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M* -- Bond Investors Facing Worst Losses in Years

edited March 2022 in Fund Discussions
No where to hide. Timely look at bond market conditions....
``It's unclear what the neutral rate is,” Vataru says. ``It's a slightly untethered market.”
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Worst Losses in Years
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Comments

  • Anybody else bailing on General bond funds? Even short duration funds have been hit hard, far worse than expected using interest rates alone.

  • Except for a tiny amount of PONAX and bond exposure via FMSDX and FBALX - Have been out of bonds since early last year. What's happening and will happen with gen. bonds has been well forecasted for a bit and without hyperbole imho.

    "One of the fundamental issues dogging the bond market is uncertainty about how high rates will actually need to be raised."
  • So what exactly are those of you who are out of bond funds or considering dumping your bond funds going to do with the cash or proceeds of same?
  • edited March 2022
    I referenced this a couple weeks ago and was told by someone I “hadn’t been to enough rodeos.”
    :)

    Bond funds are hurting big time this year. I’d expect such from longer dated ones. But some shorter term and intermediate term funds are getting banged up as well. Takes a lot of change in interest rates to bring about that kind of carnage in intermediate and shorter duration bond funds. If investors are fleeing, as I suspect, that worsens the situation as managers need to unload holdings before they mature and at the least unattractive valuations.

    Long predicted, rates are moving higher. I try and stick to an allocation model, so I’m not dumping all my bond funds. The portfolio is strong enough to stand up to a hit from any one area. But I have in recent years been shifting more into alternative type funds and out of both equities and bonds. Alternatives constitute 40% of my allocation now - the most ever. Included are multi-strategy, long-short, market neutral, hedged equity and style premia funds - plus probably some types I can’t remember.
    Mark said:

    So what exactly are those of you who are out of bond funds or considering dumping your bond funds going to do with the cash or proceeds of same?

    @Mark makes a good point. If you jump into cash you pretty much commit to very low returns. It you throw it all into equities you increase your risk - though it may not feel that way at the moment. Commodities have been hot a long time. Chase them at your own peril.

  • You can go all in on the interest rate trade and short treasuries with an inverse fund TBF or TBX.

    If interest rates continue to rise, PFIX will continue to do well.

    Or look at funds that have not crashed so far this year. RCTIX ICMUX RPHIX are down a bit but probably will not yield much and won't make a lot of money.

    Same thing is true of short duration bond funds like VUSFX.

    I am a bit concerned that RCTIX and ICMUX are sorta a black box, focused on RMBS and non agency MBS. Remember IOFIX?

    Lots of people are recommending dividend stocks. I am very reluctant to increase my equity exposure by buying dividend stocks just to get income. Consumer staples and Utilities are more resilient to market declines, but could still drop 20% in a major recession.

    Right now I am staying in cash and short term bonds funds, with some RCTIX ICMUX RPHIX and PFIX

    I am open to other ideas.
  • edited March 2022
    Kind of interesting that Equities are bouncing back while Bonds continue to languish. Are equities benefiting from a massive bond re-allocation?

    Particularly, high-dividend paying stocks. That has been the trend in 2022.
  • Took profit, cashed out of PTIAX. That fund has been our "piggy bank." My delicious wife is always coming up with new and different ways to spend. At least we have something to show for it. A lovely new home in a shit-hole Asian country, for one thing. Savers vs. Spenders: they say "opposites attract," eh? I'm paying-off some bills with the PTIAX money. Why not use "the house's money" to do that, eh? I'm sure the profit has been low to moderate, but we've certainly not LOST money, over the several years we've owned PTIAX. And anyhow, we needed the furniture.

