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Vanguard Total Bond Market ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| Vanguard Total Bond Market ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Barclays Capital Aggregate Bond Index, which measures a wide spectrum of public, investment-grade, taxable, fixed income securities in the U.S. |
| Category | Aggregate |
| Fund Sponsor | Vanguard Group |
| Website | www.vanguard.com |
| Inception date | Apr 03, 2007 |
| Assets (mns) | $125,809 |
| Currency | USD |
| Expense ratio | 3 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | JPMorgan Chase Bank |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 66 |
| No of distinct issuers | 53 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 9% /91% |
| Non-standard maturity (callable, etc.) | 41% |
| UNITED STATES TREASUR 2.9% 9/30/23 | 0.5 % |
| UNITED STATES TREASUR 1.9% 9/30/22 | 0.4 % |
| UNITED STATES TREASUR 2.9% 8/15/28 | 0.4 % |
| UNITED STATES TREASUR 2.1% 5/15/25 | 0.4 % |
| UNITED STATES TREASUR 2.1% 3/31/24 | 0.4 % |
| UNITED STATES TREASUR 1.8% 2/28/22 | 0.4 % |
| UNITED STATES TREASUR 3.1% 11/15/28 | 0.4 % |
| UNITED STATES TREASUR 3.0% 2/15/49 | 0.4 % |
| UNITED STATES TREASUR 2.4% 3/15/22 | 0.4 % |
| UNITED STATES TREASUR 2.6% 11/15/20 | 0.4 % |
| TOTAL | 4.2 % |
|---|
| U.S. TREASURY | 39.8% |
| FANNIE MAE | 6.9% |
| FREDDIE MAC | 5.0% |
| GINNIE MAE | 4.9% |
| COLOMBIA (REPUBLIC OF) | 1.8% |
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United States | 81.9 % |
 |
GERMANY | 2.4 % |
 |
COLOMBIA | 1.8 % |
 |
CANADA | 1.6 % |
 |
BRITAIN | 1.5 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 2.5% | 4.6% | -0.2% | 1.5% | 3.1% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.99 | 98% |
| S&P500 | 0.31 | 53% |
| MSCI EAFE | 0.36 | 66% |
| MSCI Emg. Mkts. | 0.32 | 55% |
| Recent close | $72.61 |
| 30d moving avg. | $72.94 |
| Annualized volatility | 7.6% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 46 |
| Avg. volume (thou.) | 7,311 |
| Avg. daily value traded (mns) | $531 |
| Turnover | 0.4% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| BND | 6.5 yrs | Category Avg.* |
4.8 yrs |
| BND | 6.4% | Category Avg.* |
4.7% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.49% | -15.3% | $61.49 |
| +200 bp | 6.49% | -11.1% | $64.58 |
| +150 bp | 5.99% | -8.6% | $66.36 |
| +100 bp | 5.49% | -6.0% | $68.29 |
| +75 bp | 5.24% | -4.5% | $69.31 |
| +50 bp | 4.99% | -3.1% | $70.37 |
| +25 bp | 4.74% | -1.6% | $71.47 |
| 0 bp | 4.49% | 0% | $72.61 |
| -25 bp | 4.24% | 1.6% | $73.79 |
| -50 bp | 3.99% | 3.3% | $75.00 |
| -75 bp | 3.74% | 5.0% | $76.25 |
| -100 bp | 3.49% | 6.8% | $77.55 |
| -150 bp | 2.99% | 10.5% | $80.24 |
| -200 bp | 2.49% | 14.4% | $83.10 |
| -300 bp | 1.49% | 22.9% | $89.26 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
449 | bp |
| Less: Annual "default factor" |
16 | bp |
| Less: Expense ratio | 3 | bp |
| Equals: ALTAR Score | 4.30 | % |
| 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 Total Bond Market ETF is classified as a Aggregate fund. | |