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

Vanguard Canadian Short-Term Bond Index ETF (VSB : TSX)

Cdn Short Term Fixed Inc

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

Click for more information on Fundata’s FundGrade.

Close
(12-20-2024)
$23.25
Change
$0.04 (0.17%)
Open $23.24
Day Range $23.23 - $23.26
Volume 73,390

As at November 30, 2024

As at November 30, 2024

Period
Loading...
Loading...

Legend

Vanguard Canadian Short-Term Bond Index ETF

Compare Options


Fund Returns

Inception Return (November 30, 2011): 1.86%

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 0.51% 1.46% 4.30% 5.08% 6.62% 4.97% 2.05% 1.24% 1.94% 2.26% 2.00% 1.80% 1.74% 1.77%
Benchmark 0.48% 1.44% 4.29% 5.23% 6.79% 5.10% 2.06% 1.30% 1.98% 2.31% 2.07% 1.89% 1.84% 1.88%
Category Average 0.57% 3.95% 3.95% 4.94% 6.64% 4.84% 1.79% 1.14% 1.69% 1.97% 1.68% 1.54% 1.49% 1.37%
Category Rank 214 / 324 227 / 321 153 / 312 185 / 280 184 / 280 159 / 261 142 / 247 139 / 234 126 / 228 115 / 217 106 / 202 98 / 183 99 / 178 79 / 165
Quartile Ranking 3 3 2 3 3 3 3 3 3 3 3 3 3 2

Monthly Return

Monthly Return
Return % Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Fund 1.46% -0.20% 0.03% 0.46% -0.40% 0.87% 0.75% 1.52% 0.51% 1.30% -0.34% 0.51%
Benchmark 1.48% -0.13% 0.05% 0.53% -0.40% 0.86% 0.79% 1.36% 0.63% 1.26% -0.30% 0.48%

Best Monthly Return Since Inception

1.93% (January 2015)

Worst Monthly Return Since Inception

-1.83% (March 2022)

Calendar Return (%)

Calendar Return
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/ 165 119/ 178 122/ 183 35/ 203 135/ 218 84/ 228 138/ 234 78/ 248 146/ 261

Best Calendar Return (Last 10 years)

5.14% (2020)

Worst Calendar Return (Last 10 years)

-3.97% (2022)

Asset Allocation

Asset Allocation
Name Percent
Canadian Government Bonds 64.52
Canadian Corporate Bonds 32.75
Foreign Government Bonds 1.79
Foreign Corporate Bonds 0.54
Cash and Equivalents 0.27
Other 0.13

Sector Allocation

Sector Allocation
Name Percent
Fixed Income 99.73
Cash and Cash Equivalent 0.27

Geographic Allocation

Geographic Allocation
Name Percent
North America 99.30
Asia 0.32
Europe 0.30
Multi-National 0.08

Top Holdings

Top Holdings
Name Percent
Canada Government 3.50% 01-Sep-2029 3.25
Canada Government 4.00% 01-Mar-2029 3.13
Canada Government 4.00% 01-May-2026 2.96
Canada Government 4.50% 01-Feb-2026 2.48
Canada Government 3.25% 01-Nov-2026 2.36
Canada Government 4.00% 01-Aug-2026 2.36
Canada Government 3.25% 01-Sep-2028 2.17
Canada Government 4.50% 01-Nov-2025 1.99
Canada Government 2.75% 01-Sep-2027 1.74
Canada Government 3.50% 01-Mar-2028 1.64

Equity Style

Equity style data not available

Fixed Income Style

Average Duration: S. Average Credit Quality: H.
Period: 

Risk vs Return (3 Yr)

Vanguard Canadian Short-Term Bond Index ETF

Median

Other - Cdn Short Term Fixed Inc

3 Yr Annualized

Standard Deviation 3.00% 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 -0.49% -0.13% 0.08%
Sortino -0.41% -0.53% -0.75%
Treynor -0.01% 0.00% 0.00%
Tax Efficiency 49.95% 50.82% 46.88%
Volatility Volatility rating is 1 on a scale of 1 to 10 Volatility rating is 1 on a scale of 1 to 10 Volatility rating is 1 on a scale of 1 to 10

Risk Rating

Rating 1 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 2.34% 3.00% 2.55% 2.06%
Beta 1.05% 1.04% 1.04% 1.03%
Alpha 0.00% 0.00% 0.00% 0.00%
Rsquared 0.99% 0.99% 0.99% 0.99%
Sharpe 0.83% -0.49% -0.13% 0.08%
Sortino 3.39% -0.41% -0.53% -0.75%
Treynor 0.02% -0.01% 0.00% 0.00%
Tax Efficiency 82.85% 49.95% 50.82% 46.88%

Fund Details

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 $22.47
Annual Dividend $0.70
Annual Yield -
Index Bloomberg Barclays Capital Global Aggregate Canadian Government/Credit 1-5 year Float Adjusted Bond Index
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

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.

Investment Strategy

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.

Portfolio Manager(s)

Name Start Date
Yan Pu 10-27-2011
Joshua Barrickman 10-27-2011
Vanguard Investments Canada Inc. 11-30-2011

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 0.11%
Management Fee 0.10%

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