Vanguard Long-Term Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
Vanguard Long-Term Bond ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Barclays Capital Long Government/Credit Index, which includes all medium and larger issues of U.S. government, investment-grade corporate and international bonds that have maturities of greater than 10 years. |
Category | Aggregate |
Fund Sponsor | Vanguard Group |
Website | www.vanguard.com |
Inception date | Apr 03, 2007 |
Assets (mns) | $5,930 |
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 | 49 |
No of distinct issuers | 44 |
Inflation protected | 0% |
Variable/Fixed coupon | 4% /96% |
Non-standard maturity (callable, etc.) | 24% |
UNITED STATES TREASUR 3.0% 8/15/48 | 2.1 % |
UNITED STATES TREASUR 3.6% 2/15/44 | 1.7 % |
UNITED STATES TREASUR 3.0% 2/15/49 | 1.6 % |
UNITED STATES TREASUR 3.4% 5/15/44 | 1.4 % |
UNITED STATES TREASUR 4.5% 2/15/36 | 1.3 % |
UNITED STATES TREASUR 3.0% 5/15/45 | 1.3 % |
UNITED STATES TREASUR 3.4% 11/15/48 | 1.3 % |
UNITED STATES TREASUR 3.1% 8/15/44 | 1.2 % |
UNITED STATES TREASUR 2.9% 11/15/46 | 1.2 % |
UNITED STATES TREASUR 2.9% 5/15/43 | 1.2 % |
TOTAL | 14.3 % |
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U.S. TREASURY | 22.0% |
GOVERNMENT OF THE UNITED STATES OF... | 15.6% |
PERU (REPUBLIC OF) | 2.2% |
21ST CENTURY FOX AMERICA | 2.0% |
NEXEN INC | 2.0% |
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UNITED STATES | 88.3 % |
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PERU | 2.2 % |
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COLOMBIA | 1.9 % |
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CANADA | 1.4 % |
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BRITAIN | 1.4 % |
HISTORICAL RETURNS ![info](../images/info2.jpg)
![info](../images/info2.jpg)
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
1.9% | 8.6% | -2.5% | 1.9% | 4.6% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 2.07 | 95% |
S&P500 | 0.65 | 54% |
MSCI EAFE | 0.71 | 62% |
MSCI Emg. Mkts. | 0.71 | 59% |
Recent close | $75.32 |
30d moving avg. | $74.06 |
Annualized volatility | 15.9% |
Short interest (ETF) | 0.2% |
Relative strength (RSI) | 55 |
Avg. volume (thou.) | 606 |
Avg. daily value traded (mns) | $46 |
Turnover | 0.8% |
Bid/Ask (% of price) | 0.06 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
BLV | 15.3 yrs | Category Avg.* |
4.8 yrs |
BLV | 15.0% | Category Avg.* |
4.7% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 7.86% | -36.1% | $48.09 |
+200 bp | 6.86% | -26.1% | $55.66 |
+150 bp | 6.36% | -20.3% | $60.01 |
+100 bp | 5.86% | -14.0% | $64.74 |
+75 bp | 5.61% | -10.7% | $67.24 |
+50 bp | 5.36% | -7.3% | $69.84 |
+25 bp | 5.11% | -3.7% | $72.53 |
0 bp | 4.86% | 0% | $75.32 |
-25 bp | 4.61% | 3.8% | $78.20 |
-50 bp | 4.36% | 7.8% | $81.18 |
-75 bp | 4.11% | 11.8% | $84.25 |
-100 bp | 3.86% | 16.0% | $87.41 |
-150 bp | 3.36% | 24.8% | $94.02 |
-200 bp | 2.86% | 34.1% | $101.00 |
-300 bp | 1.86% | 54.1% | $116.10 |
*Fund Category: AGGREGATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity ![]() |
486 | bp |
Less: Annual "default factor" ![]() |
13 | bp |
Less: Expense ratio | 4 | bp |
Equals: ALTAR Score | 4.69 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 2.8% |
Corporate | 3.8% |
Emerging Market | 5.6% |
Government | 4.2% |
Inflation Protected | 2.5% |
Mortgage | 4.5% |
Municipals | 3.1% |
*Note: The Vanguard Long-Term Bond ETF is classified as a Aggregate fund. |