Sentences with phrase «aggregate bond total»

The Bloomberg Barclays U.S. Aggregate Bond Total Return index is up approximately 3.1 % year to date, on track to put up the best return since 2014.

Not exact matches

But that total is dwarfed by the more than $ 1.5 trillion invested in intermediate - term portfolios (3.5 - to six - year average duration), which include core bond funds hewing to the Bloomberg Barclays U.S. Aggregate index.

The Vanguard Total Bond Market Index fund and the iShares Core U.S. Aggregate Bond fund each lost 1.5 percent in the quarter.

Through November 24, the S&P National AMT - Free Municipal Bond Total Return Index had returned 4.41 %, versus 3.39 % for the Bloomberg Barclays US Aggregate Bond Index (source: Bloomberg, as of 11/24/2017).

The most - recent ETF launched by Bloomberg Barclays U.S. Aggregate Bond Index was the Portfolio + Total Bond Market ETF (PPTB) in February 2018.

The Portfolio + Total Bond Market ETF aims to provide 1.25 x daily leveraged exposure to the Bloomberg Barclays US Aggregate Bond Index.

The negative 0.08 % total return for the Barclays Aggregate Bond Index might lead them to think there's something very wrong going on.

The one - day loss for many funds, including Vanguard Total Bond Market, iShares Core U.S. Aggregate Bond, Pimco Total Return and Metropolitan West Total Return, while less than a half a percentage point, still amounted to more than 10 percent of their current yield.

If an investor had moved $ 100,000 into bonds that day, it would be worth $ 124,033, based on the total return of the Barclays U.S. Aggregate Bond Index through Thursday, according to investment researcher Morningstar.

While this only goes back to 1999, it would still be insightful to compare these two indexes on a year by year and aggregate basis for total return and volatility to get a true sense of the difference that treasury bond duration makes.

2) 65 % stocks represented by the S&P 500 Total Return Index and 35 % bonds represented by the Barclays U.S. Aggregate Bond Index.

3) 48.75 % U.S. stocks represented by the S&P 500 Total Return Index, 16.25 % international stocks represented by the MSCI EAFE NR Index, and 35 % bonds represented by the Barclays U.S. Aggregate Bond Index.

Vanguard offers the currency - hedged Vanguard Total International Bond ETF (BNDX) at a price of 0.15 %, and iShares offers the very similar $ 188 million iShares Core International Aggregate Bond ETF (IAGG) for an expense ratio of 0.11 %.

Using daily S&P 500 Total Return Index returns, Barclays US Aggregate Bond Index returns and closing bid / ask quotes for S&P 500 Index options equity options (with returns calculated in excess of the risk - free rate) during 1996 through 2015, they find that:

It maintains two disparate benchmarks, S&P 500 Price Index SPX (excludes dividends) and Barclay's Aggregate U.S. Bond Total Return Index.

I took the monthly total returns for the Barclays Aggregate Bond Index and combined them with the total returns for the S&P 500 Index and ran some numbers.

Here are the total returns for the first six months of 2011 for the S&P 500, S&P Midcap 400, S&P Smallcap 600, MSCI EAFE, MSCI ACWI ex US, Barclay's Aggregate Bond Index, Crude Oil, and Gold.

However, by combining that fund with a traditional index exposure like the iShares Core U.S. Aggregate Bond ETF (AGG) we limit the total amount of active risk in fixed income.

The easiest way to get diversified bond exposure is to invest in a total U.S. bond market index fund or ETF that tracks a benchmark like the Barclays U.S. Aggregate Bond Inbond exposure is to invest in a total U.S. bond market index fund or ETF that tracks a benchmark like the Barclays U.S. Aggregate Bond Inbond market index fund or ETF that tracks a benchmark like the Barclays U.S. Aggregate Bond InBond Index.

The investment - grade corporate component of the aggregate index, as measured by the S&P U.S. Investment Grade Corporate Bond Index, is 29 % of the parent index, and has contributed 1.09 % of total return YTD, while also providing -1.44 % return MTD.

Mutual fund buyers can invest in Fidelity U.S. Bond Index Premium Class (0.05 %), Schwab U.S. Aggregate Bond Index Fund (0.04 %) and Vanguard Total Bond Market Index Admiral Shares (0.05 %).

