Fact sheet: Vanguard JpnGvBdIdx

Fund information
Fund name
Vanguard Japan Government Bond Index Inv JPY
Fund manager company
Vanguard Group Inc (IRL)
Fund type
OEIC
Fund manager
  • U.S. Bond Index Teamsince 30/12/2005
Fund objective
The Fund seeks to provide returns consistent with the performance of a market-weighted index of investment-grade fixed income securities issued by the Japanese government or government-related agencies.
Benchmark
  • Barclays Global Aggregate Japan Government Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised, Fixed Interest
Quick stats
1 Year return
4.3%
1 Year rank in sector
1/3
Sector
FO Fixed Int - Other Single Government
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.
0.25%
Fund size
£96,858m (£52,642m 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.
20
Top in this sector
Fund name1 Year
Boost Gilts 10Y 3x Leverage Dly ETP13%
Vanguard JpnGvBdIdx4.3%
JI Danish Bonds CL3.1%
JI Swedish Bonds CL2.4%
...more in FO Fixed Int - Other Single Government

Performance snapshot

Holdings snapshot

  • Japan99.4%
    Money Market0.4%
    USA0.2%
  • Government Bonds91.1%
    Government Agency Bonds5.7%
    Local Government Bonds2.8%
    Money Market0.4%
  • Japanese Fixed Interest99.6%
    Money Market0.4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.8%-0.9%-1.8%4.3%8.5%13.3%
Sector-1.1%-1.4%-0.3%7.4%5.6%1.6%
Rank within sector2 / 31 / 33 / 31 / 33 / 33 / 3
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund3.7%0.9%4.3%1.7%1.5%
Sector8.9%-5.6%3.4%-6.3%1.5%
Rank within sector2 / 31 / 33 / 31 / 33 / 3
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.
2.91
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.
0.09
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%.
2.21
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.
6.42
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.
0.24
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.
0.08
Price movement
52 week high16845.36
52 week low15539.2
Current bid price-
Current offer price-
Current mid price16224.64
Region
1Japan99.4%
2Money Market0.4%
3USA0.2%
Industry sector
1Government Bonds91.1%
2Government Agency Bonds5.7%
3Local Government Bonds2.8%
4Money Market0.4%
Asset type
1Japanese Fixed Interest99.6%
2Money Market0.4%
Individual holdings
1JAPAN(GOVERNMENT OF) 0.1% BDS 20/06/21 JPY500003.26%
2JAPAN(GOVERNMENT OF) 0.1% NTS 20/03/21 JPY100002.38%
3JAPAN(GOVERNMENT OF) 0.1% BDS 15/06/18 JPY500002.03%
4JAPAN(GOVERNMENT OF) 0.2% NTS 20/03/19 JPY500001.53%
5JAPAN(GOVERNMENT OF) 0.3% NTS 20/12/25 JPY500001.48%
6JAPAN(GOVERNMENT OF) 0.1% NTS 20/06/26 JPY1001.43%
7JAPAN(GOVERNMENT OF) 0.1% BDS 20/03/26 JPY500001.28%
8JAPAN(GOVERNMENT OF) 1% BDS 20/03/22 JPY10001.28%
9JAPAN(GOVERNMENT OF) 0.1% NTS 20/06/20 JPY100001.19%
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 index of investment-grade fixed income securities issued by the Japanese government or government-related agencies.
Benchmark
  • Barclays Global Aggregate Japan Government Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised, Fixed Interest
Fund manager
NameSinceBiography
U.S. Bond Index Team30/12/2005
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, 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, Luxembourg, Netherlands, Norway, Offshore, Sweden
Vanguard Japan Government Bond Index Inst JPY
Initial charge-
Annual charge0.2%
Min single investment£500,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price16357.8018
CurrencyJPY
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeHRG3
Vanguard Japan Government Bond Index Inst Plus Acc JPY
Initial charge-
Annual charge0.1%
Min single investment£20,000,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price10744.1451
CurrencyJPY
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKO9B
Vanguard Japan Government Bond Index Inst Plus Inc JPY
Initial charge-
Annual charge0.1%
Min single investment£20,000,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price10432.3885
CurrencyJPY
Price updated01/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMPWH
Vanguard Japan Government Bond Index Inst USD
Initial charge-
Annual charge0.2%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price112.558
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM5CW
Vanguard Japan Government Bond Index Inv JPY
Initial charge-
Annual charge0.25%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price16224.6436
CurrencyJPY
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeG1Q4
Vanguard Japan Government Bond Index Inv USD
Initial charge-
Annual charge0.25%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price141.6835
CurrencyUSD
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeHQV9
Vanguard Japan Government Bond Index Sterling Hedged Acc
Initial charge-
Annual charge0.25%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price110.8906
CurrencyGBP
Price updated01/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWFQ
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.