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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) | $24,524 |
| 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% |
| 0.0% // | 2.3 % |
| 0.0% // | 2.3 % |
| 0.0% // | 2.2 % |
| 0.0% // | 2.2 % |
| 0.0% // | 2.1 % |
| 0.0% // | 2.1 % |
| 0.0% // | 2.0 % |
| 0.0% // | 2.0 % |
| 0.0% // | 1.9 % |
| 0.0% // | 1.8 % |
| TOTAL | 21.0 % |
|---|
| 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. |
| 3.3% | 2.3% | -1.2% | 1.9% | 3.7% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.98 | 86% |
| S&P500 | 0.32 | 42% |
| MSCI EAFE | 0.36 | 59% |
| MSCI Emg. Mkts. | 0.32 | 49% |
| Recent close | $77.86 |
| 30d moving avg. | $77.03 |
| Annualized volatility | 7.6% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 58 |
| Avg. volume (thou.) | 1,437 |
| Avg. daily value traded (mns) | $112 |
| 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 | 7.00% | -16.8% | $64.76 |
| +200 bp | 6.00% | -11.8% | $68.70 |
| +150 bp | 5.50% | -9.0% | $70.83 |
| +100 bp | 5.00% | -6.2% | $73.07 |
| +75 bp | 4.75% | -4.7% | $74.22 |
| +50 bp | 4.50% | -3.1% | $75.41 |
| +25 bp | 4.25% | -1.6% | $76.62 |
| 0 bp | 4.00% | 0% | $77.86 |
| -25 bp | 3.75% | 1.6% | $79.13 |
| -50 bp | 3.50% | 3.3% | $80.42 |
| -75 bp | 3.25% | 5.0% | $81.74 |
| -100 bp | 3.00% | 6.7% | $83.08 |
| -150 bp | 2.50% | 10.3% | $85.86 |
| -200 bp | 2.00% | 14.0% | $88.74 |
| -300 bp | 1.00% | 21.8% | $94.82 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
400 | bp |
| Less: Annual "default factor" |
11 | bp |
| Less: Expense ratio | 4 | bp |
| Equals: ALTAR Score | 3.85 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.9% |
| Corporate | 3.8% |
| Emerging Market | 5.4% |
| Government | 6.9% |
| Inflation Protected | 2.1% |
| Mortgage | 4.8% |
| Municipals | 3.4% |
| *Note: The Vanguard Intermediate-Term Bond ETF is classified as a Aggregate fund. | |