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Canadian Fixed Income
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2020, 2019, 2016
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|
NAVPS (11-20-2024) |
$22.86 |
|---|---|
| Change |
-$0.08
(-0.37%)
|
As at October 31, 2024
As at October 31, 2024
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Inception Return (November 30, 2011): 2.22%
| 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 | -1.06% | 1.16% | 6.60% | 3.05% | 11.20% | 5.40% | -0.20% | -1.13% | 0.32% | 1.88% | 1.49% | 1.20% | 1.66% | 1.94% |
| Benchmark | -1.07% | 1.25% | 6.50% | 3.09% | 11.09% | 5.28% | -0.23% | -1.11% | 0.36% | 1.97% | 1.60% | 1.33% | 1.81% | 2.06% |
| Category Average | -1.07% | 1.10% | 6.21% | 2.91% | 11.20% | 5.33% | -0.72% | -1.26% | 0.06% | 1.43% | 0.98% | 0.80% | 1.19% | 1.26% |
| Category Rank | 439 / 660 | 401 / 653 | 258 / 636 | 422 / 629 | 385 / 627 | 396 / 603 | 262 / 582 | 324 / 550 | 289 / 526 | 231 / 489 | 197 / 446 | 195 / 418 | 168 / 371 | 129 / 329 |
| Quartile Ranking | 3 | 3 | 2 | 3 | 3 | 3 | 2 | 3 | 3 | 2 | 2 | 2 | 2 | 2 |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 4.32% | 3.43% | -1.41% | -0.37% | 0.47% | -2.04% | 1.78% | 1.15% | 2.36% | 0.33% | 1.91% | -1.06% |
| Benchmark | 4.21% | 3.42% | -1.36% | -0.40% | 0.48% | -1.95% | 0.00% | 2.98% | 2.14% | 0.52% | 1.82% | -1.07% |
4.79% (January 2015)
-3.51% (April 2022)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 8.79% | 3.48% | 1.33% | 2.24% | 1.35% | 6.58% | 8.55% | -2.72% | -11.73% | 6.59% |
| Benchmark | 9.10% | 3.57% | 1.54% | 2.70% | 1.29% | 6.97% | 8.61% | -2.71% | -11.46% | 6.38% |
| Category Average | 7.06% | 1.07% | 1.60% | 1.96% | -0.34% | 6.21% | 8.18% | -2.79% | -12.16% | 6.16% |
| Quartile Ranking | 1 | 1 | 3 | 2 | 1 | 2 | 2 | 3 | 2 | 2 |
| Category Rank | 35/ 316 | 39/ 346 | 268/ 380 | 159/ 425 | 93/ 451 | 208/ 498 | 251/ 528 | 312/ 559 | 261/ 588 | 284/ 604 |
8.79% (2014)
-11.73% (2022)
| Name | Percent |
|---|---|
| Canadian Government Bonds | 75.39 |
| Canadian Corporate Bonds | 23.10 |
| Foreign Government Bonds | 0.93 |
| Cash and Equivalents | 0.30 |
| Foreign Corporate Bonds | 0.21 |
| Other | 0.07 |
| Name | Percent |
|---|---|
| Fixed Income | 99.70 |
| Cash and Cash Equivalent | 0.30 |
| Name | Percent |
|---|---|
| North America | 99.58 |
| Europe | 0.21 |
| Asia | 0.17 |
| Multi-National | 0.03 |
| Other | 0.01 |
| Name | Percent |
|---|---|
| Canada Government 3.00% 01-Jun-2034 | 1.41 |
| Canada Government 3.50% 01-Sep-2029 | 1.31 |
| Canada Government 4.00% 01-Mar-2029 | 1.28 |
| Canada Government 1.50% 01-Jun-2031 | 1.25 |
| Canada Government 2.00% 01-Dec-2051 | 1.16 |
| Canada Government 4.00% 01-May-2026 | 1.15 |
| Canada Government 1.50% 01-Dec-2031 | 1.11 |
| Canada Government 1.25% 01-Jun-2030 | 1.09 |
| Canada Government 2.75% 01-Dec-2055 | 1.03 |
| Canada Government 4.00% 01-Aug-2026 | 1.02 |
Vanguard Canadian Aggregate Bond Index ETF
Median
Other - Canadian Fixed Income
| Standard Deviation | 7.39% | 6.52% | 5.42% |
|---|---|---|---|
| Beta | 1.02% | 0.99% | 0.99% |
| Alpha | 0.00% | 0.00% | 0.00% |
| Rsquared | 0.95% | 0.95% | 0.96% |
| Sharpe | -0.46% | -0.27% | 0.09% |
| Sortino | -0.54% | -0.51% | -0.24% |
| Treynor | -0.03% | -0.02% | 0.00% |
| Tax Efficiency | - | - | 44.53% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 6.78% | 7.39% | 6.52% | 5.42% |
| Beta | 0.90% | 1.02% | 0.99% | 0.99% |
| Alpha | 0.01% | 0.00% | 0.00% | 0.00% |
| Rsquared | 0.85% | 0.95% | 0.95% | 0.96% |
| Sharpe | 0.92% | -0.46% | -0.27% | 0.09% |
| Sortino | 2.47% | -0.54% | -0.51% | -0.24% |
| Treynor | 0.07% | -0.03% | -0.02% | 0.00% |
| Tax Efficiency | 88.95% | - | - | 44.53% |
| 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) | - |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| N/A | ||
Vanguard Canadian Aggregate Bond Index ETF seeks to track, to the extent reasonably possible and before fees and expenses, the performance of a broad Canadian bond index. Currently, this Vanguard ETF seeks to track the Barclays Capital Global Aggregate Canadian 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 Aggregate Bond Index ETF employs a "passive management" - or indexing - investment approach designed to track the performance of the Barclays Capital Global Aggregate Canadian Float Adjusted Bond Index.
| Name | Start Date |
|---|---|
| Joshua Barrickman | 10-27-2011 |
| Yan Pu | 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 |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | No |
| PAC Initial Investment | - |
| PAC Subsequent | - |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 0.09% |
|---|---|
| Management Fee | 0.08% |
| Load | No Load |
| FE Max | - |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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