Fact sheet: Vanguard Gbl Bd Index

Fund information
Fund name
Vanguard Global Bond Index Hedge Acc GBP
Fund manager company
Vanguard Group Inc (IRL)
Fund type
OEIC
Fund manager
  • U.S. Bond Index Teamsince 31/03/2008
Fund objective
The Fund seeks to provide current returns consistent with the performance of a market-weighted index of global government, government-related agencies, corporate and securitized fixed-income investments.
Benchmark
  • Barclays Global Aggregate Float Adjusted Index Hedged
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised, Fixed Interest
Quick stats
1 Year return
6.8%
1 Year rank in sector
-
Sector
FO Fixed Int - Global
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.
0.15%
Fund size
£5,529m (£3,786m 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.
18
Top in this sector
Fund name1 Year
Capital Group GHIOL33%
Russell Gbl Bd28%
Aberdeen Global II GlGovtBd27.9%
Dodge & Cox Global Bond26.8%
Baring Intl Bd26.8%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

  • USA33.4%
    Germany14.6%
    Japan14.1%
    France5.7%
    UK4.9%
  • Government Bonds56.8%
    Asset/Mortgage-Backed Securities11.8%
    Industrials10.9%
    Financials7.7%
    Government Agency Bonds6.9%
  • US Fixed Interest33.4%
    German Fixed Interest14.6%
    Japanese Fixed Interest14.1%
    French Fixed Interest5.7%
    UK Fixed Interest4.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0%0.7%3.5%6.8%16.8%24.3%
Sector-0.1%2.3%4.3%5.8%8.5%17.1%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund6.5%1.2%8%-0.1%5.8%
Sector6.2%-1.6%3.7%-1.6%8.2%
Rank within sector-----
Quartile
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.
3.51
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.
0.68
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.
0.81
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%.
2.6
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.
2.09
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.
1.19
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.
0.46
Price movement
52 week high149.96
52 week low139.5
Current bid price-
Current offer price-
Current mid price149.58
Region
1USA33.4%
2Germany14.6%
3Japan14.1%
4France5.7%
5UK4.9%
6Italy4.1%
7Canada3.3%
8Spain2.6%
9Not Specified2.1%
Industry sector
1Government Bonds56.8%
2Asset/Mortgage-Backed Securities11.8%
3Industrials10.9%
4Financials7.7%
5Government Agency Bonds6.9%
6Local Government Bonds3.3%
7Utilities1.6%
8Others1%
Asset type
1US Fixed Interest33.4%
2German Fixed Interest14.6%
3Japanese Fixed Interest14.1%
4French Fixed Interest5.7%
5UK Fixed Interest4.9%
6Italian Fixed Interest4.1%
7Canadian Fixed Interest3.3%
8Spanish Fixed Interest2.6%
9Global Fixed Interest2.1%
Individual holdings
1UNITED STATES OF AMER TREAS BONDS 9.125% 15/5/2018 USD10000.4%
2GERMANY(FEDERAL REPUBLIC OF) 3.25% BDS 04/07/21 EUR0.010.33%
3FRANCE(GOVT OF) 2.25% BDS 25/05/24 EUR10.27%
4SPAIN(KINGDOM OF) 1.4% BDS 31/01/20 EUR10000.27%
5JAPAN(GOVERNMENT OF) 0.6% NTS 20/03/24 JPY500000.26%
6FRANCE(GOVT OF) 0% BDS 25/02/18 EUR10.25%
7GOVERNMENT NATIONAL MTG ASSOC II 3.5% JUMBOS 30YR TBA SEPT0.24%
8JAPAN(GOVERNMENT OF) 0.1% NTS 20/09/20 JPY100000.24%
9UNITED STATES OF AMER TREAS BONDS 8.75% 15/8/2020 USD10000.24%
Management
Fund manager group
Vanguard
Fund manager company
Vanguard Group Inc (IRL)
Fund type
OEIC
Fund objective
The Fund seeks to provide current returns consistent with the performance of a market-weighted index of global government, government-related agencies, corporate and securitized fixed-income investments.
Benchmark
  • Barclays Global Aggregate Float Adjusted Index Hedged
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised, Fixed Interest
Fund manager
NameSinceBiography
U.S. Bond Index Team31/03/2008
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, IA Recognised, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Iceland, Italy, Luxembourg, Netherlands, Norway, Offshore, Singapore, Sweden
Vanguard Global Bond Index Hedge Acc GBP
Initial charge0.2%
Annual charge0.15%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price149.5761
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFPD9
Vanguard Global Bond Index Hedge Inc GBP
Initial charge0.2%
Annual charge0.15%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price138.3155
CurrencyGBP
Price updated27/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFPE0
Vanguard Global Bond Index Inst Hedge CHF
Initial charge0.2%
Annual charge0.15%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price133.7265
CurrencyCHF
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeEHO2
Vanguard Global Bond Index Inst Hedge EUR
Initial charge0.2%
Annual charge0.15%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price104.7222
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeK41B
Vanguard Global Bond Index Inst Hedge USD
Initial charge0.2%
Annual charge0.15%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price144.8812
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeD2H5
Vanguard Global Bond Index Inst Plus Hedged Acc GBP
Initial charge0.2%
Annual charge0.1%
Min single investment£200,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price110.5426
CurrencyGBP
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKQ5W
Vanguard Global Bond Index Inst Plus Hedged CHF
Initial charge0.2%
Annual charge0.1%
Min single investment£200,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price106.5639
CurrencyCHF
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKO9A
Vanguard Global Bond Index Inst Plus Hedged EUR
Initial charge0.2%
Annual charge0.1%
Min single investment£200,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price112.2697
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeK41A
Vanguard Global Bond Index Inst Plus Hedged Inc GBP
Initial charge0.2%
Annual charge0.1%
Min single investment£200,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price107.0335
CurrencyGBP
Price updated27/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeKQ5V
Vanguard Global Bond Index Inst Plus Hedged JPY
Initial charge-
Annual charge0.1%
Min single investment£20,000,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price10017.9756
CurrencyJPY
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNDWF
Vanguard Global Bond Index Inst Plus Hedged USD
Initial charge0.2%
Annual charge0.1%
Min single investment£200,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price106.5465
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWGP
Vanguard Global Bond Index Investor Hedged CHF
Initial charge0.2%
Annual charge0.2%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price103.741
CurrencyCHF
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM5CT
Vanguard Global Bond Index Investor Hedged EUR
Initial charge0.2%
Annual charge0.2%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price105.0507
CurrencyEUR
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM5CS
Vanguard Global Bond Index Investor Hedged USD
Initial charge0.2%
Annual charge0.2%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price106.3825
CurrencyUSD
Price updated27/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM5CR
Data provided by

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