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Vanguard Intermediate Corp Bond
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| Vanguard Intermediate-Term Corporate Bond ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Barclays Capital US 5-10 Year Corporate Bond Index. |
| Category | Corporate |
| Fund Sponsor | Vanguard Group Inc/The |
| Website | www.vanguard.com |
| Inception date | Nov 23, 2009 |
| Assets (mns) | $25,579 |
| Currency | USD |
| Expense ratio | 7 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | Bank of New York Mellon |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 1788 |
| No of distinct issuers | 779 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 9% /91% |
| Non-standard maturity (callable, etc.) | 76% |
| UNITED STATES TREASUR 2.4% 5/15/29 | 0.8 % |
| CVS HEALTH CORPORATIO 4.3% 3/25/28 | 0.6 % |
| ANHEUSER-BUSCH INBEV 4.8% 1/23/29 | 0.5 % |
| BANK OF AMERICA CORPO 3.4% 12/20/28 | 0.4 % |
| BROADCOM CORPORATION 3.9% 1/15/27 | 0.3 % |
| VODAFONE GROUP PLC 4.4% 5/30/28 | 0.3 % |
| VERIZON COMMUNICATION 4.3% 9/21/28 | 0.3 % |
| DIAMOND 1 FINANCE COR 6.0% 6/15/26 | 0.3 % |
| ANHEUSER-BUSCH COS. L 3.7% 2/01/26 | 0.3 % |
| ALTRIA GROUP, INC. 4.4% 2/14/26 | 0.3 % |
| TOTAL | 4.1 % |
|---|
| BANK OF AMERICA CORPORATION | 2.4% |
| JPMORGAN CHASE & CO. | 2.1% |
| MORGAN STANLEY | 1.8% |
| CITIGROUP INC. | 1.7% |
| GOLDMAN SACHS GROUP, INC. | 1.4% |
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UNITED STATES | 83.7 % |
 |
BRITAIN | 2.4 % |
 |
JAPAN | 2.3 % |
 |
UNITED KINGDOM | 2.2 % |
 |
CANADA | 1.7 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 12.7% | 13.2% | 4.7% | -- | 6.8% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.15 | 85% |
| S&P500 | 0.03 | 1% |
| MSCI EAFE | 0.09 | 5% |
| MSCI Emg. Mkts. | 0.08 | 7% |
| Recent close | $91.22 |
| 30d moving avg. | $91.02 |
| Annualized volatility | 4.1% |
| Short interest (ETF) | 0.6% |
| Relative strength (RSI) | 47 |
| Avg. volume (thou.) | 1,622 |
| Avg. daily value traded (mns) | $148 |
| Turnover | 0.6% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| VCIT | 6.5 yrs | Category Avg.* |
4.6 yrs |
| VCIT | 6.4% | Category Avg.* |
4.6% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 5.80% | -15.5% | $77.12 |
| +200 bp | 4.80% | -11.1% | $81.08 |
| +150 bp | 4.30% | -8.6% | $83.34 |
| +100 bp | 3.80% | -6.0% | $85.78 |
| +75 bp | 3.55% | -4.5% | $87.07 |
| +50 bp | 3.30% | -3.1% | $88.41 |
| +25 bp | 3.05% | -1.6% | $89.79 |
| 0 bp | 2.80% | 0% | $91.22 |
| -25 bp | 2.55% | 1.6% | $92.70 |
| -50 bp | 2.30% | 3.3% | $94.22 |
| -75 bp | 2.05% | 5.0% | $95.79 |
| -100 bp | 1.80% | 6.8% | $97.40 |
| -150 bp | 1.30% | 10.5% | $100.77 |
| -200 bp | 0.80% | 14.4% | $104.32 |
| -300 bp | -0.20% | 22.8% | $111.99 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
280 | bp |
| Less: Annual "default factor" |
23 | bp |
| Less: Expense ratio | 7 | bp |
| Equals: ALTAR Score | 2.50 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.3% |
| Emerging Market | 3.6% |
| Government | 1.7% |
| Inflation Protected | 1.8% |
| Mortgage | 2.8% |
| Municipals | 2.3% |
| *Note: The Vanguard Intermediate Corp Bond is classified as a Corporate fund. | |