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Vanguard Long-Term Corporate Bond Index Fund ETF Shares (VCLT)

81.70 +0.04 (+0.05%)
At close: September 20 at 4:00 PM EDT

ETF Summary

The fund employs an indexing investment approach designed to track the performance of the Bloomberg U.S. 10+ Year Corporate Bond Index. This index includes U.S. dollar-denominated, investment-grade, fixed-rate, taxable securities issued by U.S. and non-U.S. industrial, utility, and financial companies, with maturities greater than 10 years. Under normal circumstances, at least 80% of the fund's assets will be invested in bonds included in the index.

Risk Overview

Performance & Risk

YTD Return 5.35%
5y Average Return -0.24%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 2.09
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VCLTCategory AverageVCLTCategory AverageVCLTCategory Average
Alpha 3.15 1.78 2.43 1.6 1.52 1.19
BETA 2.09 1.83 2.21 1.93 2.21 2
Mean Annual Return -0.4 -0.39 -0.01 -0.03 0.28 0.25
R-squared 94.55 94.08 84.51 86.36 82.72 85.57
Standard Deviation 16.17 14.18 14.9 12.87 11.95 10.57
Sharpe Ratio -0.53 -0.6 -0.17 -0.22 0.14 0.12
Treynor Ratio -4.57 -5.07 -1.65 -1.87 0.43 0.4

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