Vanguard active government bond fund tracking error

The following tables provide historical annual tracking error data for Vanguard actively managed bond funds. Tracking error is one means of measuring active manager performance against an appropriate market index. Vanguard’s U.S. government bond funds are actively managed, defined asset class funds. The funds include three nominal treasury bond funds, structured across three bond maturity levels: short, intermediate, and long term bonds; an inflation protected securities fund, investing in real return bonds, and a GNMA fund, which invests in full faith and credit government backed mortgage securities.

Investors have two share class options with Vanguard active bond funds: investor shares and lower cost admiral shares. Admiral shares require a minimum investment of $50,000.

Short term treasury

Short term treasury fund investor and admiral share historical annual tracking error.


Intermediate term treasury

Intermediate term treasury fund investor and admiral share historical annual tracking error.


Inflation protected treasury

Inflation protected treasury fund investor and admiral share historical annual tracking error.


GNMA

GNMA fund investor and admiral share historical annual tracking error.


Long term treasury

Long term treasury fund investor and admiral share historical annual tracking error.


About

Barry Barnitz, administrator of both the Bogleheads® wiki and of Financial Page, a Bogleheads® blog

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March 2017
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