ETF investors should check out iShares Core U.S. Aggregate Bond ETF (0.05 %), Schwab U.S. Aggregate Bond ETF (0.04 %) and Vanguard Total Bond Market ETF (0.05 %).

The percentages of the Portfolio's assets allocated to each Underlying Fund are: Vanguard Total Bond Market II Index Fund 14 % Vanguard Total International Bond Index Fund 5 % Vanguard Short - Term Inflation - Protected Securities Index Fund 6 % Vanguard Federal Money Market Fund 75 % Through its investment in Vanguard Total Bond Market II Index Fund, the Portfolio indirectly invests in a broadly diversified collection of securities that, in the aggregate, approximates the Bloomberg Barclays U.S. Aggregate Float Adjusted Index in terms of key risk factors and other charactaggregate, approximates the Bloomberg Barclays U.S. Aggregate Float Adjusted Index in terms of key risk factors and other charactAggregate Float Adjusted Index in terms of key risk factors and other characteristics.

The Vanguard U.S. Aggregate Bond (CAD - hedged) will hold the US - listedVanguard Total Bond Market (BND), while the Vanguard Global ex-U.S. Aggregate Bond (CAD - hedged) will be a Canadian wrap for the Vanguard Total International Bond (BNDX), except that it will be hedged to the Canadian dollar instead of the greenback.

Formerly the Lehman Brothers Aggregate Bond Index, the Barclays Capital Aggregate Bond Index (sometimes abbreviated as «Barcap») is a broad - based bond index composed of a total of more than 6,000 individual boBond Index, the Barclays Capital Aggregate Bond Index (sometimes abbreviated as «Barcap») is a broad - based bond index composed of a total of more than 6,000 individual boBond Index (sometimes abbreviated as «Barcap») is a broad - based bond index composed of a total of more than 6,000 individual bobond index composed of a total of more than 6,000 individual bonds.

For example, a total U.S bond market index fund that tracks the Bloomberg Barclays U.S. Aggregate Bond Index — a good proxy for the taxable bond market overall — currently has a duration of about six yebond market index fund that tracks the Bloomberg Barclays U.S. Aggregate Bond Index — a good proxy for the taxable bond market overall — currently has a duration of about six yeBond Index — a good proxy for the taxable bond market overall — currently has a duration of about six yebond market overall — currently has a duration of about six years.

Other prominent indexes include the DJ Wilshire 5000 (total stock market), the MSCI EAFE (foreign stocks in Europe, Australasia, Far East) and the Barclays US Aggregate Bond Index (total bond markBond Index (total bond markbond market).

You might purchase a bond fund that focuses on higher - quality U.S. bonds, which is what you get with total bond market index funds like Schwab U.S. Aggregate Bond Index Fund and Vanguard Total Bond Market Index Fbond fund that focuses on higher - quality U.S. bonds, which is what you get with total bond market index funds like Schwab U.S. Aggregate Bond Index Fund and Vanguard Total Bond Market Index total bond market index funds like Schwab U.S. Aggregate Bond Index Fund and Vanguard Total Bond Market Index Fbond market index funds like Schwab U.S. Aggregate Bond Index Fund and Vanguard Total Bond Market Index FBond Index Fund and Vanguard Total Bond Market Index Total Bond Market Index FBond Market Index Fund.

So that's 40 % in the BMO Aggregate Bond Index ETF (ZAG), and 20 % each in the iShares Core S&P / TSX Composite Index ETF (XIC), iShares MSCI EAFE IMI Index Fund (XEF), and the Vanguard Total U.S. Market (VUN).

The S&P Global Developed Aggregate Ex-Collateralized Bond Index (USD), which seeks to track the performance of investment - grade debt issued by sovereign, quasi-sovereign, foreign government, and corporate entities in developed countries, delivered a total return of 7.64 % in 2017.

AGG (iShares Barclays Aggregate Bond), DBC (PowerShares DB Commodity Index), EFA (iShares MSCI EAFE), VNQ (Vanguard MSCI U.S. REIT), and VTI (Vanguard MSCI Total U.S. Stock Market)

For instance, we can now run a simple calculation using an aggregate bond index with duration of 5.5 years and the total stock market with duration of 25 years:

You will be provided a single bond limit for individual jobs and an aggregate bond limit, which is the total of all active bonds.

