Double play at short

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Double play at short

Email As yields increase, short-maturity bond funds can offer both higher income potential and a cushion against interest rate risk. Karen explains the mechanics, in part three of her Rising Rates series.

One of the ways to navigate a rising rate environment is to reduce Double play at short exposure to bonds with greater levels of interest rate risk. For many investors, this means moving toward short-maturity bonds. In exchange for lower risk, these issues typically generate lower income than longer-maturity bonds.

The current market environment is unusual, however. A flatter yield curve means that short bonds are providing similar income to their longer-maturity counterparts—while still reducing interest rate risk. Investors wanting to gain exposure to short-maturity bonds often do so through bond exchange traded funds ETFs or mutual funds, which typically hold a diversified portfolio of bonds with maturities less than five years.

Perpetual bond ladder Fixed-rate short-maturity bond funds tend to act like a perpetual bond ladderespecially if the fund is an index fund with a defined maturity range, such as 1- to 3-year or 1- to 5-year.

Over time, the portfolio adjusts to the new yield environment; as yields rise, the income increases on the portfolio. Bond income can help offset price shocks The U.

Double play at short

Federal Reserve has ended its zero interest-rate policy. These rate increases are good news for savers as they are getting more yield on their savings. While prices on bonds have fallen over that time, rising yields have in certain cases offset those losses. Bond prices and yields move in opposite directions.

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The chart below shows the performance of various short-maturity bond indexes, which were analyzed to see how much of the total return came from bond price changes and how much came from income as rates rose.

Note that ultra-short bonds, represented by 1- to month US Treasury bills T-billshad very little price movement while increasing the income contribution over this time period. Fixed-rate short-maturity sectors like U. Treasuries and credit with years to maturity both had prices losses, but increased their income as rates went up.

The clear winner over this period was floating rate noteswhich had positive returns for both price and income. Index performance is for illustrative purposes only.

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Index performance does not reflect any management fees, transaction costs or expenses. Indexes are un-managed and one cannot invest directly in an index. Past performance does not guarantee future results. Match maturities to objectives The choice between ultra-short, short-term or floating rate bonds depends on your holding period and investment objectives.

For a very short-term holding period, consider sticking to high-quality ultra-short maturities, such as less than one year. If you have a longer holding period over 12 monthsshort-maturity fixed-rate bond ETFs can provide more income potential during rising rate periods if you can tolerate the price changes over the period."Shop Territory Ahead for our Double Play Check Short Sleeve Shirt.

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Double play at short

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Double Play at Short by Matt Christopher