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Vanguard Intermediate-Term Corporate Bond Index Fund
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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 19, 2009 |
| Assets (mns) | $34,953 |
| Currency | USD |
| Expense ratio | 5 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | Bank of New York Mellon |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 1884 |
| No of distinct issuers | 781 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 11% /89% |
| Non-standard maturity (callable, etc.) | 80% |
| 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 % |
|---|
| JPMORGAN CHASE & CO. | 2.6% |
| BANK OF AMERICA CORPORATION | 2.5% |
| CITIGROUP INC. | 2.0% |
| MORGAN STANLEY | 1.8% |
| WELLS FARGO & COMPANY | 1.8% |
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UNITED STATES | 84.5 % |
 |
JAPAN | 2.4 % |
 |
UNITED KINGDOM | 2.4 % |
 |
BRITAIN | 2.2 % |
 |
CANADA | 1.7 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 5.5% | 9.3% | 5.7% | 6.7% | 7.0% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.34 | 42% |
| S&P500 | 0.21 | 29% |
| MSCI EAFE | 0.23 | 31% |
| MSCI Emg. Mkts. | 0.19 | 33% |
| Recent close | $95.27 |
| 30d moving avg. | $94.21 |
| Annualized volatility | 6.6% |
| Short interest (ETF) | 0.2% |
| Relative strength (RSI) | 70 |
| Avg. volume (thou.) | 6,465 |
| Avg. daily value traded (mns) | $616 |
| Turnover | 1.7% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| VCIT | 6.5 yrs | Category Avg.* |
5.1 yrs |
| VCIT | 6.4% | Category Avg.* |
5.0% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 4.90% | -14.7% | $81.24 |
| +200 bp | 3.90% | -10.8% | $84.94 |
| +150 bp | 3.40% | -8.5% | $87.16 |
| +100 bp | 2.90% | -5.9% | $89.62 |
| +75 bp | 2.65% | -4.5% | $90.94 |
| +50 bp | 2.40% | -3.1% | $92.32 |
| +25 bp | 2.15% | -1.6% | $93.77 |
| 0 bp | 1.90% | 0% | $95.27 |
| -25 bp | 1.65% | 1.6% | $96.83 |
| -50 bp | 1.40% | 3.3% | $98.46 |
| -75 bp | 1.15% | 5.1% | $100.15 |
| -100 bp | 0.90% | 7.0% | $101.89 |
| -150 bp | 0.40% | 10.8% | $105.57 |
| -200 bp | -0.10% | 14.9% | $109.49 |
| -300 bp | -1.10% | 23.9% | $118.06 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
190 | bp |
| Less: Annual "default factor" |
21 | bp |
| Less: Expense ratio | 5 | bp |
| Equals: ALTAR Score | 1.64 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.2% |
| Corporate | 1.8% |
| Emerging Market | 3.9% |
| Government | 0.5% |
| Inflation Protected | 1.0% |
| Mortgage | 2.4% |
| Municipals | 2.2% |
| *Note: The Vanguard Intermediate-Term Corporate Bond Index Fund is classified as a Corporate fund. | |