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Cdn Short Term Fixed Inc
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|
Close (11-22-2024) |
$23.07 |
|---|---|
| Change |
$0.00
(0.00%)
|
| Open | $23.07 |
|---|---|
| Day Range | $23.05 - $23.08 |
| Volume | 77,263 |
As at October 31, 2024
As at October 31, 2024
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Inception Return (November 30, 2011): 1.83%
| Row Heading | Return | Annualized Return | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
| Fund | -0.34% | 1.47% | 4.68% | 4.55% | 7.93% | 5.16% | 1.95% | 1.17% | 1.84% | 2.27% | 1.95% | 1.67% | 1.69% | 1.77% |
| Benchmark | -0.30% | 1.59% | 4.68% | 4.73% | 8.05% | 5.17% | 1.98% | 1.23% | 1.90% | 2.33% | 2.02% | 1.77% | 1.79% | 1.87% |
| Category Average | -0.28% | 4.16% | 4.16% | 4.34% | 7.89% | 5.02% | 1.58% | 1.13% | 1.59% | 1.92% | 1.61% | 1.41% | 1.41% | 1.34% |
| Category Rank | 274 / 327 | 194 / 321 | 120 / 312 | 175 / 280 | 172 / 278 | 155 / 261 | 135 / 248 | 141 / 234 | 126 / 229 | 104 / 215 | 103 / 202 | 99 / 184 | 97 / 179 | 72 / 162 |
| Quartile Ranking | 4 | 3 | 2 | 3 | 3 | 3 | 3 | 3 | 3 | 2 | 3 | 3 | 3 | 2 |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 1.74% | 1.46% | -0.20% | 0.03% | 0.46% | -0.40% | 0.87% | 0.75% | 1.52% | 0.51% | 1.30% | -0.34% |
| Benchmark | 1.67% | 1.48% | -0.13% | 0.05% | 0.53% | -0.40% | 0.86% | 0.79% | 1.36% | 0.63% | 1.26% | -0.30% |
1.93% (January 2015)
-1.83% (March 2022)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 2.82% | 2.41% | 0.76% | 0.00% | 1.80% | 2.86% | 5.14% | -1.03% | -3.97% | 4.96% |
| Benchmark | 3.01% | 2.56% | 0.90% | 0.27% | 1.89% | 2.98% | 5.17% | -0.92% | -3.98% | 4.92% |
| Category Average | 1.73% | 0.55% | 0.85% | 0.42% | 0.53% | 2.93% | 4.36% | -0.83% | -4.45% | 4.84% |
| Quartile Ranking | 2 | 1 | 3 | 3 | 1 | 3 | 2 | 3 | 2 | 3 |
| Category Rank | 49/ 145 | 29/ 166 | 119/ 179 | 123/ 184 | 35/ 204 | 135/ 219 | 84/ 229 | 139/ 235 | 79/ 249 | 145/ 261 |
5.14% (2020)
-3.97% (2022)
| Name | Percent |
|---|---|
| Canadian Government Bonds | 64.60 |
| Canadian Corporate Bonds | 32.00 |
| Foreign Government Bonds | 2.01 |
| Cash and Equivalents | 0.70 |
| Foreign Corporate Bonds | 0.55 |
| Other | 0.14 |
| Name | Percent |
|---|---|
| Fixed Income | 99.30 |
| Cash and Cash Equivalent | 0.70 |
| Name | Percent |
|---|---|
| North America | 99.19 |
| Europe | 0.41 |
| Asia | 0.32 |
| Multi-National | 0.09 |
| Other | -0.01 |
| Name | Percent |
|---|---|
| Canada Government 3.50% 01-Sep-2029 | 3.30 |
| Canada Government 4.00% 01-Mar-2029 | 3.09 |
| Canada Government 4.00% 01-May-2026 | 2.89 |
| Canada Government 4.50% 01-Feb-2026 | 2.51 |
| Canada Government 4.00% 01-Aug-2026 | 2.45 |
| Canada Government 3.25% 01-Sep-2028 | 2.22 |
| Canada Government 4.50% 01-Nov-2025 | 2.01 |
| Canada Government 3.25% 01-Nov-2026 | 1.82 |
| Canada Government 2.75% 01-Sep-2027 | 1.75 |
| Canada Government 3.50% 01-Mar-2028 | 1.67 |
Vanguard Canadian Short-Term Bond Index ETF
Median
Other - Cdn Short Term Fixed Inc
| Standard Deviation | 2.99% | 2.55% | 2.06% |
|---|---|---|---|
| Beta | 1.04% | 1.04% | 1.03% |
| Alpha | 0.00% | 0.00% | 0.00% |
| Rsquared | 0.99% | 0.99% | 0.99% |
| Sharpe | -0.50% | -0.16% | 0.09% |
| Sortino | -0.45% | -0.58% | -0.76% |
| Treynor | -0.01% | 0.00% | 0.00% |
| Tax Efficiency | 48.47% | 48.79% | 47.06% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 2.63% | 2.99% | 2.55% | 2.06% |
| Beta | 1.06% | 1.04% | 1.04% | 1.03% |
| Alpha | -0.01% | 0.00% | 0.00% | 0.00% |
| Rsquared | 0.99% | 0.99% | 0.99% | 0.99% |
| Sharpe | 1.16% | -0.50% | -0.16% | 0.09% |
| Sortino | 4.61% | -0.45% | -0.58% | -0.76% |
| Treynor | 0.03% | -0.01% | 0.00% | 0.00% |
| Tax Efficiency | 85.99% | 48.47% | 48.79% | 47.06% |
| Start Date | November 30, 2011 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Monthly |
| Assets ($mil) | - |
| 52 Week High | $23.40 |
| 52 Week Low | $22.36 |
| Annual Dividend | $0.69 |
| Annual Yield | - |
| Index | Bloomberg Barclays Capital Global Aggregate Canadian Government/Credit 1-5 year Float Adjusted Bond Index |
| Shares Outstanding | - |
| Registered Plan Eligible | Yes |
| Exposure | 1x performance |
|---|---|
| Asset Class High | - |
| Asset Class Medium | - |
| Asset Class Low | - |
| Leveraged | - |
| Inverse | - |
| Advisor Series | - |
| Covered Call Strategy | No |
Vanguard Canadian Short-Term Bond Index ETF seeks to track, to the extent reasonably possible and before fees and expenses, the performance of a broad Canadian bond index with a short-term dollar weighted average maturity. Currently, this Vanguard ETF seeks to track the Barclays Capital Global Aggregate Canadian Government/Credit 1-5 year Float Adjusted Bond Index (or any successor thereto). It invests primarily in public, investment-grade fixed income securities issued in Canada.
In order to achieve its investment objective, Vanguard Canadian Short-Term Bond Index ETF employs a "passive management" - or indexing - investment approach designed to track the performance of the Barclays Capital Global Aggregate Canadian Government/Credit 1 - 5 year Float Adjusted Bond Index.
| Name | Start Date |
|---|---|
| Yan Pu | 10-27-2011 |
| Joshua Barrickman | 10-27-2011 |
| Vanguard Investments Canada Inc. | 11-30-2011 |
| Fund Manager | Vanguard Investments Canada Inc. |
|---|---|
| Advisor | Vanguard Investments Canada Inc. |
| Custodian | State Street Trust Company Canada |
| Registrar | State Street Trust Company Canada |
| Distributor | - |
| Auditor | PriceWaterhouseCoopers LLP |
| MER | 0.11% |
|---|---|
| Management Fee | 0.10% |
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