    Very recently, i read a post, here or elsewhere, expressing that it makes sense to buy-back some beaten-down bond funds that you are convinced are otherwise solid, good investments. Then, in effect, the dividends are worth more than "face value." I can't find a good argument against that tactic. :)

    Apart from that particular angle, it seems to me that bonds are dead money, currently. I like to stick to a plan, with pre-decided percentages in my allocations between cash, bonds and stocks. (I'm just NOW, after all these years, starting to seriously grow my cash, in order to keep some dry powder handy.) I don't impulsively switch around, but with the world all screwed up the way it is right now, changes must be made to the portfolio. What that means for me is: more stocks, but stocks with good dividends. Those divs are a hedge against mediocre to bad market results. How long will the shit-show last? We shall see. The human race has, from the starting gun, been unable to get out of its own way, time and time again. Ever since we became self-aware creatures.
  • @JD_co

    I think it more likely reflects peoples' continuing belief that stocks will always go up, but they find it hard to see how a bond paying 2% will go up when interest rates are going to 4% and beyond

    I wonder how many investors in this market have ever seen a bear market that lasted more than a few weeks. 1998, 2008 anyone?

    I wasn't buying stocks in 1981 ( unfortunately) but my wife and I bought a lot ( seemed like a lot back then) of the Dreyfus Liquid Assets Fund. Anybody else remember?

  • My very uneducated take on bond funds is, they will continue to go down in total return as long as the FED is raising rates. But once they have achieved their goal and rates plateau, bond funds will be a good, safe investment again. That's not going to be this year but maybe 2023 or 2024. Who can predict.
    Very recently, i read a post, here or elsewhere, expressing that it makes sense to buy-back some beaten-down bond funds that you are convinced are otherwise solid, good investments.
    As far as buying beaten down bond funds, that makes no sense to me. It's the economic environment that is the problem. I don't care how good the bond fund was while the environment was good. The environment is not good now. Those funds aren't going to go up again until the environment stabilizes.
  • +1 @MikeM … +1 @sma3

    As far as @Mark question… “ So what exactly are those of you who are out of bond funds or considering dumping your bond funds going to do with the cash or proceeds of same?”… what is wrong with fleeing to equities? Greater risk? Given inflation and rising rates…cash is risk too, no? I think I’m splitting the difference by remaining in funds like FMSDX and FBALX expecting them to manage bond exposure better than me.
  • edited March 2022
    Crash said: “Very recently, i read a post, here or elsewhere, expressing that it makes sense to buy-back some beaten-down bond funds that you are convinced are otherwise solid, good investments. Then, in effect, the dividends are worth more than "face value." I can't find a good argument against that tactic.:)

    Might have been mine. I recently moved some excess cash from my household budget that won’t be needed for 6 months to a year out into PRIHX where it can “cohabitate” along with existing longer term money. The fund is categorized “intermediate term” but is so conservatively managed it behaves more like a short term high yield fund. Being down more than 5% YTD I felt it was worth the risk. I can’t predict the future. But I can tell you that should short / intermediate term rates reverse direction and begin trending downward, the fund will respond very favorably and outrun cash.

    Nothing ventured, nothing gained.
  • edited March 2022
    MikeM said:

    My … take on bond funds is, they will continue to go down in total return as long as the FED is raising rates.

    As of today the “Fed” has raised interest rates exactly once since 2018, and that one increase was in the amount of 0.25%. The Federal funds (overnight) lending rate has “soared” to a whopping 0.50% from the previous 0.25% rate. Peanuts. So what’s really happened? The Fed “Open Mouth Committee”, including Chairman Powell and numerous other Fed bank presidents, has been clamoring in front of cameras to say how they “may” need to lift that overnight rate higher in coming meetings this year. To a large extent you’ve witnessed a market induced knee-jerk reaction to these public “musings.” And the markets are now pricing in something like 7 additional quarter-point rate hikes this year.

