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number cruncher

What are we looking for?

Canadian-domiciled inflation-linked bond funds.

The screen

According to Statistics Canada, the country’s inflation rate in June was the highest it’s been since January, 1983. At this point, inflation is nearly impossible to ignore as it eats into Canadians’ buying power, clearly noticeable at both at the grocery store and gas pump, and potentially affecting our retirement plans. This said, inflation-linked bonds (aka real return bonds), are something worth considering if your belief is that inflation will continue for a prolonged period.

These government-issued bonds are different than a traditional bond in that the principal amount is adjusted (increased) to keep up with the growth of the consumer price index, which is the key measure of inflation. Subsequently the coupon rates for these bonds are then based on the adjusted principal. In other words, real return bonds provide an effective hedge against inflation on its own. However, they are still exposed to interest rate risk, and like traditional bonds will still fall in price if interest rates rise.

Today, I use Morningstar Direct to find the mutual funds and exchange-traded funds that specifically invest in these instruments. We are screening specifically for funds in the Canadian inflation-protected fixed-income category and available to do-it-yourself investors.

What we found

Mutual funds and ETFs that invest in real return bonds

FundTickerMER (%)YTD Ttl. Rtn. (%)1Y Ttl. Rtn. (%)3Y Ann. Ttl. Rtn. (%)5Y Ann. Ttl. Rtn. (%)10Y Ann. Ttl. Rtn. (%)Avg. Effect. Duration (Yrs.)Incept. Date
BMO Real Return Bond ETFZRR-T0.28-13.7-9.9-0.81.81.010.35/19/2010
iShares Cdn. Real Return Bond ETFXRB-T0.39-13.3-9.6-0.71.80.810.012/19/2005
PH&N Inflation-Linked Bond Fund D0.55-13.3-9.6-0.42.11.2n/c6/25/2009
Invesco Cdn. Real Return Bond Idx D0.73-13.0-9.3-0.81.5n/a10.312/9/2013
TD Real Return Bond - D1.21-12.6-9.6-1.41.0n/a9.510/20/2015

Source: Morningstar Direct | Data as of July 25

Note: The effective duration for the PH&N fund is not calculated here as Morningstar has insufficient coverage on the fund's holdings.

It is no surprise that the universe is small, given that inflation hasn’t really been an issue until recent times, stifling the demand for these products. Regardless, the funds that fall into this category are displayed in the accompanying table alongside their fees, trailing performance, inception dates, and a measure of weighted average effective duration. Recall that duration, expressed in years, measures how much bond prices fall for each one-percentage-point increase in interest rates. If rates were to rise one percentage point, for example, a bond or bond fund with a five-year average duration would likely lose about 5 per cent of its value.

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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Tickers mentioned in this story

Study and track financial data on any traded entity: click to open the full quote page. Data updated as of 22/11/24 1:39pm EST.

SymbolName% changeLast
ZRR-T
BMO Real Return Bond Index ETF
+0.57%14.2
XRB-T
Ishares CDN Real Return Bond Index ETF
+0.36%22.51

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