Vanguard Intermediate-Term Corporate Bond ETF
|
- 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) | $45,320 |
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. |
-0.3% | 5.1% | 1.8% | 2.8% | 4.8% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 1.24 | 97% |
S&P500 | 0.38 | 55% |
MSCI EAFE | 0.43 | 66% |
MSCI Emg. Mkts. | 0.37 | 52% |
Recent close | $78.15 |
30d moving avg. | $78.00 |
Annualized volatility | 9.0% |
Short interest (ETF) | 2.1% |
Relative strength (RSI) | 76 |
Avg. volume (thou.) | 6,182 |
Avg. daily value traded (mns) | $483 |
Turnover | 1.1% |
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 | 8.39% | -19.7% | $62.73 |
+200 bp | 7.39% | -13.0% | $67.98 |
+150 bp | 6.89% | -9.7% | $70.56 |
+100 bp | 6.39% | -6.4% | $73.12 |
+75 bp | 6.14% | -4.8% | $74.39 |
+50 bp | 5.89% | -3.2% | $75.65 |
+25 bp | 5.64% | -1.6% | $76.90 |
0 bp | 5.39% | 0% | $78.15 |
-25 bp | 5.14% | 1.6% | $79.39 |
-50 bp | 4.89% | 3.2% | $80.62 |
-75 bp | 4.64% | 4.7% | $81.85 |
-100 bp | 4.39% | 6.3% | $83.07 |
-150 bp | 3.89% | 9.4% | $85.49 |
-200 bp | 3.39% | 12.5% | $87.88 |
-300 bp | 2.39% | 18.5% | $92.59 |
*Fund Category: CORPORATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 539 | bp |
Less: Annual "default factor" | 22 | bp |
Less: Expense ratio | 4 | bp |
Equals: ALTAR Score | 5.13 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.5% |
Corporate | 4.5% |
Emerging Market | 6.2% |
Government | 4.8% |
Inflation Protected | 3.0% |
Mortgage | 5.2% |
Municipals | 3.4% |
*Note: The Vanguard Intermediate-Term Corporate Bond ETF is classified as a Corporate fund. |