In contrast, the treasury and sovereign components of the Bloomberg Barclays Global Aggregate Bond Index totaled 55 % (see Exhibit 1).

** Consists of the Bloomberg Barclays U.S. Aggregate Float Adjusted Bond Index (40 %), the CRSP US Total Market Index (35 %), the FTSE Global All Cap ex US Index (15 %), and the Bloomberg Barclays Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged (10 %).

Prior to 10/17/2017, the SPDR Portfolio Total Stock Market (SPTM) was known as the SPDR Russell 3000 ETF (THRK), the SPDR Portfolio Large Cap ETF (SPLG) was known as the SPDR Russell 1000 ETF (ONEK), the SPDR Portfolio Mid Cap ETF (SPMD) was known as the SPDR S&P 1000 ETF (SMD), the SPDR Portfolio Small Cap ETF (SPSM) was known as the SPDR Russell 2000 ETF (TWOK), the SPDR Portfolio S&P 500 Growth ETF (SPYG) was known as the SPDR S&P 500 Growth ETF (SPYG), the SPDR Portfolio S&P 500 Value ETF (SPYV) was known as the SPDR S&P 500 Value ETF (SPYV), the SPDR Portfolio S&P 500 High Dividend ETF (SPYD) was known as the SPDR S&P 500 High Dividend ETF (SPYD), Prior to 12/07/2017, the SPDR Portfolio Developed World ex-US ETF (SPDW) was known as the SPDR Portfolio World ex-US ETF (SPDW), prior to 10/16/2017, it was known as the SPDR S&P World ex-US ETF (GWL), the SPDR Portfolio Emerging Markets ETF (SPEM) was known as the SPDR S&P Emerging Markets ETF (GMM), the SPDR Portfolio Aggregate Bond ETF (SPAB) was known as the SPDR Bloomberg Barclays Aggregate Bond ETF (BNDS), the SPDR Portfolio Short Term Corporate Bond ETF (SPSB) was known as the SPDR Bloomberg Barclays Short Term Corporate Bond ETF (SCPB), the SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) was known as the SPDR Bloomberg Barclays Intermediate Term Corporate Bond ETF (ITR), the SPDR Portfolio Long Term Corporate Bond ETF (SPLB) was known as the SPDR Bloomberg Barclays Long Term Corporate Bond ETF (LWC), the SPDR Portfolio Short Term Treasury ETF (SPTS) was known as the SPDR Bloomberg Barclays Short Term Treasury ETF (SST), and the SPDR Portfolio Long Term Treasury ETF (SPTL) was known as the SPDR Bloomberg Barclays Long Term Treasury ETF (TLO).

The percentages of the Portfolio's assets allocated to each Underlying Fund are: Vanguard Total Bond Market II Index Fund 70 % Vanguard Total International Bond Index Fund 17.50 % Vanguard Institutional Total Stock Market Index Fund 8.75 % Vanguard Total International Stock Index Fund 3.75 % Through its investment in Vanguard Total Bond Market II Index Fund, the Portfolio indirectly invests in a broadly diversified collection of securities that, in the aggregate, approximates the Bloomberg Barclays U.S. Aggregate Float Adjusted Index in terms of key risk factors and other charactaggregate, approximates the Bloomberg Barclays U.S. Aggregate Float Adjusted Index in terms of key risk factors and other charactAggregate Float Adjusted Index in terms of key risk factors and other characteristics.

** Consists of the Bloomberg Barclays U.S. Aggregate Float Adjusted Bond Index (70 %), the Bloomberg Barclays Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged (17.5 %), the CRSP US Total Market Index (8.75 %), the FTSE Global All Cap ex US Index (3.75 %).

** Consists of the Bloomberg Barclays U.S. Aggregate Float Adjusted Bond Index (60 %), the CRSP US Total Market Index (17.5 %), the Bloomberg Barclays Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged (15 %), and the FTSE Global All Cap ex US Index (7.5 %).

