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Investment advisor:  The Vanguard Group, Inc.

Launch date:   September 22, 2020

Expense ratio:  0.12%

Investment objective:
The Fund seeks to track the performance of a market-weighted corporate bond index that measures the investment return of investment-grade U.S. dollar-denominated bonds and is screened for certain environmental, social, and corporate governance criteria.

Fundamental investment strategy:
The Fund employs an indexing investment approach designed to track the performance of the Bloomberg MSCI US Corporate SRI Select Index (the “Index”). The Index is a subset of the Bloomberg U.S. Corporate Index (the “Parent Index”), which serves as the universe of eligible bonds for use in constructing the Index and represents U.S. dollar-denominated, taxable, investment-grade corporate bonds. The Index excludes bonds with maturities of 1 year or less and with less than $750 million outstanding, and is screened for certain environmental, social, and governance (ESG) criteria by the Index sponsor, which is independent of Vanguard.

The components of the Index are likely to change over time.

The Fund invests by sampling the Index, meaning that it holds a range of securities that, in the aggregate, approximates the full Index in terms of key risk factors and other characteristics. All of the Fund’s investments will be selected through the sampling process, and under normal circumstances, at least 80% of the Fund’s assets will be invested in bonds included in the Index. The Fund maintains a dollar-weighted average maturity consistent with that of the Index.

Sustainable investing approach: 
The level of involvement in, or amount of revenue earned from, certain business lines or activities can vary from one company to another. The Index excludes the bonds of companies that the Index sponsor determines are involved in, and/or derive threshold amounts of revenue from certain activities or business segments related to: adult entertainment, alcohol, gambling, tobacco, nuclear weapons, controversial weapons, conventional weapons, civilian firearms, nuclear power, genetically modified organisms, or thermal coal, oil, or gas. The Index also excludes the bonds of any company that, as determined by the Index sponsor, does not meet certain standards defined by the Index sponsor’s ESG controversies assessment, which measures a company’s involvement in major ESG controversies by assessing a variety of factors such as environmental impact, labor rights, human rights, community impact, governance, and compliance with the United Nations Global Compact Principles. Additionally, the Index excludes companies that fail to have at least one woman on their board or do not provide data on the demographics of its board.

Additional information regarding sustainable investing approach:
Bloomberg MSCI US Corporate SRI Select Index. The Index is a subset of the Bloomberg U.S. Corporate Index (the “Parent Index”), which serves as the universe of eligible bonds for use in constructing the Index and represents U.S. dollar-denominated, taxable, investment-grade corporate bonds. The Index excludes bonds with maturities of 1 year or less and with less than $750 million outstanding, and is screened for certain ESG criteria by the Index sponsor, which is independent of Vanguard. The Index excludes the bonds of companies that the Index sponsor determines are involved in and/or derive threshold amounts of revenue from one or more of the following activities: (i) production of alcohol or alcoholic products; (ii) the ownership or operation of gambling facilities, provision of key products or services fundamental to gambling operations and licensing of gambling products; (iii) production of tobacco products; (iv) the manufacture or assembly of certain nuclear weapons or key components of certain nuclear weapons or delivery platforms for nuclear weapons; (v) the manufacture of biological and chemical weapons or landmines or key components thereof, the manufacture of cluster munitions whole weapons systems, components or delivery platforms or the production of depleted uranium weapons, ammunition and armor; (vi) weapons systems, components and support systems and services; (vii) the manufacture, production and/or distribution of firearms or small arms ammunition for civilian use; (viii) the ownership or operation of nuclear power plants, uranium mines, enrichment and processing, nuclear power reactors or the supply of key nuclear-specific products or services and related activities; (ix) the production of adult entertainment materials; (x) genetically modified organisms intended for agriculture or human consumption; and (xi) ownership of thermal coal, oil and gas reserves, as well as power generation from these sources.

In addition, the Index methodology excludes the bonds of companies that, as determined by the index sponsor, do not meet certain standards defined by the index sponsor’s ESG controversies assessment. The index sponsor’s ESG assessment measures a company’s involvement in major ESG controversies by assessing a variety of factors such as environmental impact, labor rights, human rights, community impact, governance, and compliance with the United Nations Global Compact Principles. The index also excludes companies that fail to have at least one woman on their boards or do not provide data on the demographics of its board.

Notes of Explanation:  For mutual funds, expense ratio may vary by share class and launch date applies to the launch date of the earliest share class.  Sources:  Fund prospectus or other offering document, as disclosed.  

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Research

Research and analysis to keep sustainable investors up to-date on a broad range of topics that include trends and developments in sustainable investing and sustainable finance, regulatory updates, performance results and considerations, investing through index funds and actively managed portfolios, asset allocation updates, expenses, ESG ratings and data, company and product news, green, social and sustainable bonds, green bond funds as well as reporting and disclosure practices, to name just a few.

A continuously updated Funds Directory is also available to investors.  This is intended to become a comprehensive listing of sustainable mutual funds, ETFs and other investment products along with a description of their sustainable investing approaches as set out in fund prospectuses and related regulatory filings.

Getting started

Many questions have surfaced in recent years regarding sustainable and ESG investing.  Here, investors and financial intermediaries will find materials that describe the various approaches to sustainable investing and their implementation.  While sustainable investing approaches vary and they have thus far defied universally accepted definitions, many practitioners agree that they fall into the following broad categories:  Values-based investing, investing via exclusions, impact investing, thematic investments and ESG integration.  In conjunction with each of these approaches, investors may also adopt various issuer engagement procedures and proxy voting practices.  That said, sustainable investing approaches will continue to evolve.

In addition to periodic updates regarding sustainable investing and how this form of investing is evolving, investors and financial intermediaries interested in implementing a sustainable investing approach will also find source materials that cover basic investing themes as well as asset allocation tactics.

Inesting ideas

Thoughts and ideas targeting sustainable investing strategies executed through various registered and non-registered sustainable investment funds and products such as mutual funds, Exchange Traded Funds (ETFs), Exchange Traded Notes (ETNs), closed-end funds, Real Estate Investment Trusts (REITs) and Unit Investment Trusts (UITs). Coverage extends to investment management firms as well as fund groups. 

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