Fact sheet: Vanguard JpnGvBdIdx

Fund information

Fund name
Vanguard Japan Government Bond Index Inv JPY
Fund company manager
Vanguard Group (Ireland) Limit
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 the Bloomberg Barclays Japan Government Float Adjusted Bond Index.
Benchmark
Bloomberg Barclays Japan Government Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised,Fixed Interest

Quick stats

1 Year return

-0.07 %

1 Year rank in sector

4/5

Sector

FO Fixed Int - Other Single Government

Yield
-
Fund size

£ 141.8 b

FE Risk score

18

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    99.3%
  • USA
    0.4%
  • Money Market
    0.2%
  • UK
    0.1%
  • Government Bonds
    91.1%
  • Government Agency Bonds
    5.7%
  • Local Government Bonds
    3%
  • Money Market
    0.2%
  • Japanese Fixed Interest
    99.8%
  • Money Market
    0.2%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.34 %0.27 %-0.07 %2.87 %9.87 %
Sector-0.88 %0.43 %0.57 %2.69 %-0.32 %
Rank within sector1 / 53 / 54 / 53 / 54 / 5
Quartile th1 st3 rd4 th3 rd4 th

Calendar performance

YTD-20182017201620152014
Fund-0.14 %-0.06 %3.02 %0.9 %4.32 %
Sector-0.41 %0.91 %8.72 %-5.61 %3.38 %
Rank within sector1 / 55 / 53 / 53 / 55 / 5
Quartile th1 st4 th3 rd3 rd4 th

Risk statistics

Alpha1.08
Beta0.17
Sharpe-0
Volatility2.28
Tracking error4.89
Information ratio0.02
R-Squared0.15

Price movement

52 week high16156.5186
52 week low15957.2307
Current bid price0
Current offer price0
Current mid price16092.3859

Holdings by region

  • 99.3% Japan
  • 0.4% USA
  • 0.2% Money Market
  • 0.1% UK

Holdings by sector

  • 91.1% Government Bonds
  • 5.7% Government Agency Bonds
  • 3% Local Government Bonds
  • 0.2% Money Market

Holdings by asset type

  • 99.8% Japanese Fixed Interest
  • 0.2% Money Market

Individual holdings

  • 2.38% JAPAN(GOVERNMENT OF) 0.1% BDS 20/09/22 JPY50000
  • 2.19% JAPAN(GOVERNMENT OF) 0.1% BDS 20/06/21 JPY50000
  • 1.88% JAPAN(GOVERNMENT OF) 0.1% BDS 20/06/22 JPY50000 132
  • 1.59% JAPAN(GOVERNMENT OF) 0.1% NTS 20/06/20 JPY10000
  • 1.48% JAPAN(GOVERNMENT OF) 0.2% NTS 20/06/19 JPY50000
  • 1.42% JAPAN(GOVERNMENT OF) 0.1% BDS 20/09/27 JPY50000
  • 1.39% JAPAN(GOVERNMENT OF) 0.1% NTS 20/03/21 JPY10000
  • 1.35% JAPAN(GOVERNMENT OF) 0.1% BDS 20/09/21 JPY50000 129
  • 1.23% JAPAN(GOVERNMENT OF) 1% BDS 20/03/22 JPY1000
  • 1.21% JAPAN(GOVERNMENT OF) 0.1% BDS 20/06/27 JPY50000