Join Fund Library now and get free access to personalized features to help you manage your investments.

Global Fixed Income

FundGrade E Click for more information on Fundata’s FundGrade

FundGrade E

Click for more information on Fundata’s FundGrade.

Close
(04-12-2024)
$20.96
Change
$0.04 (0.19%)
Open $21.00
Day Range $20.96 - $21.00
Volume 12,834

As at March 31, 2024

As at February 29, 2024

Period
Loading...
Loading...

Legend

Vanguard Global Aggregate Bond Index ETF (CAD-hedged)

Compare Options


Fund Returns

Inception Return (January 17, 2020): -1.72%

Fund Returns
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 0.95% -0.43% -0.97% -0.54% 1.94% -2.06% -3.02% -1.94% - - - - - -
Benchmark 0.40% 0.42% 5.94% 0.42% 0.29% -0.21% -2.75% -4.26% -1.27% -0.48% 0.02% 0.16% 0.88% 1.90%
Category Average 0.75% 5.89% 5.89% -0.15% 2.55% -0.69% -1.73% -0.14% 0.16% 0.37% 0.58% 0.83% 0.83% 1.23%
Category Rank 125 / 541 443 / 538 400 / 513 443 / 538 321 / 490 350 / 417 273 / 337 196 / 280 - - - - - -
Quartile Ranking 1 4 4 4 3 4 4 3 - - - - - -

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund 0.29% -0.59% -0.26% -0.32% -0.19% -2.17% -0.97% 3.73% 3.11% -0.43% -1.05% 0.95%
Benchmark 0.77% -1.74% -2.61% -0.13% 1.51% -3.16% 1.33% 2.61% 1.46% 0.01% 0.00% 0.40%

Best Monthly Return Since Inception

3.73% (November 2023)

Worst Monthly Return Since Inception

-3.78% (September 2022)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - - - - - - -2.56% -13.52% 5.65%
Benchmark 10.42% 16.63% -1.36% -0.08% 7.82% 1.45% 7.03% -6.05% -10.83% 2.72%
Category Average 4.74% 2.92% 2.08% 2.75% -0.04% 5.49% 5.94% -1.81% -10.70% 5.33%
Quartile Ranking - - - - - - - 3 4 2
Category Rank - - - - - - - 195/ 328 341/ 395 209/ 475

Best Calendar Return (Last 10 years)

5.65% (2023)

Worst Calendar Return (Last 10 years)

-13.52% (2022)

Asset Allocation

Asset Allocation
Name Percent
Foreign Corporate Bonds 80.88
Mortgages 15.80
Foreign Government Bonds 3.32

Sector Allocation

Sector Allocation
Name Percent
Fixed Income 99.85
Utilities 0.15

Geographic Allocation

Geographic Allocation
Name Percent
North America 50.62
Multi-National 44.81
Other 4.57

Top Holdings

Top Holdings
Name Percent
Vanguard U.S. Aggregate Bond Idx ETF C$ Hgd (VBU) 51.15
Vanguard Global ex-U.S. Agg Bond Ix ETF C$Hg (VBG) 48.85

Equity Style

Equity style data not available

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

Vanguard Global Aggregate Bond Index ETF (CAD-hedged)

Median

Other - Global Fixed Income

3 Yr Annualized

Standard Deviation 6.54% - -
Beta 0.69% - -
Alpha -0.01% - -
Rsquared 0.54% - -
Sharpe -0.84% - -
Sortino -1.10% - -
Treynor -0.08% - -
Tax Efficiency - - -
Volatility Volatility rating is 2 on a scale of 1 to 10 - -

Risk Rating

Rating 2 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 5.88% 6.54% - -
Beta 0.65% 0.69% - -
Alpha 0.02% -0.01% - -
Rsquared 0.45% 0.54% - -
Sharpe -0.45% -0.84% - -
Sortino -0.28% -1.10% - -
Treynor -0.04% -0.08% - -
Tax Efficiency 35.96% - - -

Fund Details

Start Date January 17, 2020
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 $21.87
52 Week Low $20.27
Annual Dividend $0.72
Annual Yield -
Index Bloomberg Barclays Global Aggregate Float Adjusted Composite Index (CAD-Hedged)
Shares Outstanding -
Registered Plan Eligible Yes

ETF Characteristics

Exposure 1x performance
Asset Class High -
Asset Class Medium -
Asset Class Low -
Leveraged -
Inverse -
Advisor Series -
Covered Call Strategy No

Investment Objectives

The Vanguard ETF seeks to track, to the extent reasonably possible and before fees and expenses, the performance of a broad global bond index, which Index is hedged to the Canadian dollar. Currently, the Vanguard ETF seeks to track the Bloomberg Barclays Global Aggregate Float Adjusted Composite Index (CAD-Hedged) (or any successor thereto).

Investment Strategy

In order to achieve its investment objective, the Vanguard ETF may hold a broadly diversified subset of Constituent Securities and/or other securities selected by the Sub-advisor that, in the aggregate, approximates the applicable Index in terms of primary risk factors and other key index characteristics and/or other Canadian Vanguard ETFs, U.S.-domiciled Vanguard Funds or other investment funds that singly or in combination seek to track the Index or an unhedged version of the Index.

Portfolio Manager(s)

Name Start Date
Vanguard Investments Canada Inc. 06-18-2020
Vanguard Global Advisers, LLC 12-31-2021

Management and Organization

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

Fees

MER 0.33%
Management Fee 0.30%

Join Fund Library now and get free access to personalized features to help you manage your investments.