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Vanguard Intermediate-Term Bond
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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 10, 2007 |
| Assets (mns) | $13,097 |
| Currency | USD |
| Expense ratio | 7 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% 5/15/26 | 2.0 % |
| UNITED STATES TREASUR 1.6% 2/15/26 | 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 % |
 |
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. |
| 10.3% | 12.5% | 3.9% | 5.3% | 5.7% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.23 | 97% |
| S&P500 | -0.05 | 3% |
| MSCI EAFE | -0.01 | 0% |
| MSCI Emg. Mkts. | 0.01 | 0% |
| Recent close | $87.82 |
| 30d moving avg. | $87.82 |
| Annualized volatility | 4.1% |
| Short interest (ETF) | 0.2% |
| Relative strength (RSI) | 45 |
| Avg. volume (thou.) | 521 |
| Avg. daily value traded (mns) | $46 |
| Turnover | 0.3% |
| Bid/Ask (% of price) | 0.03 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| BIV | 6.5 yrs | Category Avg.* |
5.0 yrs |
| BIV | 6.4% | Category Avg.* |
5.0% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 5.02% | -16.8% | $73.05 |
| +200 bp | 4.02% | -11.8% | $77.49 |
| +150 bp | 3.52% | -9.0% | $79.89 |
| +100 bp | 3.02% | -6.2% | $82.41 |
| +75 bp | 2.77% | -4.7% | $83.72 |
| +50 bp | 2.52% | -3.1% | $85.06 |
| +25 bp | 2.27% | -1.6% | $86.42 |
| 0 bp | 2.02% | 0% | $87.82 |
| -25 bp | 1.77% | 1.6% | $89.25 |
| -50 bp | 1.52% | 3.3% | $90.71 |
| -75 bp | 1.27% | 5.0% | $92.19 |
| -100 bp | 1.02% | 6.7% | $93.71 |
| -150 bp | 0.52% | 10.3% | $96.84 |
| -200 bp | 0.02% | 14.0% | $100.09 |
| -300 bp | -0.98% | 21.8% | $106.95 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
202 | bp |
| Less: Annual "default factor" |
11 | bp |
| Less: Expense ratio | 7 | bp |
| Equals: ALTAR Score | 1.84 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.3% |
| Emerging Market | 3.6% |
| Government | 1.7% |
| Inflation Protected | 1.8% |
| Mortgage | 2.8% |
| Municipals | 2.3% |
| *Note: The Vanguard Intermediate-Term Bond is classified as a Aggregate fund. | |