Fact sheet: Vanguard JpnGvBdIdx

Fund information

Fund name
Vanguard Japan Government Bond Index Inv JPY
Fund company manager
Vanguard Group Inc (IRL)
Fund type
SIB
Fund manager
U.S. Bond Index Team
since 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

-1.24 %

1 Year rank in sector

2/5

Sector

FO Fixed Int - Other Single Government

Yield
-
Fund size

£ 130.0 b

FE Risk score

19

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    99.6%
  • Money Market
    0.3%
  • USA
    0.1%
  • Government Bonds
    90.8%
  • Government Agency Bonds
    5.7%
  • Local Government Bonds
    3.2%
  • Money Market
    0.3%
  • Japanese Fixed Interest
    99.7%
  • Money Market
    0.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.15 %0.45 %-1.24 %6.69 %10.27 %
Sector-0.42 %0.61 %-1.29 %1.16 %-0.55 %
Rank within sector2 / 54 / 52 / 52 / 54 / 5
Quartile th2 nd4 th2 nd2 nd4 th

Calendar performance

YTD-20172016201520142013
Fund-0.04 %3.02 %0.9 %4.32 %1.73 %
Sector0.06 %8.72 %-5.61 %3.38 %-6.32 %
Rank within sector3 / 53 / 53 / 55 / 51 / 5
Quartile th3 rd3 rd3 rd4 th1 st

Risk statistics

Alpha2.17
Beta0.13
Sharpe-0
Volatility2.36
Tracking error5.89
Information ratio0.46
R-Squared0.11

Price movement

52 week high16416.9987
52 week low15957.2307
Current bid price0
Current offer price0
Current mid price16117.4477

Holdings by region

  • 99.6% Japan
  • 0.3% Money Market
  • 0.1% USA

Holdings by sector

  • 90.8% Government Bonds
  • 5.7% Government Agency Bonds
  • 3.2% Local Government Bonds
  • 0.3% Money Market

Holdings by asset type

  • 99.7% Japanese Fixed Interest
  • 0.3% Money Market

Individual holdings

  • 2.38% JAPAN(GOVERNMENT OF) 0.1% BDS 20/06/21 JPY50000
  • 1.9% JAPAN(GOVERNMENT OF) 0.1% NTS 20/03/21 JPY10000
  • 1.66% JAPAN(GOVERNMENT OF) 0.1% BDS 15/05/19 JPY50000
  • 1.62% JAPAN(GOVERNMENT OF) 0.2% NTS 20/06/19 JPY50000
  • 1.55% JAPAN(GOVERNMENT OF) 0.1% BDS 20/03/2022 JPY50000 131
  • 1.47% JAPAN(GOVERNMENT OF) 0.1% BDS 20/09/21 JPY50000 129
  • 1.46% JAPAN(GOVERNMENT OF) 0.1% BDS 20/09/26 JPY50000 344
  • 1.34% JAPAN(GOVERNMENT OF) 1% BDS 20/03/22 JPY1000
  • 1.31% JAPAN(GOVERNMENT OF) 0.1% BDS 20/06/22 JPY50000 132
  • 1.28% JAPAN(GOVERNMENT OF) 0.1% NTS 20/12/26 JPY50000