Aside from two outliers the majority of Vanguard's fixed-income securities were projected to have an average 10-year annualized volatility rate of under six percent. Fixed income is used to refer to any investment in which a borrower/issuer is required to pay interest to the lender on the amount given. Due to the stable nature of fixed-income products in comparison to other securities such as equities the level of volatility is comparably low.
Vanguard’s forecast 10-year annualized average volatility rate on U.S. and global fixed income securities in 2023, by type
Forecast based on the running of the Vanguard Capital Markets Model (VCMM)
Supplementary notes
The source adds the following information:
The 10-year annualized nominal return and volatility forecasts are based on the December 31, 2022, running of the Vanguard Capital Markets Model® (VCMM). Fixed income returns reflect a 1-point range around the 50th percentile. More extreme returns are possible.
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Vanguard. (February 15, 2023). Vanguard’s forecast 10-year annualized average volatility rate on U.S. and global fixed income securities in 2023, by type [Graph]. In Statista. Retrieved November 25, 2024, from https://www.statista.com/statistics/1370963/vanguards-forecast-10-year-annualized-average-volatility-rate-on-us-and-global-fixed-income-securities/
Vanguard. "Vanguard’s forecast 10-year annualized average volatility rate on U.S. and global fixed income securities in 2023, by type." Chart. February 15, 2023. Statista. Accessed November 25, 2024. https://www.statista.com/statistics/1370963/vanguards-forecast-10-year-annualized-average-volatility-rate-on-us-and-global-fixed-income-securities/
Vanguard. (2023). Vanguard’s forecast 10-year annualized average volatility rate on U.S. and global fixed income securities in 2023, by type. Statista. Statista Inc.. Accessed: November 25, 2024. https://www.statista.com/statistics/1370963/vanguards-forecast-10-year-annualized-average-volatility-rate-on-us-and-global-fixed-income-securities/
Vanguard. "Vanguard’s Forecast 10-year Annualized Average Volatility Rate on U.S. and Global Fixed Income Securities in 2023, by Type." Statista, Statista Inc., 15 Feb 2023, https://www.statista.com/statistics/1370963/vanguards-forecast-10-year-annualized-average-volatility-rate-on-us-and-global-fixed-income-securities/
Vanguard, Vanguard’s forecast 10-year annualized average volatility rate on U.S. and global fixed income securities in 2023, by type Statista, https://www.statista.com/statistics/1370963/vanguards-forecast-10-year-annualized-average-volatility-rate-on-us-and-global-fixed-income-securities/ (last visited November 25, 2024)
Vanguard’s forecast 10-year annualized average volatility rate on U.S. and global fixed income securities in 2023, by type [Graph], Vanguard, February 15, 2023. [Online]. Available: https://www.statista.com/statistics/1370963/vanguards-forecast-10-year-annualized-average-volatility-rate-on-us-and-global-fixed-income-securities/
