediate-Term Bond ETF is classified as a Aggregate fund. | |