Long-Term Inv Grd Bond 2
1. Long-Term Inv Grd Bond: VCLT
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VCLT Vanguard Long-Term Corporate Bond ETF | Corporate Bonds | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Long-Term Inv Grd Bond 2, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VCLT
Returns By Period
As of Nov 13, 2024, the Long-Term Inv Grd Bond 2 returned 0.29% Year-To-Date and 2.63% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Long-Term Inv Grd Bond 2 | 0.29% | -2.08% | 3.08% | 11.14% | -1.17% | 2.63% |
| Portfolio components: | ||||||
VCLT Vanguard Long-Term Corporate Bond ETF | 0.29% | -2.08% | 3.08% | 11.14% | -1.17% | 2.63% |
Monthly Returns
The table below presents the monthly returns of Long-Term Inv Grd Bond 2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.80% | -2.71% | 1.95% | -4.91% | 2.96% | 0.31% | 3.24% | 2.19% | 2.76% | -4.39% | 0.29% | ||
| 2023 | 7.69% | -5.81% | 4.59% | 0.70% | -2.86% | 1.84% | -0.29% | -2.05% | -5.44% | -4.13% | 11.22% | 6.83% | 11.17% |
| 2022 | -5.02% | -3.14% | -3.29% | -9.97% | 1.82% | -4.64% | 5.46% | -5.47% | -8.49% | -2.05% | 9.92% | -2.48% | -25.50% |
| 2021 | -2.81% | -3.35% | -2.47% | 1.64% | 0.71% | 4.02% | 2.20% | -0.42% | -2.25% | 1.73% | 0.36% | -0.82% | -1.73% |
| 2020 | 3.84% | 1.36% | -8.42% | 5.59% | 2.04% | 2.53% | 5.72% | -3.84% | -0.32% | -0.87% | 6.11% | -0.19% | 13.28% |
| 2019 | 4.03% | -0.48% | 4.51% | 0.18% | 2.38% | 4.30% | 0.86% | 5.70% | -1.08% | 0.28% | 1.02% | 0.18% | 23.89% |
| 2018 | -1.10% | -3.81% | 0.94% | -2.47% | 0.51% | -1.11% | 2.17% | -0.32% | -0.27% | -3.58% | -0.82% | 2.83% | -7.03% |
| 2017 | 0.15% | 1.82% | -0.65% | 1.19% | 2.47% | 1.15% | 0.78% | 1.17% | 0.01% | 0.71% | 0.17% | 2.20% | 11.70% |
| 2016 | -0.40% | 1.04% | 6.39% | 2.32% | -0.33% | 4.74% | 2.55% | 0.16% | -0.45% | -2.49% | -4.89% | 2.14% | 10.77% |
| 2015 | 5.64% | -3.19% | 0.18% | -2.03% | -2.86% | -3.68% | 2.77% | -2.12% | 1.41% | 0.96% | -0.26% | -1.28% | -4.77% |
| 2014 | 3.65% | 1.38% | 0.84% | 2.59% | 1.86% | 0.07% | 0.10% | 3.26% | -2.96% | 2.30% | 0.60% | 1.78% | 16.41% |
| 2013 | -2.27% | 1.73% | -1.10% | 4.50% | -5.81% | -4.42% | 0.98% | -1.46% | 0.57% | 2.50% | -0.93% | 0.85% | -5.18% |
Expense Ratio
Long-Term Inv Grd Bond 2 has an expense ratio of 0.04%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Long-Term Inv Grd Bond 2 is 7, indicating that it is in the bottom 7% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VCLT Vanguard Long-Term Corporate Bond ETF | 1.19 | 1.74 | 1.20 | 0.46 | 3.71 |
Dividends
Dividend yield
Long-Term Inv Grd Bond 2 provided a 4.98% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.98% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% | 4.29% | 4.83% |
| Portfolio components: | ||||||||||||
VCLT Vanguard Long-Term Corporate Bond ETF | 4.98% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% | 4.29% | 4.83% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.34 | $0.29 | $0.32 | $0.32 | $0.32 | $0.32 | $0.31 | $0.33 | $0.32 | $0.34 | $3.20 | |
| 2023 | $0.00 | $0.31 | $0.28 | $0.31 | $0.30 | $0.32 | $0.31 | $0.32 | $0.30 | $0.33 | $0.34 | $0.64 | $3.74 |
| 2022 | $0.00 | $0.29 | $0.24 | $0.26 | $0.28 | $0.29 | $0.27 | $0.28 | $0.29 | $0.28 | $0.29 | $0.60 | $3.36 |
| 2021 | $0.00 | $0.28 | $0.25 | $0.28 | $0.27 | $0.28 | $0.27 | $0.28 | $0.27 | $0.28 | $0.27 | $0.54 | $3.25 |
| 2020 | $0.00 | $0.32 | $0.29 | $0.34 | $0.30 | $0.31 | $0.27 | $0.29 | $0.28 | $0.27 | $0.29 | $0.55 | $3.51 |
| 2019 | $0.00 | $0.32 | $0.29 | $0.34 | $0.31 | $0.34 | $0.31 | $0.34 | $0.34 | $0.32 | $0.33 | $0.63 | $3.87 |
| 2018 | $0.00 | $0.31 | $0.29 | $0.36 | $0.31 | $0.34 | $0.31 | $0.33 | $0.31 | $0.32 | $0.34 | $0.67 | $3.88 |
| 2017 | $0.00 | $0.27 | $0.34 | $0.32 | $0.32 | $0.32 | $0.32 | $0.32 | $0.32 | $0.33 | $0.32 | $0.67 | $3.84 |
| 2016 | $0.00 | $0.29 | $0.34 | $0.31 | $0.32 | $0.33 | $0.32 | $0.32 | $0.32 | $0.33 | $0.31 | $0.68 | $3.87 |
| 2015 | $0.00 | $0.28 | $0.31 | $0.34 | $0.34 | $0.33 | $0.33 | $0.33 | $0.33 | $0.33 | $0.33 | $0.69 | $3.94 |
| 2014 | $0.00 | $0.34 | $0.33 | $0.34 | $0.32 | $0.32 | $0.34 | $0.33 | $0.34 | $0.33 | $0.33 | $0.66 | $3.97 |
| 2013 | $0.33 | $0.34 | $0.34 | $0.35 | $0.32 | $0.33 | $0.34 | $0.35 | $0.34 | $0.31 | $0.33 | $0.33 | $4.01 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Long-Term Inv Grd Bond 2. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Long-Term Inv Grd Bond 2 was 34.31%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current Long-Term Inv Grd Bond 2 drawdown is 19.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.31% | Sep 23, 2021 | 274 | Oct 24, 2022 | — | — | — |
| -28.19% | Mar 9, 2020 | 9 | Mar 19, 2020 | 76 | Jul 8, 2020 | 85 |
| -13.65% | May 3, 2013 | 77 | Aug 21, 2013 | 174 | May 1, 2014 | 251 |
| -11.72% | Feb 2, 2015 | 102 | Jun 26, 2015 | 236 | Jun 3, 2016 | 338 |
| -10.92% | Aug 7, 2020 | 154 | Mar 18, 2021 | 96 | Aug 4, 2021 | 250 |
Volatility
Volatility Chart
The current Long-Term Inv Grd Bond 2 volatility is 4.07%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.