Fact sheet: Vanguard USIvGdCId

Fund information

Fund name
Vanguard US Investment Grade Credit Index Inv EUR
Fund company manager
Vanguard Group Inc (IRL)
Fund type
SIB
Fund manager(s)
U.S. Bond Index Team
since 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 Year rank in sector

37/38

Sector

FO Fixed Int - USD Investment Grade

Yield
-
Fund size

£ 2.0 b

FE Risk score

28

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    60.22%
  • Not Specified
    3.99%
  • Canada
    3.39%
  • UK
    3.29%
  • China
    2.99%
  • Industrials
    42%
  • Financials
    24.1%
  • Government Agency Bonds
    10.3%
  • Government Bonds
    9.8%
  • Asset/Mortgage-Backed Securities
    5.6%
  • US Fixed Interest
    79.6%
  • US Government Fixed Interest
    20.1%
  • Money Market
    0.3%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.98 %-6.79 %-5.52 %18.65 %27.59 %
Sector0.08 %0.89 %0.56 %6.01 %11.91 %
Rank within sector2 / 4040 / 4037 / 384 / 334 / 29
Quartile th1 st4 th4 th1 st1 st

Calendar performance

YTD-20172016201520142013
Fund-5.26 %8.21 %11.02 %21.72 %-6.12 %
Sector2.78 %3.82 %-0.74 %5.96 %-1.08 %
Rank within sector40 / 404 / 351 / 331 / 3232 / 32
Quartile th4 th1 st1 st1 st4 th

Risk statistics

Alpha4.21
Beta0.92
Sharpe0.27
Volatility9.26
Tracking error8.88
Information ratio0.41
R-Squared0.07

Price movement

52 week high232.5458
52 week low210.7167
Current bid price0
Current offer price0
Current mid price216.6029

Holdings by region

  • 60.22% USA
  • 3.99% Not Specified
  • 3.39% Canada
  • 3.29% UK
  • 2.99% China
  • 2.89% Germany
  • 2.29% Japan
  • 1.89% Australia
  • 1.89% France
  • 1.89% Mexico

Holdings by sector

  • 42% Industrials
  • 24.1% Financials
  • 10.3% Government Agency Bonds
  • 9.8% Government Bonds
  • 5.6% Asset/Mortgage-Backed Securities
  • 4.9% Utilities
  • 3% Local Government Bonds
  • 0.3% Money Market

Holdings by asset type

  • 79.6% US Fixed Interest
  • 20.1% US Government Fixed Interest
  • 0.3% Money Market

Individual holdings

  • 0.19% UNITED STATES OF AMER TREAS BILLS 1.375% TB 30/09/19 USD100
  • 0.16% ANHEUSER-BUSCH INBEV SA 4.9% BDS 01/02/46 USD1000
  • 0.16% GE CAPITAL INTERNATIONAL FUNDING CO 4.418% BDS 15/11/35 USD1000
  • 0.13% ANHEUSER-BUSCH INBEV SA 3.65% BDS 01/02/26 USD1000
  • 0.12% KREDITANSTALT FUER WIEDERAUFBAU KFW 1.5% MTG BDS 06/02/19 USD1000
  • 0.11% EUROPEAN INVESTMENT BANK 2.50% NTS 15/04/21 USD1000
  • 0.1% American Express Credit Account Master Trust
  • 0.1% INTERNATIONAL BANK FOR REC & DEV 1.625% MTN 09/03/21 USD1000
  • 0.1% KREDITANSTALT FUER WIEDERAUFBAU KFW 1.5% BDS 15/03/21 USD1000
  • 0.1% SAUDI GOVERNMENT INTERNATIONAL BOND 3.25% BDS 26/10/26 USD200000