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Benchmarks

Bloomberg

Overview
CRSP
Center for Research in Security Prices
FTSE
The FTSE Global Equity Index Series
SPDJI
S&P Dow Jones Indices
MSCI
Morgan Stanley Capital International 
Bloomberg
Fixed Income Indexes

Bloomberg benchmark methodology

 

Bloomberg is the leading provider of fixed income indexes, offering unmatched market coverage and a full suite of customized solutions for client benchmarking/beta needs. The index platform brings together the family of broad-based fixed income benchmarks published by Lehman Brothers since 1973 and Bloomberg’s market leading family of inflation-linked and swaps indexes.

To ensure accurate reflection of a given market, the Bloomberg indexes we seek to track contain only those bonds that are available on the open market. Bonds must also pass screens for liquidity (in most cases a minimum size of USD 240 million) and quality (minimum of BBB_ or higher) to be included in an index. Bloomberg rebalances its indexes monthly.

Bloomberg website

All investments, including those that seek to track indexes, are subject to risk, including the possible loss of principal. Diversification does not ensure against a profit or protect against a loss in a declining market. While ETFs are designed to be as diversified as the original indexes they seek to track and can provide greater diversification than an individual investor may achieve independently, any given ETF may not be a diversified investment. Investments in bonds are subject to call risk, credit risk, income risk and interest rate risk. Please see the Vanguard ETFs’ prospectus for a description of the unique risks applicable to bond investing. Foreign investing involves additional risks, including currency fluctuations and political uncertainty.