Vanguard Short-Term Bond ETF
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
Vanguard Short-Term Bond ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Barclays Capital 1-5 Year Government/Credit Index, which includes all medium and larger issues of U.S. government, investment-grade corporate, and investment-grade international bonds that have a maturities between 1 and 5 years. |
Category | Aggregate |
Fund Sponsor | Vanguard Group |
Website | www.vanguard.com |
Inception date | Apr 03, 2007 |
Assets (mns) | $31,342 |
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 | 33 |
No of distinct issuers | 27 |
Inflation protected | 0% |
Variable/Fixed coupon | 6% /94% |
Non-standard maturity (callable, etc.) | 21% |
UNITED STATES TREASUR 1.3% 3/31/21 | 2.2 % |
UNITED STATES TREASUR 1.3% 1/31/21 | 1.7 % |
UNITED STATES TREASUR 2.0% 5/31/24 | 1.5 % |
UNITED STATES TREASUR 1.4% 8/31/20 | 1.4 % |
UNITED STATES TREASUR 1.1% 8/31/21 | 1.4 % |
UNITED STATES TREASUR 1.6% 11/30/20 | 1.2 % |
UNITED STATES TREASUR 1.6% 7/31/20 | 1.2 % |
UNITED STATES TREASUR 1.9% 1/31/22 | 1.2 % |
UNITED STATES TREASUR 1.1% 9/30/21 | 1.1 % |
UNITED STATES TREASUR 1.6% 8/31/22 | 1.1 % |
TOTAL | 13.8 % |
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U.S. TREASURY | 58.6% |
INTERNATIONAL BANK FOR RECONSTRUCT... | 2.8% |
KREDITANSTALT FUER WIEDERAUFBAU - | 2.3% |
ASIAN DEVELOPMENT BANK | 2.2% |
ANADARKO PETROLEUM CORPORATION | 2.0% |
UNITED STATES | 90.3 % | |
GERMANY | 3.9 % | |
SUPRA-NATIONAL | 2.2 % | |
Hungary | 1.8 % | |
IRELAND | 0.7 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
0.1% | 3.4% | 1.3% | 1.4% | 2.4% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.41 | 83% |
S&P500 | 0.10 | 30% |
MSCI EAFE | 0.12 | 43% |
MSCI Emg. Mkts. | 0.11 | 36% |
Recent close | $76.25 |
30d moving avg. | $75.91 |
Annualized volatility | 3.2% |
Short interest (ETF) | 0.7% |
Relative strength (RSI) | 71 |
Avg. volume (thou.) | 1,832 |
Avg. daily value traded (mns) | $140 |
Turnover | 0.4% |
Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
BSV | 2.7 yrs | Category Avg.* |
4.8 yrs |
BSV | 2.7% | Category Avg.* |
4.7% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 6.55% | -7.7% | $70.40 |
+200 bp | 5.55% | -5.2% | $72.28 |
+150 bp | 5.05% | -3.9% | $73.24 |
+100 bp | 4.55% | -2.7% | $74.23 |
+75 bp | 4.30% | -2.0% | $74.73 |
+50 bp | 4.05% | -1.3% | $75.23 |
+25 bp | 3.80% | -0.7% | $75.74 |
0 bp | 3.55% | 0% | $76.25 |
-25 bp | 3.30% | 0.7% | $76.77 |
-50 bp | 3.05% | 1.4% | $77.29 |
-75 bp | 2.80% | 2.1% | $77.82 |
-100 bp | 2.55% | 2.7% | $78.35 |
-150 bp | 2.05% | 4.2% | $79.42 |
-200 bp | 1.55% | 5.6% | $80.52 |
-300 bp | 0.55% | 8.5% | $82.76 |
*Fund Category: AGGREGATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 355 | bp |
Less: Annual "default factor" | 6 | bp |
Less: Expense ratio | 4 | bp |
Equals: ALTAR Score | 3.45 | % |
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 Short-Term Bond ETF is classified as a Aggregate fund. |