Vanguard Short-Term Inflation-Protected Securities ETF
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
Vanguard Short-Term Inflation-Protected Securities Index Fund is an exchange-traded fund incorporated in the USA. The Fund seeks investment results that correspond generally to the price and yield performance of the Barclays U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. |
Category | Inflation Protected |
Fund Sponsor | Vanguard Group Inc/The |
Website | www.vanguard.com |
Inception date | Oct 12, 2012 |
Assets (mns) | $11,670 |
Currency | USD |
Expense ratio | 4 bp |
Distributions | Quarterly |
Regulation | Open-End Investment Company |
Custodian | JPMorgan Chase Bank |
Weighting | Market Cap |
Index replication | Full |
No. of constituents | 15 |
No of distinct issuers | 1 |
Inflation protected | 100% |
Variable/Fixed coupon | 0% /100% |
Non-standard maturity (callable, etc.) | 25% |
UNITED STATES TREASUR 0.1% 4/15/20 | 9.3 % |
UNITED STATES TREASUR 0.1% 4/15/21 | 8.0 % |
UNITED STATES TREASUR 0.1% 4/15/22 | 7.9 % |
GOVT OF THE UNITED ST 0.6% 4/15/23 | 7.8 % |
UNITED STATES TREASUR 0.6% 1/15/24 | 7.8 % |
UNITED STATES TREASUR 0.4% 7/15/23 | 7.8 % |
UNITED STATES TREASUR 0.1% 1/15/23 | 7.7 % |
UNITED STATES TREASUR 0.1% 7/15/22 | 7.7 % |
UNITED STATES TREASUR 0.1% 1/15/22 | 7.5 % |
UNITED STATES TREASUR 0.6% 7/15/21 | 6.8 % |
TOTAL | 78.3 % |
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U.S. TREASURY | 99.8% |
UNITED STATES | 99.8 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
0.3% | 3.0% | 3.1% | 2.0% | 1.6% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.35 | 55% |
S&P500 | 0.13 | 46% |
MSCI EAFE | 0.14 | 46% |
MSCI Emg. Mkts. | 0.08 | 18% |
Recent close | $48.00 |
30d moving avg. | $47.54 |
Annualized volatility | 3.4% |
Short interest (ETF) | 0.1% |
Relative strength (RSI) | 68 |
Avg. volume (thou.) | 834 |
Avg. daily value traded (mns) | $40 |
Turnover | 0.3% |
Bid/Ask (% of price) | 0.02 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
VTIP | 2.6 yrs | Category Avg.* |
7.8 yrs |
VTIP | 2.6% | Category Avg.* |
7.8% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 4.24% | 1.2% | $48.59 |
+200 bp | 3.24% | -1.2% | $47.43 |
+150 bp | 2.74% | -1.6% | $47.22 |
+100 bp | 2.24% | -1.6% | $47.24 |
+75 bp | 1.99% | -1.4% | $47.34 |
+50 bp | 1.74% | -1.0% | $47.50 |
+25 bp | 1.49% | -0.6% | $47.72 |
0 bp | 1.24% | 0% | $48.00 |
-25 bp | 0.99% | 0.7% | $48.34 |
-50 bp | 0.74% | 1.5% | $48.74 |
-75 bp | 0.49% | 2.5% | $49.20 |
-100 bp | 0.24% | 3.6% | $49.72 |
-150 bp | -0.26% | 6.1% | $50.94 |
-200 bp | -0.76% | 9.2% | $52.41 |
-300 bp | -1.76% | 16.8% | $56.05 |
*Fund Category: INFLATION PROTECTED
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 285 | bp |
Less: Annual "default factor" | 0 | bp |
Less: Expense ratio | 4 | bp |
Equals: ALTAR Score | 2.81 | % |
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 Inflation-Protected Securities ETF is classified as a Inflation Protected fund. |