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Vanguard Canadian Long-Term Bond Index ETF

Cdn Long Term Fixed Inc

FundGrade B Click for more information on Fundata’s FundGrade

FundGrade B

Click for more information on Fundata’s FundGrade.

NAVPS
(12-05-2024)
$21.95
Change
$0.01 (0.04%)

As at October 31, 2024

As at October 31, 2024

Period
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Legend

Vanguard Canadian Long-Term Bond Index ETF

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Fund Returns

Inception Return (January 31, 2017): 1.24%

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 -1.65% 0.87% 9.15% 0.26% 15.52% 5.66% -3.43% -4.41% -2.15% 0.93% 0.56% - - -
Benchmark -1.68% 0.99% 8.97% 0.29% 15.26% 5.43% -3.49% -4.38% -2.10% 1.02% 0.71% 0.52% 1.61% 2.02%
Category Average -1.79% 0.59% 8.76% -0.60% 14.86% 4.81% -4.32% -5.22% -2.99% 0.09% -0.30% -0.48% 0.58% 0.89%
Category Rank 9 / 21 9 / 20 8 / 20 8 / 20 8 / 19 9 / 18 6 / 18 7 / 18 7 / 16 6 / 15 5 / 13 - - -
Quartile Ranking 2 2 2 2 2 2 2 2 2 2 2 - - -

Monthly Return

Monthly Return
Return % Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Fund 8.65% 6.05% -3.35% -0.72% 0.27% -4.54% 3.30% 1.66% 3.05% -0.12% 2.69% -1.65%
Benchmark 8.37% 6.05% -3.29% -0.82% 0.16% -4.20% 3.22% 1.74% 2.75% 0.17% 2.54% -1.68%

Best Monthly Return Since Inception

8.65% (November 2023)

Worst Monthly Return Since Inception

-7.29% (April 2022)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - - - 0.18% 12.24% 11.78% -4.94% -21.82% 9.22%
Benchmark 17.61% 4.02% 2.23% 7.03% 0.15% 12.68% 11.67% -4.70% -21.48% 8.81%
Category Average 15.93% 2.14% 1.40% 5.39% -0.88% 11.59% 10.99% -5.70% -22.75% 8.49%
Quartile Ranking - - - - 2 2 3 2 2 2
Category Rank - - - - 6/ 13 8/ 16 11/ 17 9/ 18 5/ 18 6/ 18

Best Calendar Return (Last 10 years)

12.24% (2019)

Worst Calendar Return (Last 10 years)

-21.82% (2022)

Asset Allocation

Asset Allocation
Name Percent
Canadian Government Bonds 83.73
Canadian Corporate Bonds 16.08
Cash and Equivalents 0.10
Foreign Government Bonds 0.07
Foreign Corporate Bonds 0.03
Other -0.01

Sector Allocation

Sector Allocation
Name Percent
Fixed Income 99.90
Cash and Cash Equivalent 0.10

Geographic Allocation

Geographic Allocation
Name Percent
North America 99.94
Europe 0.06

Top Holdings

Top Holdings
Name Percent
Canada Government 2.00% 01-Dec-2051 3.97
Canada Government 2.75% 01-Dec-2055 3.37
Canada Government 1.75% 01-Dec-2053 3.19
Quebec Province 4.40% 01-Dec-2055 2.65
Canada Government 3.25% 01-Dec-2034 2.28
Ontario Province 3.45% 02-Jun-2045 2.20
Ontario Province 4.65% 02-Jun-2041 1.89
Ontario Province 2.90% 02-Dec-2046 1.83
Province of Ontario Canada 4.15% 02-Dec-2054 1.81
Quebec Province 3.10% 01-Dec-2051 1.75

Equity Style

Equity style data not available

Fixed Income Style

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

Risk vs Return (3 Yr)

Vanguard Canadian Long-Term Bond Index ETF

Median

Other - Cdn Long Term Fixed Inc

3 Yr Annualized

Standard Deviation 13.81% 12.47% -
Beta 1.06% 1.01% -
Alpha 0.00% 0.00% -
Rsquared 0.99% 0.98% -
Sharpe -0.44% -0.29% -
Sortino -0.55% -0.48% -
Treynor -0.06% -0.04% -
Tax Efficiency - - -
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10 -

Risk Rating

Rating 7 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 13.10% 13.81% 12.47% -
Beta 1.03% 1.06% 1.01% -
Alpha 0.00% 0.00% 0.00% -
Rsquared 1.00% 0.99% 0.98% -
Sharpe 0.81% -0.44% -0.29% -
Sortino 1.93% -0.55% -0.48% -
Treynor 0.10% -0.06% -0.04% -
Tax Efficiency 90.44% - - -

Fund Details

Start Date January 31, 2017
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Monthly
Assets ($mil) -

Fund Codes

FundServ Code Load Code Sales Status
N/A

Investment Objectives

Vanguard Canadian Long-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 long-term dollar weighted average maturity. Currently, this Vanguard ETF seeks to track the Bloomberg Barclays Global Aggregate Canadian 10+ Year Float Adjusted Bond Index (or any successor thereto). It invests rimarily in public, investment-grade fixed income securities issued in Canada.

Investment Strategy

In order to achieve its investment objective, Vanguard Canadian Long-Term Bond Index ETF employs a "passive management" - or indexing - investment approach designed to track the performance of the Bloomberg Barclays Global Aggregate Canadian 10+ Year Float Adjusted Bond Index. This Vanguard ETF invests by sampling the applicable Index, meaning that it holds a broadly diversified subset of Constituent Securities and/or other securities selected by the Sub-advisor.

Portfolio Manager(s)

Name Start Date
Vanguard Investments Canada Inc. 01-31-2017
Anatoly Shtekhman 01-31-2017

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

Investment Minimums

RSP Eligible Yes
PAC Allowed No
PAC Initial Investment -
PAC Subsequent -
SWP Allowed No
SWP Min Balance -
SWP Min Withdrawal -

Fees

MER 0.17%
Management Fee 0.15%
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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