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Bogle: We Need to Fix the Bond Index

edited April 2013 in Fund Discussions
http://www.morningstar.com/cover/videocenter.aspx?id=592689

Basically because of Foreign owners Threasuries the Barclays Aggregate Bond Index is not representative of the market so a new index should be created.

Meanwhile, he is recommending holding some corporate short/intermediate bond fund offset the heavy Chinese bond holdings in the aggregate.


Comments

  • beebee
    edited April 2013
    A fund I noticed recently, PRVBX, is invested in the types of assets Bogle is suggesting. It has an amazing 7% 1 year return. Only $16 milliom AUM. M Cuggino is the manager. Here a link to recent I started on this tiny fund:

    MFO discussion

    M* breaks this fund down this way:

    image
  • I am sure you can find better bond funds than this one. Recent performance does not mean much.
  • beebee
    edited April 2013
    Reply to @Investor:

    It's your thread...suggestions?

    My point is that recent performance is exactly what an investor should look at...especially, in light of a call from a legend. Bogle makes a call...you report it here. I agree with Bogle's assessment. Point out a potential fund that has outperformed recently as a result of those asset choices and you dismiss it as,
    "Recent performance does not mean much."

    You were wrong when I metioned including BTTRX (Zero coupon LT Treasuries) as a way of safely complimenting the equity market back about 2-3 years ago as the FED started dropping interest rates...so your opinion is suspect...IMHO. Here's what owning VTI (the total equity market) and BTTRX (Zero coupon LT Treasuries) would have produced over th last three years. Combining the two would have been the smoothest of rides:

    image


    My point is, Identifying early outperform is worth watching. I have done that successful in the past and PRVBX seem worthy of that watchlist.

    Thanks for the article...owning a solid short term investment grade (corporate) fund that follow Bogle's assessment would be worth considering. Here are a few short term corporates I have owned: USSBX, PLDDX, and VFSTX.

    Finally, a manager who is flexible enough to navaigate this space could be the best of all corporate bond fund choices since duration decision making impacts risk and reward. I think of Loomis Sayles and manager Dan Fuss with (LSBRX).
  • Reply to @bee: Hi Bee. What short term adjustments did this fund take that correlate to Bogle's suggestions? I have to admit, I had the same thought as investor. When I looked up the funds performance, it was less then stellar. And I would never consider Cuggino a bond expert especially compared to some of the managers at Pimco or Loomis Sayles, or Metropolitan West, ect...

    You've made some good calls in the past. You may be on to something now. But I guess I don't understand the short term increase in returns. I do notice M* shows the fund is invested at about 15% in "other". Is it the other that gave this fund a recent boost?

    Keep the ideas coming. I enjoy your thoughts.
  • beebee
    edited April 2013
    Reply to @MikeM:
    Hi MikeM,

    Thanks for chiming in...here is Cuggino's 2012 Q4 report and his comments with regard to this fund (PRVBX)
    image
    image
  • edited April 2013
    Reply to @bee: Sure, I have my mistakes. I certainly did not expect to have interest rates to continue to go down and long bonds appreciate further. You took a big risk and won until now.

    The reason I said You should look for better funds is that Permanent Portfolio funds is pretty much one man operation. I am not sure if they have expertise to properly analyze corporate bonds. I believe he is mostly relying in outside research. The long term performance of this fund is not good. Take a look at its chart since 2003. Only in 2012 the fund started to perform differently. It looks like it changed its strategy. Right now it is investing in shorter term high yield bonds. It used to take much less credit risk before. (And your post from Q4 report confirms that)

    If you are looking for a good corporate bond take a look at a bond shop like PIMCO, Loomis Sayles, Metropolitan West/TCW, Doubleline. Fidelity, T. Rowe Price and Vanguard has good bond offerings as well.

    I currently hold 3 specific bond funds. PONDX, MWHYX, MAINX. The other half of my bond exposure is through GLRBX and FRIFX. This mix is not exactly in line with the article. GLRBX provides most of my government bond and some high quality corporates. FRIFX provides exposure to REIT bonds and CMBS. PONDX currently provides most of Securitized (MBS/ABS etc) and some corporates. MWHYX provides low quality corporates (high yield). MAINX provides regional EM exposure.

    Update: Looking at the recent performance of PRVBX, it has momentum with the new strategy. On surface, it is taking less credit risk by choosing higher grade corporates along with higher yield bonds. I am not sure how long the momentum is going to last. I think you can use this fund for now to dilute a AGG bond index fund but I am not sure if that is what you want to do. Thus, I have removed my suggestions for funds in previous version of this article as the suggestions (with lower government exposure but not zero) were in line of the article but not necessarily alternative for PRVBX.
  • edited April 2013
    A bond portfolio that is more in line with what Bogle has said can be constructed using a few ETFs.

    50% BND or AGG or SCHZ
    30% VCIT or LQD or CORP
    10% JNK or HYG or HYLD
    10% TIP or IPE or SCHP or TIPZ

    If you are uncomfortable with long term bonds you can make the following changes:

    For Corporate bonds you can substitute VCSH
    For High Yield you can try SJNK or HYS
    For TIPS you can substitute VTIP or STIP or STPZ.

    You can even split the allocation in half between long term and short term.
  • beebee
    edited April 2013
    Reply to @Investor:

    Thanks for these choices...they remind me of a portfolio suggested in a recent interview on WealthTrack with Harold Evensky. He also likes Unconstrained and Risk Parity components.

    Harold Evensky: Afraid of Outliving Your Retirment Savings?
    harold-evensky/
  • Reply to @bee: I just added a few more ETFs. Take a look at HYLD. It is junkier than others and has returned significantly more YTD.
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