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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) | $54,868 |
| 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. |
| 5.6% | 2.4% | 0.5% | 3.1% | 4.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.03 | 82% |
| S&P500 | 0.35 | 41% |
| MSCI EAFE | 0.36 | 53% |
| MSCI Emg. Mkts. | 0.31 | 47% |
| Recent close | $84.76 |
| 30d moving avg. | $84.00 |
| Annualized volatility | 7.3% |
| Short interest (ETF) | 3.0% |
| Relative strength (RSI) | 63 |
| Avg. volume (thou.) | 10,435 |
| Avg. daily value traded (mns) | $884 |
| Turnover | 1.6% |
| 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.* |
4.6% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.26% | -19.7% | $68.04 |
| +200 bp | 6.26% | -13.0% | $73.73 |
| +150 bp | 5.76% | -9.7% | $76.53 |
| +100 bp | 5.26% | -6.4% | $79.31 |
| +75 bp | 5.01% | -4.8% | $80.68 |
| +50 bp | 4.76% | -3.2% | $82.05 |
| +25 bp | 4.51% | -1.6% | $83.41 |
| 0 bp | 4.26% | 0% | $84.76 |
| -25 bp | 4.01% | 1.6% | $86.11 |
| -50 bp | 3.76% | 3.2% | $87.44 |
| -75 bp | 3.51% | 4.7% | $88.77 |
| -100 bp | 3.26% | 6.3% | $90.10 |
| -150 bp | 2.76% | 9.4% | $92.72 |
| -200 bp | 2.26% | 12.5% | $95.32 |
| -300 bp | 1.26% | 18.5% | $100.42 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
426 | bp |
| Less: Annual "default factor" |
22 | bp |
| Less: Expense ratio | 4 | bp |
| Equals: ALTAR Score | 4.00 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.7% |
| Corporate | 3.7% |
| Emerging Market | 5.3% |
| Government | 6.7% |
| Inflation Protected | 2.0% |
| Mortgage | 4.5% |
| Municipals | 3.1% |
| *Note: The Vanguard Intermediate-Term Corporate Bond ETF is classified as a Corporate fund. | |