Fact sheet: Vanguard EuroInvGrBdIdx

Fund information
Fund name
Vanguard Euro Investment Grade Bond Index Inv EUR
Fund manager company
Vanguard Group Inc (IRL)
Fund type
OEIC
Fund manager
  • Europe Bond Index Teamsince 29/09/2000
Fund objective
The Fund seeks to provide returns consistent with the performance of a market-weighted bond index of the euro investment-grade bond market with an intermediate-term weighted average maturity.
Benchmark
  • Barclays Global Agg. Euro Non-Gov't Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
No data available.
Quick stats
1 Year return
1%
1 Year rank in sector
16/38
Sector
FO Fixed Int - EUR Investment Grade
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.3%
Fund size
£2,223m (£1,821m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
72
Top in this sector
Fund name1 Year
GAM Euro Special Bond12.2%
Capital Group EBdFL9.8%
Russell IC II Euro FI8%
Pimco GIS Euro Income Bond7.6%
AXA WF € Cr Tot Rtn5.6%
...more in FO Fixed Int - EUR Investment Grade

Performance snapshot

Holdings snapshot

  • France17%
    Not Specified15.4%
    Germany10.7%
    USA9.5%
    UK6.9%
  • Industrials26.6%
    Asset/Mortgage-Backed Securities25.1%
    Financials21.5%
    Government Bonds19.2%
    Utilities3.6%
  • French Fixed Interest17%
    Global Fixed Interest15.6%
    German Fixed Interest10.7%
    US Fixed Interest9.5%
    UK Fixed Interest6.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.7%-0.2%-2%1%9%21.5%
Sector-0.4%-0.4%-2.5%0.8%9%26.4%
Rank within sector22 / 4016 / 4015 / 3916 / 3817 / 3518 / 30
Quartile3rd2nd2nd2nd2nd3rd
Calendar performance
 YTD - 20172016201520142013
Fund-0.4%3.5%-0.3%8.2%1.9%
Sector-0.7%3.8%-0.2%8.9%3.4%
Rank within sector16 / 4016 / 3821 / 3624 / 3515 / 31
Quartile2nd2nd3rd3rd2nd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
0.96
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.69
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-0
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
2.49
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
1.3
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-0.02
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.91
Price movement
52 week high202.99
52 week low196.33
Current bid price-
Current offer price-
Current mid price198.33
Region
1France16.96%
2Not Specified15.38%
3Germany10.71%
4USA9.52%
5UK6.94%
6Spain6.35%
7Netherlands4.66%
8Italy4.17%
9Sweden2.68%
Industry sector
1Industrials26.6%
2Asset/Mortgage-Backed Securities25.1%
3Financials21.5%
4Government Bonds19.2%
5Utilities3.6%
6Government Agency Bonds2.5%
7Money Market0.8%
8Local Government Bonds0.7%
Asset type
1French Fixed Interest16.96%
2Global Fixed Interest15.57%
3German Fixed Interest10.71%
4US Fixed Interest9.52%
5UK Fixed Interest6.94%
6Spanish Fixed Interest6.35%
7Dutch Fixed Interest4.66%
8Italian Fixed Interest4.17%
9Swedish Fixed Interest2.68%
Individual holdings
1EUROPEAN INVESTMENT BANK 0.25% NTS 15/10/20 EUR10000.55%
2EUROPEAN INVESTMENT BANK 2.25% MTN 14/10/22 EUR10000.35%
3EUROPEAN INVESTMENT BANK 0.125% NTS 15/06/20 EUR10000.32%
4EUROPEAN INVESTMENT BANK 4.5% BDS 15/10/25 EUR10000.32%
5EUROPEAN FINANCIAL STABILITY FACILT 0.4% NTS 31/05/26 EUR10000.31%
6EUROPEAN INVESTMENT BANK 4.125% BDS 15/04/24 EUR10000.31%
7EUROPEAN FINANCIAL STABILITY FACILT 1.5% MTN 22/01/20 EUR10000.3%
8EUROPEAN FINANCIAL STABILITY FACILT 1.875% BDS 23/05/23 EUR10000.29%
9ESM 0.5% BDS 02/03/26 EUR10000.27%
Management
Fund manager group
Vanguard
Fund manager company
Vanguard Group Inc (IRL)
Fund type
OEIC
Fund objective
The Fund seeks to provide returns consistent with the performance of a market-weighted bond index of the euro investment-grade bond market with an intermediate-term weighted average maturity.
Benchmark
  • Barclays Global Agg. Euro Non-Gov't Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
No data available.
Fund manager
NameSinceBiography
Europe Bond Index Team29/09/2000
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Iceland, Luxembourg, Netherlands, Norway, Offshore, Sweden
Vanguard Euro Investment Grade Bond Index Inst EUR
Initial charge0.3%
Annual charge0.25%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price211.9402
CurrencyEUR
Price updated24/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeVH10
Vanguard Euro Investment Grade Bond Index Inst Plus EUR
Initial charge0.3%
Annual charge0.15%
Min single investment£200,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price111.7848
CurrencyEUR
Price updated24/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWGO
Vanguard Euro Investment Grade Bond Index Inv EUR
Initial charge0.3%
Annual charge0.3%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.3%
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price198.3287
CurrencyEUR
Price updated24/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeVH09
Vanguard Euro Investment Grade Bond Index Sterling Hedged Acc
Initial charge0.3%
Annual charge0.3%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.3%
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price112.0517
CurrencyGBP
Price updated24/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWFP
Data provided by

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