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number cruncher

What are we looking for?

Multisector bond funds that have weathered interest-rate hikes.

The screen

On Wednesday, the Bank of Canada’s announcement to keep rates steady was a relief for bond investors, given the inverse relationship between interest rates and bond prices. For retail investors, it’s very likely that bond exposure is found through a mutual fund or ETF, since buying and managing a portfolio of bonds is likely out of reach for many, given the opaque nature of bond markets.

Today we look at the newly formed category of multisector bond funds, as defined by the Canadian Investment Funds Standards Committee (www.cifsc.org). These funds invest broadly across multiple fixed-income supersectors (government, corporate, agency, securitized and high-yield debt) and have stated mandates that allow for tactical changes between sectors. When contrasting multisector bond funds against more traditional fixed-income funds (like Canadian long-term fixed-income funds) that are tied to one bond sector, the flexibility of these types of funds allows the manager to navigate complex interest-rate environments, hopefully to the benefit of the investor.

To help investors find reasonable picks within this new fund category, I used Morningstar Direct to screen for those that have a Morningstar Rating for Funds of four stars or more. Recall that this rating is an objective, backward-looking view of returns against peers, after the effect of fees and adjusting for risk. Our data show that although the star ratings are backward-looking, funds that have received five stars as a group outperform those that have received four stars, three stars, etc. in periods after receiving the rating. In other words, it’s more likely that a fund manager with a track record of outperforming peers will continue to outperform in the future. To ensure utility for readers of this column, only fee-based and DIY mutual funds (both of which do not include advice fees in the MER), alongside ETFs, were considered in the search.

What we found

Multi-sector bond funds that have performed well

NameMER (%)Morningstar Rating For FundsTotal Ret YTD (%)Total Ret 1 Yr (%)Total Ret Annlzd 3 Yr (%)Total Ret Annlzd 5 Yr (%)Total Ret Annlzd 10 Yr (%)Inception DateAverage Credit RatingEffective Duration
Dynamic Active Credit Strats Pvt Pl FH0.885 Stars5.879.463.113.232014-08-27BB+5.40
Desjardins Floating Rate Income F0.915 Stars5.137.143.582.672014-05-12
Renaissance Flexible Yield Class F-Prem0.615 Stars4.565.792.302.472016-04-26
Evolve Active Global Fixed Income Cl A1.735 Stars4.225.811.052019-04-23BBB2.59
CI Global Unconstrained Bond Priv Pl F0.785 Stars3.984.122.662018-10-29BBB-
PIMCO Monthly Income ETF0.845 Stars3.733.440.792.142017-09-29
BMO Sustainable Global Multi-Sect Bd ETF0.615 Stars3.285.38-0.741.882018-05-24
Fidelity Strategic Income Fund F0.914 Stars4.076.940.492.032015-05-06BBB
RBC Strategic Income Bond Fund F0.944 Stars3.945.95-1.921.513.652013-08-12BBB4.79
BMO Global Strategic Bond F0.824 Stars3.402.00-2.641.012.912008-11-03
NEI Global Total Return Bond Series F1.004 Stars2.811.64-0.541.332013-09-27A+
Desjardins Global Tactical Bond F0.844 Stars2.732.63-2.311.742013-11-22
Fidelity Multi-Sector Bond Fund F0.784 Stars2.453.93-0.872.492017-05-10A-
Mackenzie Unconstrained Fixed Inc F0.784 Stars2.222.43-1.380.872014-12-01BBB6.74
Purpose Global Bond F0.454 Stars2.222.970.361.252015-10-28A-
Mackenzie USD Unconstrained Fixed Inc F0.784 Stars2.015.76-0.891.532015-05-20BBB+6.98
Manulife Strategic Income F0.894 Stars1.962.19-1.651.373.282007-01-11A-5.80
Manulife Global Fixed Inc Priv Trust C0.864 Stars1.952.18-1.711.393.242012-12-14A-5.82
Mackenzie Unconstrained Bond ETF0.564 Stars1.752.53-1.410.992016-04-19BBB6.43
PIMCO Flexible Global Bond (Canada) F0.734 Stars1.571.50-1.101.052.602011-01-20
Manulife Strategic Inv Grade Glb Bd F0.794 Stars1.031.04-2.630.842015-03-18A+5.96
NBI Unconstrained Fixed Income ETF0.864 Stars0.842.07-0.682019-09-12
AGF Total Return Bond F0.974 Stars0.661.11-2.020.392.432000-04-27A5.27

Source: Morningstar Direct | Data as of Sept 5, 2023

Note: This table was updated to remove the NBI Unconstrained Fixed Inc Prvt Ser UMA, which is only available for sale via private channels. The f-class version of this strategy, NBI Unconstrained Fixed Income F also qualifies under these criteria, as did the ETF version of the strategy, which is listed in the table.

The results of the search are shown in the table accompanying this article and include each fund’s MER, Morningstar rating, trailing returns and inception date. Also included is a snapshot of the funds’ average credit quality and effective duration, where available. The table is sorted first by the rating and then by YTD returns.

This article does not constitute financial advice. It is always recommended to conduct one’s own independent research before buying or selling any security listed here.

Ian Tam, CFA, is director of investment research for Morningstar Canada.

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