Vanguard Long-Term Bond ETF
|
- 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) | $5,813 |
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 % |
---|
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% |
UNITED STATES | 88.3 % | |
PERU | 2.2 % | |
COLOMBIA | 1.9 % | |
CANADA | 1.4 % | |
BRITAIN | 1.4 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
-2.4% | 3.8% | 0.4% | 2.5% | 4.4% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 2.18 | 98% |
S&P500 | 0.66 | 54% |
MSCI EAFE | 0.72 | 60% |
MSCI Emg. Mkts. | 0.68 | 56% |
Recent close | $72.36 |
30d moving avg. | $69.59 |
Annualized volatility | 16.1% |
Short interest (ETF) | 0.1% |
Relative strength (RSI) | 74 |
Avg. volume (thou.) | 1,181 |
Avg. daily value traded (mns) | $85 |
Turnover | 1.5% |
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 | 8.10% | -36.1% | $46.20 |
+200 bp | 7.10% | -26.1% | $53.48 |
+150 bp | 6.60% | -20.3% | $57.65 |
+100 bp | 6.10% | -14.0% | $62.19 |
+75 bp | 5.85% | -10.7% | $64.60 |
+50 bp | 5.60% | -7.3% | $67.10 |
+25 bp | 5.35% | -3.7% | $69.68 |
0 bp | 5.10% | 0% | $72.36 |
-25 bp | 4.85% | 3.8% | $75.13 |
-50 bp | 4.60% | 7.8% | $77.99 |
-75 bp | 4.35% | 11.8% | $80.93 |
-100 bp | 4.10% | 16.0% | $83.97 |
-150 bp | 3.60% | 24.8% | $90.32 |
-200 bp | 3.10% | 34.1% | $97.03 |
-300 bp | 2.10% | 54.1% | $111.54 |
*Fund Category: AGGREGATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 510 | bp |
Less: Annual "default factor" | 13 | bp |
Less: Expense ratio | 4 | bp |
Equals: ALTAR Score | 4.93 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.3% |
Corporate | 4.2% |
Emerging Market | 6.0% |
Government | 4.4% |
Inflation Protected | 2.8% |
Mortgage | 5.0% |
Municipals | 3.3% |
*Note: The Vanguard Long-Term Bond ETF is classified as a Aggregate fund. |