Investment grade bonds vulnerable as rates rise
As rising rates have wreaked havoc across markets this year, our chart focuses on the widening duration gap between IG and HY bonds.
As equities rallied in 2021, core fixed income fell
Core fixed income is on pace for its first negative year since 2013. Our chart looks at the Agg’s annual returns, why this year may be different.
Equities, and expected rate volatility, bounce together
Expected equity volatility quickly settled though it continued to climb in the rates market. Our chart revisits the divergence.
As short-term rates spike, long-term rates fall further
Benchmark rates have fallen as inflation jumps, highlighting an unexpected relationship. Our chart looks at the changing yield curve this year.
As inflation rises, real yields fall further
October’s inflation report continues to rattle markets, as real rates have plummeted. Our chart looks at the wide gap between nominal and real rates.
Amid rising inflation, a fixed income gap grows
As U.S. inflation spikes and rates rise, fixed income returns have diverged. Our chart looks at the gap between core fixed income and credit.
