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Vanguard Intermediate Corp Bond
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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 23, 2009 |
| Assets (mns) | $23,131 |
| Currency | USD |
| Expense ratio | 7 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | Bank of New York Mellon |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 1757 |
| No of distinct issuers | 773 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 9% /91% |
| Non-standard maturity (callable, etc.) | 74% |
| 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 | 2.4% |
| JPMORGAN CHASE & CO. | 2.2% |
| MORGAN STANLEY | 1.9% |
| CITIGROUP INC. | 1.8% |
| GOLDMAN SACHS GROUP, INC. | 1.6% |
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UNITED STATES | 84.6 % |
 |
BRITAIN | 2.5 % |
 |
UNITED KINGDOM | 2.2 % |
 |
JAPAN | 2.1 % |
 |
CANADA | 1.7 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 10.3% | 11.0% | 4.3% | -- | 6.7% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.20 | 84% |
| S&P500 | 0.05 | 2% |
| MSCI EAFE | 0.12 | 11% |
| MSCI Emg. Mkts. | 0.10 | 13% |
| Recent close | $91.22 |
| 30d moving avg. | $90.13 |
| Annualized volatility | 3.9% |
| Short interest (ETF) | 0.2% |
| Relative strength (RSI) | 69 |
| Avg. volume (thou.) | 1,788 |
| Avg. daily value traded (mns) | $163 |
| Turnover | 0.7% |
| 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 | 5.71% | -15.1% | $77.44 |
| +200 bp | 4.71% | -11.0% | $81.22 |
| +150 bp | 4.21% | -8.6% | $83.41 |
| +100 bp | 3.71% | -5.9% | $85.81 |
| +75 bp | 3.46% | -4.5% | $87.09 |
| +50 bp | 3.21% | -3.1% | $88.41 |
| +25 bp | 2.96% | -1.6% | $89.79 |
| 0 bp | 2.71% | 0% | $91.22 |
| -25 bp | 2.46% | 1.6% | $92.70 |
| -50 bp | 2.21% | 3.3% | $94.23 |
| -75 bp | 1.96% | 5.0% | $95.81 |
| -100 bp | 1.71% | 6.8% | $97.44 |
| -150 bp | 1.21% | 10.6% | $100.85 |
| -200 bp | 0.71% | 14.5% | $104.47 |
| -300 bp | -0.29% | 23.1% | $112.32 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
271 | bp |
| Less: Annual "default factor" |
23 | bp |
| Less: Expense ratio | 7 | bp |
| Equals: ALTAR Score | 2.41 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.3% |
| Emerging Market | 3.6% |
| Government | 1.6% |
| Inflation Protected | 1.7% |
| Mortgage | 2.8% |
| Municipals | 2.2% |
| *Note: The Vanguard Intermediate Corp Bond is classified as a Corporate fund. | |