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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) | $5,226 |
| 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. |
| 2.9% | 1.1% | -3.9% | 1.0% | 4.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 2.11 | 96% |
| S&P500 | 0.69 | 54% |
| MSCI EAFE | 0.77 | 67% |
| MSCI Emg. Mkts. | 0.72 | 58% |
| Recent close | $68.20 |
| 30d moving avg. | $69.96 |
| Annualized volatility | 16.3% |
| Short interest (ETF) | 0.2% |
| Relative strength (RSI) | 41 |
| Avg. volume (thou.) | 1,287 |
| Avg. daily value traded (mns) | $88 |
| Turnover | 1.7% |
| 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 | 8.44% | -36.1% | $43.55 |
| +200 bp | 7.44% | -26.1% | $50.40 |
| +150 bp | 6.94% | -20.3% | $54.34 |
| +100 bp | 6.44% | -14.0% | $58.62 |
| +75 bp | 6.19% | -10.7% | $60.89 |
| +50 bp | 5.94% | -7.3% | $63.24 |
| +25 bp | 5.69% | -3.7% | $65.68 |
| 0 bp | 5.44% | 0% | $68.20 |
| -25 bp | 5.19% | 3.8% | $70.81 |
| -50 bp | 4.94% | 7.8% | $73.50 |
| -75 bp | 4.69% | 11.8% | $76.28 |
| -100 bp | 4.44% | 16.0% | $79.15 |
| -150 bp | 3.94% | 24.8% | $85.13 |
| -200 bp | 3.44% | 34.1% | $91.46 |
| -300 bp | 2.44% | 54.1% | $105.13 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
544 | bp |
| Less: Annual "default factor" |
13 | bp |
| Less: Expense ratio | 4 | bp |
| Equals: ALTAR Score | 5.27 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.3% |
| Corporate | 4.4% |
| Emerging Market | 6.2% |
| Government | 7.2% |
| Inflation Protected | 2.5% |
| Mortgage | 5.1% |
| Municipals | 3.6% |
| *Note: The Vanguard Long-Term Bond ETF is classified as a Aggregate fund. | |