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Vanguard Intermediate-Term Corporate Bond ETF
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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) | $47,997 |
| Currency | USD |
| Expense ratio | 4 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | Bank of New York Mellon |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 2114 |
| No of distinct issuers | 820 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 18% /82% |
| Non-standard maturity (callable, etc.) | 92% |
| 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 | 3.0% |
| JPMORGAN CHASE & CO. | 2.6% |
| MORGAN STANLEY | 2.1% |
| CITIGROUP INC. | 1.9% |
| HSBC HOLDINGS PLC | 1.5% |
 |
UNITED STATES | 86.2 % |
 |
UNITED KINGDOM | 3.4 % |
 |
JAPAN | 3.0 % |
 |
CANADA | 2.5 % |
 |
NETHERLANDS | 1.2 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 3.4% | 14.0% | 1.1% | 2.8% | 4.9% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.21 | 97% |
| S&P500 | 0.42 | 58% |
| MSCI EAFE | 0.44 | 67% |
| MSCI Emg. Mkts. | 0.41 | 57% |
| Recent close | $81.03 |
| 30d moving avg. | $82.64 |
| Annualized volatility | 9.4% |
| Short interest (ETF) | 2.8% |
| Relative strength (RSI) | 43 |
| Avg. volume (thou.) | 6,950 |
| Avg. daily value traded (mns) | $563 |
| Turnover | 1.2% |
| 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.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.97% | -19.7% | $65.05 |
| +200 bp | 6.97% | -13.0% | $70.49 |
| +150 bp | 6.47% | -9.7% | $73.17 |
| +100 bp | 5.97% | -6.4% | $75.82 |
| +75 bp | 5.72% | -4.8% | $77.13 |
| +50 bp | 5.47% | -3.2% | $78.44 |
| +25 bp | 5.22% | -1.6% | $79.74 |
| 0 bp | 4.97% | 0% | $81.03 |
| -25 bp | 4.72% | 1.6% | $82.32 |
| -50 bp | 4.47% | 3.2% | $83.60 |
| -75 bp | 4.22% | 4.7% | $84.87 |
| -100 bp | 3.97% | 6.3% | $86.13 |
| -150 bp | 3.47% | 9.4% | $88.64 |
| -200 bp | 2.97% | 12.5% | $91.12 |
| -300 bp | 1.97% | 18.5% | $96.00 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
497 | bp |
| Less: Annual "default factor" |
22 | bp |
| Less: Expense ratio | 4 | bp |
| Equals: ALTAR Score | 4.71 | % |
| 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 Intermediate-Term Corporate Bond ETF is classified as a Corporate fund. | |