Fact sheet: Vanguard UK Lng DurGlt Id

Fund information
Fund name
Vanguard UK Long Duration Gilt Index A Gross Acc GBP
Fund manager company
Vanguard Investments UK Ltd
Fund type
OEIC
Fund manager
  • Europe Bond Index Teamsince 03/02/2011
Fund objective
The fund seeks to track the performance of the index.
Benchmark
  • Barclays Capital U.K. Government 15+ Years Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
Fixed Interest, Physical – Sampled/Optimised
Quick stats
1 Year return
14.8%
1 Year rank in sector
5/32
Sector
UT UK Gilts
Yield
2%
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
£286m (£199m 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.
95
Mid price
190.5999
Top in this sector
Fund name1 Year
Blackrock Inst Bd Over 15 Yr Glt15.3%
Aberdeen Stg Lg Dtd Gov Bd15.2%
Insight UK Gov Lg Mty bond14.9%
Newton Long Gilt14.8%
Vanguard UK Lng DurGlt Id14.8%
...more in UT UK Gilts

Performance snapshot

Holdings snapshot

Fund also available on these pension platforms:

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.5%7.1%0.3%14.8%44.4%50.2%
Sector1.1%3.8%0.8%9%25.2%27.7%
Rank within sector9 / 341 / 3330 / 335 / 325 / 314 / 27
Quartile2nd1st4th1st1st1st
Calendar performance
 YTD - 20172016201520142013
Fund2.8%18.2%-0.6%25.5%-6.5%
Sector1.8%10.8%-0.1%14.3%-4.7%
Rank within sector1 / 335 / 3228 / 323 / 3127 / 30
Quartile1st1st4th1st4th
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.
0.46
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.
1.63
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.
0.71
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%.
14.23
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
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.
0.84
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.
0.96
Price movement
52 week high209.55
52 week low164.18
Current bid price-
Current offer price-
Current mid price190.6
Region
1UK99.9%
2Money Market0.1%
Industry sector
1Government Bonds99.9%
2Money Market0.1%
Asset type
1UK Gilts99.9%
2Money Market0.1%
Individual holdings
1TREASURY 3.25% GILT 22/01/44 GBP0.0110.15%
2TREASURY 4.5% GILT 7/9/2034 GBP0.017.9%
3TREASURY 3.5% GILT 22/01/45 GBP0.017.58%
4TREASURY 3.75% GILT 22/07/52 GBP0.017.05%
5TREASURY 3.5% GILT 22/07/68 GBP0.016.85%
6TREASURY 4.25% GILT 07/03/36 GBP0.016.77%
7TREASURY 4.25% GILT 07/12/55 GBP0.015.77%
8TREASURY 4.25% GILT 07/12/49 GBP0.015.72%
9TREASURY 4% GILT 22/01/60 GBP0.015.42%
Management
Fund manager group
Vanguard
Fund manager company
Vanguard Investments UK Ltd
Fund type
OEIC
Fund objective
The fund seeks to track the performance of the index.
Benchmark
  • Barclays Capital U.K. Government 15+ Years Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
Fixed Interest, Physical – Sampled/Optimised
Fund manager
NameSinceBiography
Europe Bond Index Team03/02/2011
Compliance
FE Passive Rateable, IA Recognised, UCITS V Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
Vanguard UK Long Duration Gilt Index A Gross Acc GBP
Initial charge0.1%
Annual charge0.15%
Min single investment£100,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price190.5999
CurrencyGBP
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeMEC7
Vanguard UK Long Duration Gilt Index A Gross Inc GBP
Initial charge0.1%
Annual charge0.15%
Min single investment£100,000
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.15%
Total expense ratio (TER)0.15%
Bid price-
Offer price-
Mid price166.3745
CurrencyGBP
Price updated25/04/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeMEC8
Vanguard UK Long Duration Gilt Index Inst Plus Gross Acc GBP
Initial charge-
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 price133.9928
CurrencyGBP
Price updated25/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKQ6K
Vanguard UK Long Duration Gilt Index Inst Plus Gross Inc GBP
Initial charge-
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 price128.048
CurrencyGBP
Price updated25/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeKQ6J
Data provided by

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