Vanguard Total Bond Market ETF
|
- 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) | $105,786 |
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% |
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. |
-1.4% | 4.2% | 0.7% | 1.5% | 3.0% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 1.03 | 102% |
S&P500 | 0.30 | 52% |
MSCI EAFE | 0.34 | 62% |
MSCI Emg. Mkts. | 0.31 | 55% |
Recent close | $72.63 |
30d moving avg. | $71.12 |
Annualized volatility | 7.4% |
Short interest (ETF) | 0.1% |
Relative strength (RSI) | 72 |
Avg. volume (thou.) | 7,871 |
Avg. daily value traded (mns) | $572 |
Turnover | 0.5% |
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 | 7.38% | -15.3% | $61.51 |
+200 bp | 6.38% | -11.1% | $64.60 |
+150 bp | 5.88% | -8.6% | $66.38 |
+100 bp | 5.38% | -6.0% | $68.31 |
+75 bp | 5.13% | -4.5% | $69.33 |
+50 bp | 4.88% | -3.1% | $70.39 |
+25 bp | 4.63% | -1.6% | $71.49 |
0 bp | 4.38% | 0% | $72.63 |
-25 bp | 4.13% | 1.6% | $73.81 |
-50 bp | 3.88% | 3.3% | $75.02 |
-75 bp | 3.63% | 5.0% | $76.28 |
-100 bp | 3.38% | 6.8% | $77.57 |
-150 bp | 2.88% | 10.5% | $80.27 |
-200 bp | 2.38% | 14.4% | $83.12 |
-300 bp | 1.38% | 22.9% | $89.29 |
*Fund Category: AGGREGATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 438 | bp |
Less: Annual "default factor" | 16 | bp |
Less: Expense ratio | 3 | bp |
Equals: ALTAR Score | 4.19 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.3% |
Corporate | 4.2% |
Emerging Market | 6.0% |
Government | 4.2% |
Inflation Protected | 2.8% |
Mortgage | 5.0% |
Municipals | 3.3% |
*Note: The Vanguard Total Bond Market ETF is classified as a Aggregate fund. |