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number cruncher

What are we looking for?

Bond funds for the do-it-yourself investor.

The screen

Though bonds as of late have provided less than stellar returns to investors, they are nevertheless a vital part of any complete portfolio. Generally speaking, bonds continue to provide protection in down markets and are a core part of an income-producing strategy.

For the DIY investor, buying individual bonds can be a tough gambit largely because of the limited inventory available through discount brokerages. That said, many reputable fund companies do offer DIY versions of long-standing fixed-income mutual funds through discount brokerages, without the drag of trailing commissions baked into the management expense ratio.

To provide some ideas along this vein for those who can do without advice from an adviser, I used Morningstar Direct to screen for Canadian-domiciled bond fund providers that have a star rating of four or better. Recall that the star rating is a look back at a fund’s risk-adjusted return against category peers on an after-fee basis. Though the star rating is indeed historical in nature, we’ve found that it does have some staying power. Funds that receive the highest rating of five stars tend to outperform those that receive four stars, which outperform three star funds, etc., in subsequent periods after receiving the rating.

In other words, as a group, funds that have a track record of doing well seem to continue to do well, whereas funds that have performed poorly continue to perform poorly. Given that bonds are highly sensitive to interest rates, which will inevitably rise (causing bond prices to fall), I also put emphasis on the effective duration of each fund. Effective duration is essentially a measure of the portfolio’s sensitivity to interest rates (those with greater duration have a higher sensitivity to a change in interest rates).

More about Morningstar

Morningstar Research Inc. is a leading provider of independent investment research in North America, Europe, Australia, and Asia. Morningstar offers an extensive line of products and services for individual investors, financial advisers, asset managers, retirement plan providers and sponsors, and institutional investors. Morningstar Direct is the firm’s multi-asset analysis platform built for asset management and financial services professionals. Morningstar Canada on Twitter: @MorningstarCDN.

What we found

Bond funds for the do-it-yourself investor.

FundMorningstar CategoryMER (%)Morningstar Rating OverallYTD Ttl. Rtn. (%)1Y Ttl. Rtn. (%)3Y Ann. Ttl. Rtn. (%)5Y Ann. Ttl. Rtn. (%)10Y Ann. Ttl. Rtn. (%)15Y Ann. Ttl. Rtn. (%)Inception DateAvg. Eff. Duration (Years)
RBC Monthly Income Bond Fund DCanadian Fixed Income0.714 Stars-2.2-0.74.42.43.2n/a10/12/20106.5
Beutel Goodman Core Plus Bond DCanadian Fixed Income0.785 Stars-2.8-0.95.63.13.14.110/1/19997.9
TD Canadian Bond Index - eCanadian Fixed Income0.444 Stars-4.1-3.54.11.92.83.710/10/20008.0
Symmetry Fixed Inc Port DCanadian Fixed Income1.014 Stars-3.3-2.14.32.5n/an/a3/19/20148.2
PH&N Bond Fund DCanadian Fixed Income0.604 Stars-4.1-3.14.82.33.24.112/31/19708.7
RBC Vision Bond Fund DCanadian Fixed Income0.604 Stars-4.2-3.24.72.33.24.09/30/20028.9
PH&N Total Return Bond Fund DCanadian Fixed Income0.585 Stars-3.9-2.94.92.53.44.17/31/20009.0
RBC Bond Fund DCanadian Fixed Income0.675 Stars-4.3-2.75.12.63.6n/a7/3/20079.3
Invesco Cdn. Core Plus Bond Ser DCanadian Fixed Income1.394 Stars-3.2-0.35.42.6n/an/a12/9/201310.6
PH&N Inflation-Linked Bond Fund DCdn. Infl'n-Protected Fixed Inc.0.555 Stars-3.9-2.15.82.72.9n/a6/25/200911.0
BlueBay Emerging Markets Corp Bd DEmerging Mkts. Fixed Income1.095 Stars-2.1-0.25.73.7n/an/a1/30/20125.3
RBC Emerging Markets Bond Fund DEmerging Mkts. Fixed Income1.074 Stars-3.9-1.74.52.46.8n/a8/23/20108.0
BMO Emerging Markets Bond DEmerging Mkts. Fixed Income1.304 Stars-3.04.24.72.9n/an/a4/7/20148.5
BlueBay Glb Inv Grade Corp Bd (Can) DGlobal Corporate Fixed Income1.004 Stars-0.15.27.4n/an/an/a12/1/20167.5
BMO Global Multi-Sector Bond DGlobal Fixed Income0.904 Stars0.53.44.9n/an/an/a5/14/20184.9
Desjardins SocieTerra Environ. Bd DGlobal Fixed Income1.294 Stars-2.10.44.5n/an/an/a5/11/20188.3
RBC High Yield Bond Fund DHigh Yield Fixed Income1.054 Stars2.67.35.44.25.8n/a10/12/20104.8
RBC Global High Yield Bond Fund DHigh Yield Fixed Income1.064 Stars0.16.05.23.85.9n/a7/3/20076.5
RBC $US Strategic Income Bond Sr DHigh Yield Fixed Income1.244 Stars-2.1-0.85.0n/an/an/a1/29/20186.7

Source: Morningstar Direct; data as of Oct. 5

The funds that met the requirements are listed in the accompanying table alongside their ratings, MERs, trailing returns and effective duration. Investors are urged to first consider the category to which the fund belongs given that the star rating is given relative to peers. The category name will provide a reasonable idea of the types of holdings within the portfolio in terms of type of bonds held and the geographic exposure. The table is sorted first on category, then on effective duration within that category group.

This article does not constitute financial advice. Investors are encouraged to conduct their own independent research before purchasing any of the investments listed here.

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

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