    The bond market is way out ahead of the Federal Reserve Board at this time. What they eventually do will depend on the data (inflation, jobs numbers, housing starts, etc.) What the FOMC might like to do and what it eventually does are two different things.
  • edited March 2022
    This thread made me open my brokerage account to check how the MUNI funds I bought during the original taper tantrum (2013) are holding up. I am surprised to find that the NAV is +/- 2%. I expected the NAVs to be higher. The QQQ price I bought at the same time is now up 400%. I did not check both their performance until today. That was my first foray into MUNI funds and everybody extolled the benefits of bond funds. Obviously, I put more into the MUNI funds at that time than into QQQ. Even with interest rates steadily decreasing, the safety was illusory. What is a good investment depends on how much of one's energy (time and effort) it takes up.
  • I sold the vast majority of my bonds. Most is in cash-the rest is in etfs like COWZ SCHD QQQ ESGV in my ira accounts. When my profits start to erode in the equity etfs, I sell, taking small profits if necessary.
  • Bond TR includes (1) price changes and (2) reinvestment of income, and these act in opposite ways to rate changes. So, when rates rise, #1 is negative but #2 gets stronger; the reverse when rates fall. These 2 effects approximately balance out over the duration of the bond fund. That is behind the statement that bond fund TR is approximately the same as the initial rate at the purchase.

    Losses in bond funds are negatively related to their duration but tend to be self-limiting. Intermediate-term bond fund duration range is wide. MS/NT funds may use derivatives for duration management. So, there may be wide variations in the performance of bond funds.
  • I should have disclosed that my MUNI fund balance (all bought in 2013) is only 1% of my current PV and anything not in equities is in cash. I am not planning to buy any bond funds with that cash, which likely will just go to money market funds when their yields become meaningful.
  • edited March 2022
    Stating the obvious, these are very challenging times for fixed-income investors.
    I've exchanged my largest bond position (DODIX) for a stable value fund late last year.
    My other bond funds (VUSFX, RCTIX) are short-duration funds.
    I dislike the current investment environment and believe equities are more attractive than fixed-income.
    However, I can't assume the inherent risk of a 100% equity portfolio.
    I hold my nose while capital is allocated to low-yielding funds¹ guaranteed to generate negative real returns.



    ¹ RCTIX SEC yield of 4.38% is relatively high
  • Not to state what many other much smarter people than I have said: the cash is trash argument should be placed in the context of financial assets, not the cost of living. Even if inflation is running at 7% cash is not trash if stocks and bonds, or a mix, are in negative territory. Cash is not trash in 2022 as it has outperformed both stocks and bonds, generally speaking. As for bonds, I follow the advice that the best time to buy any asset is when there is blood in the streets. We are going through a 2008 moment for bonds. Of course there are sound arguments for why bonds are a terrible investment; that is what makes the moment. Just saw that there were net INFLOWS to fixed income ETFs last week. At some point fixed income will recover and those who bailed will wish they bought more instead. Will that happen next week, next year or even further down the road? I don't know, but at some point there will be a chart like those on PV that show a draw down and recovery, as it (almost) always has been.
  • You make a good point @hank that bond funds have fallen harder and sooner than the FED's 0.25% increase would indicate. I guess that is because like the equity markets, the bond market is also forward looking. I think many pundits believe the goal is to get to 3% by year end. Not sure where they believe the sweet spot is, but I wouldn't be surprised if they "ideally" target 4-6% over a few years if it correlates to full employment and inflation back to a normal 2-4%.

    Forward looking, within a year of reaching the sweet spot goal may be good times in bond-land again. Of course throw in another financial disaster and we're back at square one.

  • Another thing to watch is that the 30-day SEC yield of several bond funds are beginning to exceed their TTM yields because the average weighted-prices for bonds in funds have fallen. As rate-expectations (and bond prices) move ahead of actual rate hikes (this week was a good example of jawboning by Powell), a good time to add to bonds may be in the middle of rate hike regime and that may be in Fall 2022 (with 3-4 hikes out of the way).

    Note that 30-day SEC yield is the potential future TR for bonds.

