Duration of bond funds

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Yokohama
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Joined: Tue Mar 20, 2018 9:25 am

Duration of bond funds

Post by Yokohama »

How can I find the average duration of bonds in a fund? Especially, I would like to look up the average duration of bonds in the following two funds:

- Smart-i 先進国債券インデックス(為替ヘッジあり)
- eMAXIS Slim 先進国債券インデックス

Is anybody aware of a bond fund with a short duration (1 or 2 years)?
sutebayashi
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Re: Duration of bond funds

Post by sutebayashi »

The eMAXIS one has a duration of 6.4 mentioned in this monthly report:
https://www.am.mufg.jp/pdf/geppou/25266 ... 202402.pdf
(デュレーション)

I haven’t looked for mutual funds specifically, but there are US ETFs that are specifically shorter duration, and others that are quite the opposite.
TokyoWart
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Location: Tokyo

Re: Duration of bond funds

Post by TokyoWart »

And the duration of Smart-i 先進国債券インデックス(為替ヘッジあり) is 6.62 years

https://doc.wam.abic.co.jp/ap02rs/conte ... 5178_m.pdf
Tsumitate Wrestler
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Re: Duration of bond funds

Post by Tsumitate Wrestler »

ETFs are the way to go for specific durations.

1-3 months treasuries all the way to 20 year + are available in yen terms.

There are also Austrian, European etc.

Also Rakuten and SBI etc have a decent selection of individual bonds you can buy and hold directly.
Yokohama
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Re: Duration of bond funds

Post by Yokohama »

Thanks all, very helpful!
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