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Vanguard Short-Term TIPS
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| Vanguard Short-Term Inflation-Protected Securities Index Fund is an exchange-traded fund incorporated in the USA. The Fund seeks investment results that correspond generally to the price and yield performance of the Barclays U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. |
| Category | Inflation Protected |
| Fund Sponsor | Vanguard Group Inc/The |
| Website | www.vanguard.com |
| Inception date | Oct 16, 2012 |
| Assets (mns) | $6,932 |
| Currency | USD |
| Expense ratio | 6 bp |
| Distributions | Quarterly |
| Regulation | Open-End Investment Company |
| Custodian | JPMorgan Chase Bank |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 15 |
| No of distinct issuers | 1 |
| Inflation protected | 100% |
| Variable/Fixed coupon | 0% /100% |
| Non-standard maturity (callable, etc.) | 25% |
| UNITED STATES TREASUR 0.1% 4/15/20 | 9.3 % |
| UNITED STATES TREASUR 0.1% 4/15/21 | 8.0 % |
| UNITED STATES TREASUR 0.1% 4/15/22 | 7.9 % |
| GOVT OF THE UNITED ST 0.6% 4/15/23 | 7.8 % |
| UNITED STATES TREASUR 0.6% 1/15/24 | 7.8 % |
| UNITED STATES TREASUR 0.4% 7/15/23 | 7.8 % |
| UNITED STATES TREASUR 0.1% 1/15/23 | 7.7 % |
| UNITED STATES TREASUR 0.1% 7/15/22 | 7.7 % |
| UNITED STATES TREASUR 0.1% 1/15/22 | 7.5 % |
| UNITED STATES TREASUR 0.6% 7/15/21 | 6.8 % |
| TOTAL | 78.3 % |
|---|
| U.S. TREASURY | 99.8% |
 |
UNITED STATES | 99.8 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 3.6% | 3.4% | 1.2% | -- | 0.8% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.27 | 56% |
| S&P500 | 0.01 | 1% |
| MSCI EAFE | 0.02 | 2% |
| MSCI Emg. Mkts. | 0.01 | 2% |
| Recent close | $49.15 |
| 30d moving avg. | $49.26 |
| Annualized volatility | 1.2% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 39 |
| Avg. volume (thou.) | 680 |
| Avg. daily value traded (mns) | $33 |
| Turnover | 0.5% |
| Bid/Ask (% of price) | 0.02 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| VTIP | 2.6 yrs | Category Avg.* |
7.8 yrs |
| VTIP | 2.6% | Category Avg.* |
7.8% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 3.33% | 1.2% | $49.76 |
| +200 bp | 2.33% | -1.2% | $48.57 |
| +150 bp | 1.83% | -1.6% | $48.35 |
| +100 bp | 1.33% | -1.6% | $48.37 |
| +75 bp | 1.08% | -1.4% | $48.47 |
| +50 bp | 0.83% | -1.0% | $48.64 |
| +25 bp | 0.58% | -0.6% | $48.86 |
| 0 bp | 0.33% | 0% | $49.15 |
| -25 bp | 0.08% | 0.7% | $49.50 |
| -50 bp | -0.17% | 1.5% | $49.91 |
| -75 bp | -0.42% | 2.5% | $50.38 |
| -100 bp | -0.67% | 3.6% | $50.91 |
| -150 bp | -1.17% | 6.1% | $52.16 |
| -200 bp | -1.67% | 9.2% | $53.66 |
| -300 bp | -2.67% | 16.8% | $57.39 |
*Fund Category: INFLATION PROTECTED
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
194 | bp |
| Less: Annual "default factor" |
0 | bp |
| Less: Expense ratio | 6 | bp |
| Equals: ALTAR Score | 1.88 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.3% |
| Emerging Market | 3.6% |
| Government | 1.7% |
| Inflation Protected | 1.8% |
| Mortgage | 2.8% |
| Municipals | 2.3% |
| *Note: The Vanguard Short-Term TIPS is classified as a Inflation Protected fund. | |