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(s)
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

-1.75 %

1 Year rank in sector

3/5

Sector

FO Fixed Int - Other Single Government

Yield
-
Fund size

£ 129.2 b

FE Risk score

19

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    99.2%
  • USA
    0.8%
  • Government Bonds
    91.4%
  • Government Agency Bonds
    5.6%
  • Local Government Bonds
    3%
  • Japanese Fixed Interest
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.2 %-0.45 %-1.75 %5.66 %9.89 %
Sector0.29 %-0.02 %-1.03 %1.86 %-0.25 %
Rank within sector5 / 54 / 53 / 53 / 54 / 5
Quartile th4 th4 th3 rd3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund-0.33 %3.02 %0.9 %4.32 %1.73 %
Sector0.42 %8.72 %-5.61 %3.38 %-6.32 %
Rank within sector4 / 53 / 53 / 55 / 51 / 5
Quartile th4 th3 rd3 rd4 th1 st

Risk statistics

Alpha1.75
Beta0.17
Sharpe-0
Volatility2.38
Tracking error4.92
Information ratio0.18
R-Squared0.14

Price movement

52 week high16403.3882
52 week low15957.2307
Current bid price0
Current offer price0
Current mid price16071.5866

Holdings by region

  • 99.2% Japan
  • 0.8% USA

Holdings by sector

  • 91.4% Government Bonds
  • 5.6% Government Agency Bonds
  • 3% Local Government Bonds

Holdings by asset type

  • 100% Japanese Fixed Interest

Individual holdings

  • 2.41% JAPAN(GOVERNMENT OF) 0.1% BDS 20/06/21 JPY50000
  • 1.96% JAPAN(GOVERNMENT OF) 0.1% BDS 20/06/22 JPY50000 132
  • 1.92% JAPAN(GOVERNMENT OF) 0.1% NTS 20/03/21 JPY10000
  • 1.76% JAPAN(GOVERNMENT OF) 0.1% NTS 20/06/20 JPY10000
  • 1.64% JAPAN(GOVERNMENT OF) 0.2% NTS 20/06/19 JPY50000
  • 1.49% JAPAN(GOVERNMENT OF) 0.1% BDS 20/09/21 JPY50000 129
  • 1.36% JAPAN(GOVERNMENT OF) 1% BDS 20/03/22 JPY1000
  • 1.33% JAPAN(GOVERNMENT OF) 0.1% BDS 20/06/27 JPY50000
  • 1.29% JAPAN(GOVERNMENT OF) 0.1% NTS 20/12/26 JPY50000
  • 1.21% JAPAN(GOVERNMENT OF) 0.5% BDS 20/09/36 JPY50000144A