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ABC Company Retirement Plan
Vanguard Total Bond Market Index Adm - VBTLX
Monitoring Rating: Pass
Objective
The investment seeks the performance of Bloomberg Barclays
U.S. Aggregate Float Adjusted Index. Bloomberg Barclays U.S.
Aggregate Float Adjusted Index represents a wide spectrum of
public, investment-grade, taxable, fixed income securities in
the United States-including government, corporate, and
international dollar-denominated bonds, as well as mortgage-
backed and asset-backed securities-all with maturities of more
than 1 year. All of its investments will be selected through the
sampling process, and at least 80% of its assets will be
invested in bonds held in the index.
Statistics
Inception Date
12/11/1986
Manager Tenure
4.41
Assets($1000s)
$183,445,385
Net Exp Ratio
0.05
12b-1 Fees
-
Average Mkt Cap($1000s)
-
# of Holdings
17,445
% of Assets in Top 10
4.37
Risk Characteristics
VBTLX Cat Avg
3 Yr Std Dev
3.11 2.80
5 Yr Std Dev
3.00 2.90
5 Yr Beta
1.04 0.93
5 Yr Alpha
-0.16 0.38
5 Yr Sharpe
0.66 0.80
5 Yr Information Ratio
-0.27 0.02
5 Yr Tracking Error
0.29 1.09
5 Yr Upside Capture
102.37 100.52
5 Yr Downside Capture
107.12 92.45
5 Yr Batting Avg
0.48 0.52
Excess Returns vs. Category/Index
vs BBgBarc US Agg Bond TR USD
vs Category Avg
1
0
-1
-2
10-Yr
5-Yr
3-Yr
12-Month
3-Month
-0.03
-0.08
-0.05
-0.13
0.03
0.15
-0.32
0.21
-1.38
-0.01
Calendar Year Performance
2012
2013
2014
2015
2016
VBTLX
4.15
-2.15
5.89
0.40
2.60
Cat Avg
6.64
-1.44
5.34
-0.19
3.24
Index
4.21
-2.02
5.97
0.55
2.65
Cat Rank
84
69
32
30
64
Fixed Income Style
Quality
Duration
Maturity
Yield
VBTLX
AA
6.14
8.30
2.57
Cat Avg
BelowB
5.46
8.07
3.17
Sector Allocation vs. Category
40
20
0
-20
-40
Government
Municipal
Corporate
Securitized
Cash&Equivalents
Derivatives
21.02
-0.67
-4.73
-13.95
0.06
-0.22
+/-Category Avg
Asset Allocation
Other (0.02%)
Non-US Bonds (9.62%)
US Bonds (88.07%)
Non-US Stocks (0.00%)
US Stocks (0.00%)
Cash (2.29%)