    Another rule of thumb is to prefer stable-value (SV) funds when their guaranteed rates well exceed the 30-day SEC yield of bond funds under consideration (as now in many cases); but reverse when that situation changes.
  • edited March 2022
    Thanks for the analysis @MikeM. Sounds good. My rambling was mostly defensiveness since I’ve held on to my modest bond fund holdings (mainly DODLX) and even added a bit this week (PRIHX). I’d have been better to quote young Mark Twain who as an apprentice riverboat pilot once responded to a question from his superior:

    "I was gratified to be able to answer promptly and I did. I said I didn't know." :)
  • Citigroup just upped its forecast to include multiple hikes totaling 150 basis points in 2022, plus a few more individual hikes in 2023. Seems like the Fed is going to get a grip on inflation, even if it kills us.

    I'm somewhat happy just sitting on cash, thinking that it's a short term situation. I've added a bit to a few individual stock positions believing they may be a good spot to hide out... BMY, O, VZ, but am cautious.

    Frankly, I'm afraid of the next week or so in regards to Putin's next move in Ukraine. This reminds me of early 2020 when Covid was starting to reek havoc in Europe, and yet our stock market just ignored it and kept going higher. Until it didn't. I've asked myself several times since then why I didn't pay closer attention to what was going on, and the associated risks to our markets.
  • edited March 2022
    A part of me struggling to understand the handwringing for buy-and-hold investors.

    If you have a say 50/50 allocation between stocks and bonds, why would you not just rebalance? Take-advantage of the cheapness?

    I get it with trend-following or trading strategies, which I like, but don't long-term investors need to accept that some years will be worse than others, no matter what the asset class?

    I saw DODIX mentioned.

    Let's say by end of year, it's -9%. About its worst MAXDD. Don't two +9's get remembered, as in 2019 and 2020?

    Here are calendar year returns going back to 1990:

    Year Count: 32
    Worst Year: -2.9
    Best Year: 20.2
    Average Year: 6.4
    Sigma Year: 5.5

    YTD (thru 3/24): -5.6
    2021: -0.9
    2020: 9.4
    2019: 9.7
    2018: -0.3
    2017: 4.4
    2016: 5.6
    2015: -0.6
    2014: 5.5
    2013: 0.6
    2012: 7.9
    2011: 4.8
    2010: 7.2
    2009: 16.1
    2008: -0.3
    2007: 4.7
    2006: 5.3
    2005: 2
    2004: 3.6
    2003: 6
    2002: 10.7
    2001: 10.3
    2000: 10.7
    1999: -0.8
    1998: 8.1
    1997: 10
    1996: 3.6
    1995: 20.2
    1994: -2.9
    1993: 11.4
    1992: 7.8
    1991: 18.1
    1990: 7.4

    Granted, all during secular bond bull. But there were certainly some periods in there of rising rates, if not with concurrent inflation.

    Also, if there is sufficient liquidity, and there seems to be, why is selling a bond or TBill early bad? Can't you just pick-up another with the reduced principal but higher interest for the remainder of the planned term? Don't you end up in same place, less trading fee/bid spread?

    Now if liquidity is crashing, I get it (e.g., IOFIX in March 2020, I do remember and will never forget). Is that what the concern is for investors ... that there will not be enough liquidity with everybody running for the door in bond fund land, perhaps including the Fed?
  • Federal funds rates do not reflect the real interest rates changes his year. Treasury yields have gone up much more in the shorter maturities than longer.
    Last three month changes

    6 mo treasury up 0.78%
    1 year 1.2%
    2 year 1.4%
    5 year 1.1%
    30 year 0.6%

    15 year mortgage rates have risen even more:1.5% and 30 year rates about 1.6%.

    DODIX has a duration of 4.7 per M* so you would expect it to drop 4.7% for every 1 % increase, or 5.2% based on treasuries or up to 7% based on mortgages.

    It is down 5.5% YTD per M*

    These changes are also in line with short duration funds like VUSFX ( duration of 0.98) which is down 1%.

    If you use bond funds for income, you are now going to get more, although it will be a while before it makes up for the drop in NAV.
    If you use bond mutual funds for portfolio balancing and diversification, it may be a difficult time, because if interest rates continue to rise, NAVs will continue to fall, and this may occur just at the same time stocks fall too, if the war gets worse or there is a recession. This is not how "bonds as ballast" is supposed to work.

