Fixed Income

US HY Very Liquid Bond Index

Beating the Median: Bloomberg Barclays US High Yield Very Liquid Bond Index Return Statistics

The Barclays US High Yield Very Liquid Bond Index performance challenges the argument for “active.” It also delivers a low degree of tracking error (average monthly variance of -0.04%) and strong correlation to the broader Bloomberg US High Yield Index (.99%).

  •   5th Percentile
  •   25th Percentile
  •   75th Percentile
  •   95th Percentile
  •   State Street VLI Strategy
  •   Median

High Yield VLI Strategy Net-of-Fee Excess Returns as of 12/31/2020

Yeild to worst (%)