Vanguard Total Bond Market II Idx Inv (VTBIX)

11.26 +0.03  +0.27% Feb 21 USD
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Key Stats

Net Asset Value 11.26
Turnover Ratio 90.00%
1 Year Fund Level Flows 26.46B

Performance & Returns

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.76% 1.46% 14
3M 2.65% 2.34% 25
6M 2.68% 2.36% 23
YTD 2.64% 2.29% 25
1Y 10.49% 9.39% 26
3Y 4.68% 4.23% 32
5Y 3.36% 3.09% 36
10Y 3.77% 3.66% 51
15Y -- 3.97% --
20Y -- 4.69% --
As of Feb. 21, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 2.50% 2.50% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 96.81% 96.82% 0.01%
Convertible 0.70% 0.70% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 31, 2020

Region Exposure

Americas 93.71%
North America 92.58%
Latin America 1.13%
Greater Europe 3.53%
United Kingdom 1.34%
Europe Developed 2.04%
Europe Emerging 0.09%
Africa/Middle East 0.06%
Greater Asia 1.37%
Japan 0.62%
Australasia 0.23%
Asia Developed 0.16%
Asia Emerging 0.36%
Market Classification
% Developed Markets 96.99%
% Emerging Markets 3.01%
As of Jan. 31, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

VTBIX Bond Exposure

Government 46.74%
Corporate 26.19%
Securitized 23.93%
Municipal 0.64%
Cash 2.50%
Derivative 0.00%
As of Jan. 31, 2020

VTBIX Bond Credit Quality Exposure

AAA 66.21%
AA 3.36%
A 11.02%
BBB 19.41%
BB 0.00%
B 0.00%
Below B 0.00%
As of Nov. 30, 2019

VTBIX 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 0.00%
183 to 364 Days 1.40%
1 to 3 Years 21.14%
3 to 5 Years 14.53%
5 to 7 Years 11.39%
7 to 10 Years 9.04%
10 to 15 Years 3.31%
15 to 20 Years 4.33%
20 to 30 Years 31.97%
Over 30 Years 2.88%
As of Jan. 31, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Notes 1.62% 0.80% -- --
-- United States Treasury Notes 2.62% 0.74% -- --
-- United States Treasury Notes 1.38% 0.63% -- --
-- United States Treasury Notes 2.5% 0.51% -- --
-- United States Treasury Notes 1.5% 0.50% -- --
-- United States Treasury Notes 1.5% 0.49% -- --
-- United States Treasury Notes 2.38% 0.48% -- --
-- United States Treasury Notes 2.25% 0.48% -- --
-- United States Treasury Notes 2.62% 0.42% -- --
-- United States Treasury Bonds 2.38% 0.41% -- --
As of Jan. 31, 2020
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Basic Info

Investment Strategy
The investment seeks to track the performance of the Bloomberg Barclays U.S. Aggregate Float Adjusted Index. The fund employs an indexing investment approach designed to track the performance of the Bloomberg Barclays U.S. Aggregate Float Adjusted Index. It invests by sampling the index, meaning that it holds a broadly diversified collection of securities that, in the aggregate, approximates the full index in terms of key risk factors and other characteristics. The fund invests at least 80% of its assets in bonds held in the index. It maintains a dollar-weighted average maturity consistent with that of the index, which generally ranges between 5 and 10 years.
General
Security Type Mutual Fund
Oldest Share Symbol VTBIX
Equity Style --
Fixed Income Style High Quality/Moderate Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Intermediate Core Bond
Prospectus Objective Income
Fund Owner Firm Name Vanguard
Benchmark Index
BBgBarc US Agg Float Adj TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Joshua Barrickman 9.84 yrs

Share Classes

Symbol Share Class
VTBNX Inst

Net Fund Flows

1M 3.711B
3M 12.55B
6M 12.69B
YTD 3.711B
1Y 26.46B
3Y 66.04B
5Y 89.83B
10Y 142.75B
As of Jan. 31, 2020

Risk Info

Beta (5Y) 1.048
Historical Sharpe Ratio (10Y) 1.020
Historical Sortino (All) 1.054
Daily Value at Risk (VaR) 1% (All) 0.55%
Monthly Value at Risk (VaR) 1% (All) 1.93%

Fundamentals

Dividend Yield TTM (2-21-20) 2.64%
30-Day SEC Yield (2-14-20) 2.07%
7-Day SEC Yield --
Current Yield 2.79%
Yield to Maturity 2.23%
Effective Duration 6.26
Average Coupon 3.16%
Average Credit Score 5.00 (AA)
Average Price 108.22
Number of Holdings 14352
As of Jan. 31, 2020

Comparables

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Attributes

Purchase Details
Open to New Investors Yes
Open to Existing Investors Yes
Minimum Initial Investment 0.00 USD
Minimum Subsequent Investment 0.00 USD
Fees
Actual 12B-1 Fee --
Actual Management Fee 0.07%
Administration Fee --
Performance Fee --
Switching Fee --
Transaction Fee --
Maximum Front Load --
Maximum Deferred Load --
Maximum Redemption Fee --
Key Dates
Inception Date 1/26/2009
Termination Date
Last Annual Report Date 12/31/2018
Last Prospectus Date 4/26/2019
Attributes
Exchange Traded Share No
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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