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Vanguard treasury bond index fund tracking error

The following tables provide tracking error data for Vanguard treasury bond index funds. Tracking error is the ultimate measure of judging an index fund manager’s performance. Vanguard offers four treasury bond index funds, three nominal treasury bond funds, covering short-term,

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Posted in Bonds, Indexing, Market statistics, Mutual funds

Portfolio Diversification: REITs and International/Emerging Bonds

Vanguard and others have put a lot of emphasis on bonds diversification using international bonds in recent years, while the Bogleheads community mostly shrugged. This article studies the effect of such diversification through backtesting techniques, looking at both regular International bonds and Emerging Market bonds. We’ll take a close look by studying monthly returns to better analyze the volatility and correlation properties of various portfolios. Then we’ll perform a similar study about diversification of equities with domestic, global or international real estate funds.

Posted in Asset allocation, Bonds, International stocks, Market history, Market statistics, Portfolios, REITS

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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Posted in Bonds, Vanguard

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
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