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Vanguard Long-Term Corporate Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| Vanguard Long-Term Corporate Bond ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Barclays US Long Corporate Bond Index. |
| Category | Corporate |
| Fund Sponsor | Vanguard Group Inc/The |
| Website | www.vanguard.com |
| Inception date | Nov 19, 2009 |
| Assets (mns) | $8,546 |
| 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 | 2778 |
| No of distinct issuers | 762 |
| Inflation protected | 0% |
| Variable/Fixed coupon | -4% /104% |
| Non-standard maturity (callable, etc.) | 73% |
| 0.0% // | 0.4 % |
| 0.0% // | 0.4 % |
| 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 % |
| 0.0% // | 0.2 % |
| TOTAL | 2.8 % |
|---|
| AT&T INC. | 2.1% |
| COMCAST CORPORATION | 1.8% |
| VERIZON COMMUNICATIONS INC. | 1.5% |
| UNITEDHEALTH GROUP INCORPORATED | 1.4% |
| ORACLE CORPORATION | 1.3% |
 |
UNITED STATES | 97.6 % |
 |
CANADA | 2.6 % |
 |
NETHERLANDS | 1.1 % |
 |
BRITAIN | 1.1 % |
 |
UNITED KINGDOM | 1.0 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 6.9% | 1.6% | -3.2% | 3.1% | 4.6% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.98 | 73% |
| S&P500 | 0.22 | 16% |
| MSCI EAFE | 0.27 | 18% |
| MSCI Emg. Mkts. | 0.18 | 9% |
| Recent close | $76.67 |
| 30d moving avg. | $76.85 |
| Annualized volatility | 14.1% |
| Short interest (ETF) | 4.9% |
| Relative strength (RSI) | 51 |
| Avg. volume (thou.) | 4,625 |
| Avg. daily value traded (mns) | $355 |
| Turnover | 4.3% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| VCLT | 13.4 yrs | Category Avg.* |
4.7 yrs |
| VCLT | 13.1% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 8.44% | -30.3% | $53.48 |
| +200 bp | 7.44% | -22.2% | $59.67 |
| +150 bp | 6.94% | -17.4% | $63.35 |
| +100 bp | 6.44% | -12.1% | $67.41 |
| +75 bp | 6.19% | -9.3% | $69.58 |
| +50 bp | 5.94% | -6.3% | $71.85 |
| +25 bp | 5.69% | -3.2% | $74.21 |
| 0 bp | 5.44% | 0% | $76.67 |
| -25 bp | 5.19% | 3.3% | $79.23 |
| -50 bp | 4.94% | 6.8% | $81.88 |
| -75 bp | 4.69% | 10.4% | $84.62 |
| -100 bp | 4.44% | 14.1% | $87.47 |
| -150 bp | 3.94% | 21.9% | $93.44 |
| -200 bp | 3.44% | 30.2% | $99.80 |
| -300 bp | 2.44% | 48.3% | $113.66 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
544 | bp |
| Less: Annual "default factor" |
20 | bp |
| Less: Expense ratio | 4 | bp |
| Equals: ALTAR Score | 5.20 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.7% |
| Corporate | 3.7% |
| Emerging Market | 5.2% |
| Government | 6.9% |
| Inflation Protected | 2.0% |
| Mortgage | 4.5% |
| Municipals | 3.2% |
| *Note: The Vanguard Long-Term Corporate Bond ETF is classified as a Corporate fund. | |