    An alternative is to look at individual bonds, where ( without a default) you are guaranteed the YTW return and to get your capital back. High rated 5 to 7 year corporates are yielding 2.5 to 3%. If inflation continues to increase, you will still loose money as the coupon rate will not increase, but you will get your principal back (of course it looses some purchasing power).

    There are also fixed term ETFs where all the bonds mature about the same time and the ETF terminates at the end of a specific year. You can set up a ladder with equal amounts in each year and roll this years redemption into an ETF on the top of the ladder. This is simpler than individual bonds, provides diversification and has a low expense ratio (0.18% for BSCM the 2022 Invesco product)

    ishares and Invesco both have lots of these available for corporate munis emerging market and high yield.

    https://www.kiplinger.com/investing/bonds/601759/build-a-bond-ladder
  • sma3 said:

    Federal funds rates do not reflect the real interest rates changes his year. Treasury yields have gone up much more in the shorter maturities than longer.
    Last three month changes

    6 mo treasury up 0.78%
    1 year 1.2%
    2 year 1.4%
    5 year 1.1%
    30 year 0.6%

    15 year mortgage rates have risen even more:1.5% and 30 year rates about 1.6%.

    DODIX has a duration of 4.7 per M* so you would expect it to drop 4.7% for every 1 % increase, or 5.2% based on treasuries or up to 7% based on mortgages.

    It is down 5.5% YTD per M*

    These changes are also in line with short duration funds like VUSFX ( duration of 0.98) which is down 1%.

    If you use bond funds for income, you are now going to get more, although it will be a while before it makes up for the drop in NAV.
    If you use bond mutual funds for portfolio balancing and diversification, it may be a difficult time, because if interest rates continue to rise, NAVs will continue to fall, and this may occur just at the same time stocks fall too, if the war gets worse or there is a recession. This is not how "bonds as ballast" is supposed to work.

    An alternative is to look at individual bonds, where ( without a default) you are guaranteed the YTW return and to get your capital back. High rated 5 to 7 year corporates are yielding 2.5 to 3%. If inflation continues to increase, you will still loose money as the coupon rate will not increase, but you will get your principal back (of course it looses some purchasing power).

    There are also fixed term ETFs where all the bonds mature about the same time and the ETF terminates at the end of a specific year. You can set up a ladder with equal amounts in each year and roll this years redemption into an ETF on the top of the ladder. This is simpler than individual bonds, provides diversification and has a low expense ratio (0.18% for BSCM the 2022 Invesco product)

    ishares and Invesco both have lots of these available for corporate munis emerging market and high yield.

    https://www.kiplinger.com/investing/bonds/601759/build-a-bond-ladder


    I heard of these ETFs but not quite sure how they work. The article says at the end of the term you get back your money plus capital gains. Does this mean you are guaranteed not to lose any principal if you hold on until the end of the ETF's term, same as if you bought an individual bond? Would this hold true if you bought in the middle of the term?
  • edited March 2022
    Thank you @sma3. (BTW. I've always liked that name!) Yes, similar to @wxman123, I did not know there were fixed term ETFs. Very cool.

    Individual bonds, on other hand, I'm somewhat familiar with. I do suspect that if investors could hold IG bond certificates at home or in a safety deposit box, while receiving regular dividend drops in the mail or checking account, there would not be the outcry we have been bombarded with since autumn last year.
  • Term ETF will redeem at NAV at termination at its prevailing price that may be higher, lower or same (i.e. unrelated) to the initial/inception price. Thinking is that it may be more diversified than holding a single bond to maturity but may act in similar ways.

    There are several term CEFs now that may benefit from closing of the discounts at termination.
  • Lots of "may"s in that there...
  • edited March 2022
    Bonds or not, I finished slightly ahead of my tri-fund benchmark today. That’s all I really care about at day’s end. Things go up. Things go down.

    Good discussion everyone.
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