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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) | $55,704 |
| 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% |
| 0.0% // | 0.4 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| TOTAL | 2.7 % |
|---|
| 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. |
| 3.0% | 3.1% | -0.2% | 2.9% | 4.1% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.09 | 89% |
| S&P500 | 0.38 | 50% |
| MSCI EAFE | 0.42 | 66% |
| MSCI Emg. Mkts. | 0.37 | 56% |
| Recent close | $83.53 |
| 30d moving avg. | $82.60 |
| Annualized volatility | 8.3% |
| Short interest (ETF) | 1.9% |
| Relative strength (RSI) | 60 |
| Avg. volume (thou.) | 13,873 |
| Avg. daily value traded (mns) | $1,159 |
| Turnover | 2.1% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| VCIT | 6.5 yrs | Category Avg.* |
4.7 yrs |
| VCIT | 6.4% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.58% | -19.7% | $67.05 |
| +200 bp | 6.58% | -13.0% | $72.66 |
| +150 bp | 6.08% | -9.7% | $75.42 |
| +100 bp | 5.58% | -6.4% | $78.15 |
| +75 bp | 5.33% | -4.8% | $79.51 |
| +50 bp | 5.08% | -3.2% | $80.86 |
| +25 bp | 4.83% | -1.6% | $82.20 |
| 0 bp | 4.58% | 0% | $83.53 |
| -25 bp | 4.33% | 1.6% | $84.86 |
| -50 bp | 4.08% | 3.2% | $86.17 |
| -75 bp | 3.83% | 4.7% | $87.49 |
| -100 bp | 3.58% | 6.3% | $88.79 |
| -150 bp | 3.08% | 9.4% | $91.38 |
| -200 bp | 2.58% | 12.5% | $93.93 |
| -300 bp | 1.58% | 18.5% | $98.96 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
458 | bp |
| Less: Annual "default factor" |
22 | bp |
| Less: Expense ratio | 4 | bp |
| Equals: ALTAR Score | 4.32 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.9% |
| Corporate | 3.8% |
| Emerging Market | 5.4% |
| Government | 6.9% |
| Inflation Protected | 2.1% |
| Mortgage | 4.8% |
| Municipals | 3.4% |
| *Note: The Vanguard Intermediate-Term Corporate Bond ETF is classified as a Corporate fund. | |