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Vanguard investment grade bond fund tracking error

Tracking error is one means of measuring active manager performance against an appropriate market index. Vanguard’s investment grade bond funds are actively managed, defined asset class funds. The funds include three bond funds structured across three bond maturity levels: short,

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Posted in Bonds, Market statistics

Vanguard municipal bond fund tracking error

Tracking error is one means of measuring active manager performance against an appropriate market index. Vanguard’s national municipal bond funds are actively managed, defined asset class funds. The funds include four municipal bond funds structured across four bond maturity levels:

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Posted in Bonds, Mutual funds

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

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Posted in Bonds, Market statistics

Vanguard bond index fund tracking error

The following tables provide tracking error data for Vanguard bond index funds. Tracking error is the ultimate measure of judging an index fund manager’s performance. Since bond indexes can include huge numbers of illiquid bonds, replicating an index is often

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Posted in Bonds, indexing, Vanguard

Vanguard Bond ETFs: a growth story

Vanguard introduced exchange-traded funds to bond investors in 2007 when they added an ETF share class to four bond index funds. In 2008 they added an extended maturity treasury fund consisting of zero coupon bonds. This new fund offered ETF

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Global investment portfolios 2015 update

The Credit Suisse Global Investment Yearbook 2015 is now available for download from Publications – Credit Suisse. The yearbooks are an extension of the research of Elroy Dimson, Paul Marsh, and Mike Staunton, first published in the 2002 edition of

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Posted in Bonds, international stocks

U.S. inflation index bond funds

Investors wanting to add treasury inflation-protected securities (TIPS) to their portfolios can elect to hold them in a bond fund.  The advantages of using a bond fund include: Convenience: Funds make it possible to invest small sums into a large, 

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Posted in Bonds

Global investment portfolios

The Credit Suisse Global Investment Yearbook 2014 is now available for download from Publications – Credit Suisse. The yearbooks are an extension of the research of Elroy Dimson, Paul Marsh, and Mike Staunton, first published in the 2002 edition of

Posted in Bonds, international stocks

Vanguard US bond funds and investor fund flows

In 2013 interest rates on US bonds rose, as shown by bellwether treasury bond yields tabulated below. We will explore how this rise in yields affected Vanguard bond fund returns, and how investors reacted to these effects. Bond maturity Yields

Posted in Bonds

Bonds as a stabilizer

This is a guest post from Bogleheads® forum member Nisiprius,  published August 14, 2011. It’s often debated whether we can expect to get the “historical rate of return” for an asset class going forward, but let’s not get into that.

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Posted in Bonds
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