You can easily reap the benefits of a broadly diversified portfolio of Treasuries as well other investment - grade bonds by investing in a total U.S. bond market index fund or ETF that tracks a benchmark like the Barclays U.S. Aggregate bond index.

The default positions are VTI (Vanguard Total Stock Market ETF) at 40 %, EFA (iShares MSCI EAFE ETF) at 20 %, and AGG (iShares Core U.S. Aggregate Bond ETF) at 40 %.

Notes: U.S. stocks represented by Dow Jones U.S. Total Stock Market Index through April 2005, MSCI US Broad Market Index through June 2013 and CRSP US Total Market Index thereafter; emerging markets stocks are represented by MSCI Emerging Markets Index; REITs by FTSE NAREIT Equity REIT Index; dividend stocks by Dow Jones U.S. Select Dividend Index; commodities by S&P GSCI Commodity Index; high yield bonds by Bloomberg Barclays U.S. Corporate High Yield Bond Index; emerging markets bonds by Bloomberg Barclays EM USD Aggregate Index; investment - grade corporate bonds by Bloomberg Barclays U.S. Corporate Index; U.S. Treasury bonds by Bloomberg Barclays U.S. Treasury Bond Index; Hedge fund index by HFRI fund - weighted total return Index and international bonds by Bloomberg Barclays Global Aggregate ex-USD Bond ITotal Stock Market Index through April 2005, MSCI US Broad Market Index through June 2013 and CRSP US Total Market Index thereafter; emerging markets stocks are represented by MSCI Emerging Markets Index; REITs by FTSE NAREIT Equity REIT Index; dividend stocks by Dow Jones U.S. Select Dividend Index; commodities by S&P GSCI Commodity Index; high yield bonds by Bloomberg Barclays U.S. Corporate High Yield Bond Index; emerging markets bonds by Bloomberg Barclays EM USD Aggregate Index; investment - grade corporate bonds by Bloomberg Barclays U.S. Corporate Index; U.S. Treasury bonds by Bloomberg Barclays U.S. Treasury Bond Index; Hedge fund index by HFRI fund - weighted total return Index and international bonds by Bloomberg Barclays Global Aggregate ex-USD Bond ITotal Market Index thereafter; emerging markets stocks are represented by MSCI Emerging Markets Index; REITs by FTSE NAREIT Equity REIT Index; dividend stocks by Dow Jones U.S. Select Dividend Index; commodities by S&P GSCI Commodity Index; high yield bonds by Bloomberg Barclays U.S. Corporate High Yield Bond Index; emerging markets bonds by Bloomberg Barclays EM USD Aggregate Index; investment - grade corporate bonds by Bloomberg Barclays U.S. Corporate Index; U.S. Treasury bonds by Bloomberg Barclays U.S. Treasury Bond Index; Hedge fund index by HFRI fund - weighted total return Index and international bonds by Bloomberg Barclays Global Aggregate ex-USD Bond Itotal return Index and international bonds by Bloomberg Barclays Global Aggregate ex-USD Bond Index.

60/40 benchmark is 42 % Spliced Total Stock Market Index (Dow Jones U.S. Total Stock Market Index (formerly known as the Dow Jones Wilshire 5000 Index) through April 22, 2005; MSCI US Broad Market Index through June 2, 2013; and CRSP US Total Market Index thereafter); 18 % Spliced Total International Stock Index (Total International Composite Index through August 31, 2006; MSCI EAFE + Emerging Markets Index through December 15, 2010; MSCI ACWI ex USA IMI Index through June 2, 2013; and FTSE Global All Cap ex US Index thereafter); 40 % Spliced Bloomberg Barclay's US Aggregate Float Adjusted Bond Index (Bloomberg Barclays U.S. Aggregate Bond Index through December 31, 2009; Bloomberg Barclays U.S. Aggregate Float Adjusted Index thereafter) through May, 2013; thereafter, fixed income portion is 28 % Spliced Bloomberg Barclay's U.S. Aggregate Bond Index, 12 % Bloomberg Barclays Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged; after December 2014 equity portion of the benchmark is 36 % Spliced Total Stock Market Index, 24 % Spliced Total International Stock Index.