Fact sheet: Vanguard USIvGdCId

Fund information
Fund name
Vanguard US Investment Grade Credit Index Inv EUR
Fund manager company
Vanguard Group Inc (IRL)
Fund type
OEIC
Fund manager
  • U.S. Bond Index Teamsince 16/12/2004
Fund objective
The Fund seeks to provide returns consistent with the performance of a market-weighted bond index of U.S. dollar denominated investment grade credit securities with an intermediate-term average weighted maturity.
Benchmark
  • Barclays Global Aggregate U.S. Credit Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised, Fixed Interest
Quick stats
1 Year return
5.1%
1 Year rank in sector
6/48
Sector
FO Fixed Int - USD 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
£1,975m (£1,446m 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.
78
Top in this sector
Fund name1 Year
Blackrock Gbl Infltn Lkd Bd $7.4%
Invesco GblInvGrCorpBd6.1%
Nikko AM Asia Credit5.3%
Pimco GIS GblInvGrCr5.1%
Vanguard USIvGdCId5.1%
...more in FO Fixed Int - USD Investment Grade

Performance snapshot

Holdings snapshot

  • USA60.7%
    Not Specified4.2%
    Canada3.6%
    UK3.4%
    Germany2.9%
  • Industrials43.1%
    Financials24.7%
    Government Agency Bonds10.2%
    Government Bonds10.1%
    Utilities4.9%
  • US Fixed Interest79.4%
    US Government Fixed Interest20.3%
    Money Market0.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.2%0.9%4.9%5.1%42.2%50.6%
Sector-2.3%-3.2%-0.8%2.8%9.1%19.3%
Rank within sector3 / 542 / 523 / 526 / 482 / 453 / 40
Quartile1st1st1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund5.9%11%21.7%-6.1%7.6%
Sector3.4%-0.7%6%-1.1%10.1%
Rank within sector5 / 482 / 472 / 4543 / 4418 / 40
Quartile1st1st1st4th2nd
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.
10.59
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.
0.74
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.
0.98
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%.
9.21
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.
8.92
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.
1.05
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.
0.06
Price movement
52 week high228.22
52 week low204.55
Current bid price-
Current offer price-
Current mid price223.85
Region
1USA60.72%
2Not Specified4.19%
3Canada3.59%
4UK3.39%
5Germany2.89%
6China2.39%
7Japan2.19%
8Australia1.89%
9France1.89%
Industry sector
1Industrials43.1%
2Financials24.7%
3Government Agency Bonds10.2%
4Government Bonds10.1%
5Utilities4.9%
6Asset/Mortgage-Backed Securities3.5%
7Local Government Bonds3.2%
8Money Market0.3%
Asset type
1US Fixed Interest79.4%
2US Government Fixed Interest20.3%
3Money Market0.3%
Individual holdings
1UNITED STATES OF AMER TREAS NOTES 0.75% TB 30/09/18 USD1000.35%
2UNITED STATES OF AMER TREAS NOTES 0.875% NTS 15/10/19 USD1000.31%
3ANHEUSER-BUSCH INBEV SA 4.9% BDS 01/02/46 USD10000.17%
4GE CAPITAL INTERNATIONAL FUNDING CO 4.418% BDS 15/11/35 USD10000.15%
5KREDITANSTALT FUER WIEDERAUFBAU KFW 1% MTN 07/09/18 USD10000.15%
6ANHEUSER-BUSCH INBEV SA 3.65% BDS 01/02/26 USD10000.14%
7MEXICO(UNITED MEXICAN STATES) 3.625% BDS 15/03/22 USD10000.14%
8EUROPEAN INVESTMENT BANK 2.875% NTS 15/09/20 USD10000.12%
9HUNGARY 6.375% NTS 29/03/21 USD10000.12%
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 U.S. dollar denominated investment grade credit securities with an intermediate-term average weighted maturity.
Benchmark
  • Barclays Global Aggregate U.S. Credit Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised, Fixed Interest
Fund manager
NameSinceBiography
U.S. Bond Index Team16/12/2004
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, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
Vanguard US Investment Grade Credit Index Inst
Initial charge0.5%
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 price103.1347
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM5YN
Vanguard US Investment Grade Credit Index Inst Plus Hedged Acc CHF
Initial charge0.5%
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 price102.0553
CurrencyCHF
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMPWK
Vanguard US Investment Grade Credit Index Inst Plus Hedged Acc EUR
Initial charge0.5%
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 price102.9828
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeMPWJ
Vanguard US Investment Grade Credit Index Inst Plus Hedged Acc GBP
Initial charge-
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)-
Bid price-
Offer price-
Mid price96.7614
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeNDWK
Vanguard US Investment Grade Credit Index Inst Plus Hedged Inc GBP
Initial charge-
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)-
Bid price-
Offer price-
Mid price96.6936
CurrencyGBP
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeNDWJ
Vanguard US Investment Grade Credit Index Inst Plus Inc USD
Initial charge0.5%
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 price101.3282
CurrencyUSD
Price updated07/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeMPWI
Vanguard US Investment Grade Credit Index Inst USD
Initial charge0.5%
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 price174.8852
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeVH80
Vanguard US Investment Grade Credit Index Inv EUR
Initial charge0.5%
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 price223.8468
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeD2K2
Vanguard US Investment Grade Credit Index Inv USD
Initial charge0.5%
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 price103.5994
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM5CX
Vanguard US Investment Grade Credit Index Plus EUR
Initial charge0.5%
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 price142.3633
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWGS
Vanguard US Investment Grade Credit Index Plus USD
Initial charge0.5%
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 price112.355
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWGR
Vanguard US Investment Grade Credit Index Sterling Hedged Acc
Initial charge0.5%
Annual charge0.25%
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 price110.3864
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWFS
Data provided by

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