|
Vanguard Short-Term Bond
|
|||||||||||||||||
- 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 10, 2007 |
| Assets (mns) | $22,627 |
| Currency | USD |
| Expense ratio | 7 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. |
| 3.5% | 5.2% | 1.8% | 2.2% | 2.9% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.45 | 90% |
| S&P500 | -0.02 | 3% |
| MSCI EAFE | -0.00 | 0% |
| MSCI Emg. Mkts. | 0.01 | 1% |
| Recent close | $80.94 |
| 30d moving avg. | $80.55 |
| Annualized volatility | 1.4% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 68 |
| Avg. volume (thou.) | 1,298 |
| Avg. daily value traded (mns) | $105 |
| Turnover | 0.5% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| BSV | 2.7 yrs | Category Avg.* |
5.0 yrs |
| BSV | 2.7% | Category Avg.* |
5.0% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 4.33% | -7.7% | $74.73 |
| +200 bp | 3.33% | -5.2% | $76.72 |
| +150 bp | 2.83% | -3.9% | $77.75 |
| +100 bp | 2.33% | -2.7% | $78.79 |
| +75 bp | 2.08% | -2.0% | $79.32 |
| +50 bp | 1.83% | -1.3% | $79.86 |
| +25 bp | 1.58% | -0.7% | $80.40 |
| 0 bp | 1.33% | 0% | $80.94 |
| -25 bp | 1.08% | 0.7% | $81.49 |
| -50 bp | 0.83% | 1.4% | $82.04 |
| -75 bp | 0.58% | 2.1% | $82.60 |
| -100 bp | 0.33% | 2.7% | $83.17 |
| -150 bp | -0.17% | 4.2% | $84.31 |
| -200 bp | -0.67% | 5.6% | $85.47 |
| -300 bp | -1.67% | 8.5% | $87.85 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
133 | bp |
| Less: Annual "default factor" |
6 | bp |
| Less: Expense ratio | 7 | bp |
| Equals: ALTAR Score | 1.20 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.3% |
| Emerging Market | 3.6% |
| Government | 1.6% |
| Inflation Protected | 1.7% |
| Mortgage | 2.8% |
| Municipals | 2.2% |
| *Note: The Vanguard Short-Term Bond is classified as a Aggregate fund. | |