Vanguard Short-Term Infl-Prot Secs ETF (VTIP)

48.72 -0.18  -0.37% NASDAQ Mar 30, 16:12 Delayed 2m USD
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Key Stats

Net Asset Value 48.93
Discount or Premium to NAV -0.06%
Turnover Ratio 26.00%
1 Year Fund Level Flows 4.565B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -1.45% -1.31% -1.76% 49
3M -0.63% -0.47% 0.55% 67
6M 0.37% 0.53% 1.39% 66
YTD -0.77% -0.55% 0.57% 67
1Y 2.39% 2.52% 5.34% 70
3Y 1.61% 1.65% 2.75% 74
5Y 1.55% 1.57% 2.05% 66
10Y -- -- 2.94% --
15Y -- -- 3.49% --
20Y -- -- 4.23% --
As of March 27, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 7.44% 7.44% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 92.56% 92.56% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Feb. 29, 2020

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of Feb. 29, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

VTIP Bond Exposure

Government 92.56%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 7.44%
Derivative 0.00%
As of Feb. 29, 2020

VTIP Bond Credit Quality Exposure

AAA 100.0%
AA 0.00%
A 0.00%
BBB 0.00%
BB 0.00%
B 0.00%
Below B 0.00%
Not Rated 0.00%
As of Dec. 31, 2019

VTIP Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 5.02%
183 to 364 Days 5.74%
1 to 3 Years 40.18%
3 to 5 Years 49.06%
5 to 7 Years 0.00%
7 to 10 Years 0.00%
10 to 15 Years 0.00%
15 to 20 Years 0.00%
20 to 30 Years 0.00%
Over 30 Years 0.00%
As of Feb. 29, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Notes 0.12% 7.35% -- --
-- United States Treasury Notes 0.12% 6.51% -- --
-- United States Treasury Notes 0.62% 6.49% -- --
-- United States Treasury Notes 0.12% 6.44% -- --
-- United States Treasury Notes 0.38% 6.40% -- --
-- United States Treasury Notes 0.25% 6.35% -- --
-- United States Treasury Notes 0.62% 6.34% -- --
-- United States Treasury Notes 0.12% 6.31% -- --
-- United States Treasury Notes 0.12% 6.26% -- --
-- United States Treasury Notes 0.12% 6.25% -- --
As of Feb. 29, 2020
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Basic Info

Investment Strategy
The investment seeks to track the performance of the Bloomberg Barclays U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. The index is a market-capitalization-weighted index that includes all inflation-protected public obligations issued by the U.S. Treasury with remaining maturities of less than 5 years. The manager attempts to replicate the target index by investing all, or substantially all, of its assets in the securities that make up the index, holding each security in approximately the same proportion as its weighting in the index.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style High Quality/Limited Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Inflation-Protected Bond
Prospectus Objective Government Bond - Treasury
Fund Owner Firm Name Vanguard
Benchmark Index
BBgBarc US TIPS 0-5 Year TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Joshua Barrickman 7.39 yrs

Net Fund Flows

1M -387.10M
3M 1.173B
6M 2.511B
YTD 190.51M
1Y 4.565B
3Y 13.69B
5Y 20.79B
10Y --
As of Feb. 29, 2020

Risk Info

Beta (5Y) 0.2515
Max Drawdown (All) 3.68%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.8427
30-Day Rolling Volatility 14.07%
Daily Value at Risk (VaR) 1% (All) 0.26%
Monthly Value at Risk (VaR) 1% (All) 1.29%

Fundamentals

Dividend Yield TTM (3-30-20) 1.97%
30-Day SEC Yield (3-26-20) 0.02%
7-Day SEC Yield --
Current Yield --
Yield to Maturity --
Effective Duration 2.44
Average Coupon 0.49%
Average Credit Score 1.00 (AAA)
Average Price 113.60
Number of Holdings 18
As of Feb. 29, 2020

Comparables

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Attributes

Key Dates
Inception Date 10/12/2012
Termination Date
Last Annual Report Date 9/30/2019
Last Prospectus Date 1/31/2020
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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