Fact sheet: Vanguard US Gov Bd Idx

Fund information

Fund name
Vanguard US Government Bond Index Inst
Fund company manager
Vanguard Group Inc (IRL)
Fund type
SIB
Fund manager
U.S. Bond Index Team
since 31/01/2002
Fund objective
The Fund seeks to provide returns consistent with the performance of a market-weighted index of the U.S. Government market with an intermediate-term average weighted maturity.
Benchmark
Barclays Global Aggregate U.S. Gov't Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised,Fixed Interest

Quick stats

1 Year return

-0.82 %

1 Year rank in sector

1/6

Sector

FO Fixed Int - USD Government

Yield
-
Fund size

£ 1.4 b

FE Risk score

30

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    99.9%
  • Money Market
    0.1%
  • Government Bonds
    95.3%
  • Government Agency Bonds
    4.6%
  • Money Market
    0.1%
  • US Government Fixed Interest
    99.9%
  • Money Market
    0.1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.1 %2.68 %-0.82 %6.35 %6.43 %
Sector-0.82 %1.5 %-0.41 %4.58 %4.31 %
Rank within sector3 / 72 / 61 / 63 / 62 / 5
Quartile th2 nd2 nd1 st2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund2.57 %0.82 %0.65 %4.83 %-2.85 %
Sector2.02 %2.56 %-0.98 %2.87 %-2.18 %
Rank within sector2 / 62 / 63 / 64 / 52 / 5
Quartile th2 nd2 nd2 nd4 th2 nd

Risk statistics

Alpha0.04
Beta1.11
Sharpe-0
Volatility3.49
Tracking error2.11
Information ratio0.1
R-Squared0.64

Price movement

52 week high187.1399
52 week low177.8326
Current bid price0
Current offer price0
Current mid price183.8706

Holdings by region

  • 99.9% USA
  • 0.1% Money Market

Holdings by sector

  • 95.3% Government Bonds
  • 4.6% Government Agency Bonds
  • 0.1% Money Market

Holdings by asset type

  • 99.9% US Government Fixed Interest
  • 0.1% Money Market

Individual holdings

  • 1.61% UNITED STATES OF AMER TREAS NOTES 0.875% BDS 15/05/19 USD100
  • 1.4% UNITED STATES OF AMER TREAS NOTES BDS 30/04/21 USD100
  • 1.27% UNITED STATES OF AMER TREAS NOTES 1.375% BDS 15/02/20 USD100
  • 1.15% UNITED STATES OF AMER TREAS BILLS 1.5% TB 15/06/20 USD100
  • 1.12% UNITED STATES OF AMER TREAS NOTES 0.75% BDS 31/10/18 USD100
  • 1.11% UNITED STATES OF AMER TREAS BILLS 2.5% BDS 15/05/27 USD100
  • 1.11% UNITED STATES OF AMER TREAS NOTES 0.75% TB 30/09/18 USD100
  • 1.06% UNITED STATES OF AMER TREAS BILLS 1.625% TB 15/07/20 USD100
  • 1.04% UNITED STATES OF AMER TREAS BILLS 1.625% BDS 15/05/20 USD100
  • 1.02% UNITED STATES OF AMER TREAS NOTES 1.5% NTS 15/04/20 USD100