|
Vanguard Short-Term Bond ETF
|
|||||||||||||||||
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| Vanguard Short-Term Bond ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Barclays Capital 1-5 Year Government/Credit Index, which includes all medium and larger issues of U.S. government, investment-grade corporate, and investment-grade international bonds that have a maturities between 1 and 5 years. |
| Category | Aggregate |
| Fund Sponsor | Vanguard Group |
| Website | www.vanguard.com |
| Inception date | Apr 03, 2007 |
| Assets (mns) | $33,397 |
| 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 | 33 |
| No of distinct issuers | 27 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 6% /94% |
| Non-standard maturity (callable, etc.) | 21% |
| UNITED STATES TREASUR 1.3% 3/31/21 | 2.2 % |
| UNITED STATES TREASUR 1.3% 1/31/21 | 1.7 % |
| UNITED STATES TREASUR 2.0% 5/31/24 | 1.5 % |
| UNITED STATES TREASUR 1.4% 8/31/20 | 1.4 % |
| UNITED STATES TREASUR 1.1% 8/31/21 | 1.4 % |
| UNITED STATES TREASUR 1.6% 11/30/20 | 1.2 % |
| UNITED STATES TREASUR 1.6% 7/31/20 | 1.2 % |
| UNITED STATES TREASUR 1.9% 1/31/22 | 1.2 % |
| UNITED STATES TREASUR 1.1% 9/30/21 | 1.1 % |
| UNITED STATES TREASUR 1.6% 8/31/22 | 1.1 % |
| TOTAL | 13.8 % |
|---|
| U.S. TREASURY | 58.6% |
| INTERNATIONAL BANK FOR RECONSTRUCT... | 2.8% |
| KREDITANSTALT FUER WIEDERAUFBAU - | 2.3% |
| ASIAN DEVELOPMENT BANK | 2.2% |
| ANADARKO PETROLEUM CORPORATION | 2.0% |
 |
UNITED STATES | 90.3 % |
 |
GERMANY | 3.9 % |
 |
SUPRA-NATIONAL | 2.2 % |
 |
Hungary | 1.8 % |
 |
IRELAND | 0.7 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 3.3% | 6.9% | 1.3% | 1.6% | 2.5% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.43 | 85% |
| S&P500 | 0.12 | 35% |
| MSCI EAFE | 0.13 | 44% |
| MSCI Emg. Mkts. | 0.13 | 41% |
| Recent close | $77.36 |
| 30d moving avg. | $78.10 |
| Annualized volatility | 3.5% |
| Short interest (ETF) | 0.2% |
| Relative strength (RSI) | 47 |
| Avg. volume (thou.) | 2,278 |
| Avg. daily value traded (mns) | $176 |
| Turnover | 0.5% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| BSV | 2.7 yrs | Category Avg.* |
4.8 yrs |
| BSV | 2.7% | Category Avg.* |
4.7% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 6.01% | -7.7% | $71.42 |
| +200 bp | 5.01% | -5.2% | $73.33 |
| +150 bp | 4.51% | -3.9% | $74.31 |
| +100 bp | 4.01% | -2.7% | $75.31 |
| +75 bp | 3.76% | -2.0% | $75.81 |
| +50 bp | 3.51% | -1.3% | $76.32 |
| +25 bp | 3.26% | -0.7% | $76.84 |
| 0 bp | 3.01% | 0% | $77.36 |
| -25 bp | 2.76% | 0.7% | $77.88 |
| -50 bp | 2.51% | 1.4% | $78.41 |
| -75 bp | 2.26% | 2.1% | $78.95 |
| -100 bp | 2.01% | 2.7% | $79.49 |
| -150 bp | 1.51% | 4.2% | $80.58 |
| -200 bp | 1.01% | 5.6% | $81.69 |
| -300 bp | 0.01% | 8.5% | $83.96 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
301 | bp |
| Less: Annual "default factor" |
6 | bp |
| Less: Expense ratio | 4 | bp |
| Equals: ALTAR Score | 2.91 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.2% |
| Corporate | 4.0% |
| Emerging Market | 5.9% |
| Government | 7.1% |
| Inflation Protected | 2.7% |
| Mortgage | 5.0% |
| Municipals | 3.2% |
| *Note: The Vanguard Short-Term Bond ETF is classified as a Aggregate fund. | |