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Fund Flows: Investors Turn on Bond Funds

Long-term flows go negative; muni-bond funds suffer record outflows.

By Kevin McDevitt, CFA | 01-24-11 |


Bond funds fell further out of investor favor in December. There were an 
estimated $10.6 billion in long-term outflows in December, most of which came 
from fixed-income offerings. This follows modest $5.1 billion long-term inflows 
the previous month. This is the first time since May 2010 that long-term flows 
have been negative. Money market funds also experienced outflows of $2.2 
billion, which owed to $7.3 billion leaving taxable vehicles. Tax-free money 
market funds, on the other hand, collected $5.1 billion.

Redemptions in municipal-bond funds soared to a record $13.4 billion in 
December, which builds on the previous month's $7.6 billion in outflows. More 
on this subject follows below, but note that the past two months of combined 
outflows represent roughly 4.4% of current municipal-bond fund assets.

Although not nearly as cataclysmic, taxable-bond flows also turned negative in 
December for the first time in more than two years, as funds shed nearly $4.5 
billion. This was the first time since November 2008, when the credit crisis 
was still in full roar, that money left taxable-bond funds. While negative 
flows are new, the trends within the asset class are not. As we have pointed 
out in past commentaries, flows into short- and intermediate-term bond funds 
have been declining since September 2009.

Alternatively, investors seem to be slowly warming to equity funds. U.S. stock 
funds still shed about $7.6 billion in assets in December, though, marking the 
eighth consecutive month of outflows (this despite the S&P 500 index's 15.2% 
return in 2010). But the pace has slowed considerably, especially considering 
that most of this past month's outflows stemmed from a shift in asset 
allocation for Vanguard's target-date funds and several fund of funds.

Vanguard announced this past September that it would increase the international 
equity allocation in these funds to 30% from 20%. That change hit fund flows in 
December as  Vanguard Total Stock Market Index ) showed outflows of roughly 
$7 billion, while  Vanguard Total International Stock Index ) recorded 
inflows of more than $8 billion.

If these exchanges are stripped out (as they do not reflect new investor 
contributions or redemptions), then U.S. equity funds would have lost less than 
$1 billion in December. This would mark the smallest level of outflows during 
the past eight months. Meanwhile, international stock funds would have taken in 
a net $2.9 billion--most of which went into emerging-market funds--after 
subtracting the Total International Stock Index inflows. Even with this 
adjustment, international stock funds have now enjoyed four consecutive months 
of inflows.

Taxable Bond
Within the taxable-bond universe, most of the damage in December hit the two 
largest categories: short-term and intermediate-term funds. Short-term bond 
funds lost $1.4 billion, while intermediate-bond funds shed more than $8 
billion. We estimate that $241 billion  PIMCO Total Return ) endured 
redemptions equal to approximately 3% of total assets. This follows the fund's 
roughly $2 billion in November outflows. Perhaps some investors are starting to 
agree with Bill Gross that future bond returns don't look terribly attractive.

Keep in mind, though, the impact of rising interest rates. The yield on the 
10-year Treasury has spiked about 100 basis points since early October. 
Intermediate-term bond funds dropped nearly 0.8% on average in December alone.

Intermediate-term government funds, which tend to be more rate sensitive, got 
hit even harder and suffered their worst month of redemptions in more than 
seven years. Investors pulled about $3.1 billion in December, which is the most 
since $4.5 billion was redeemed in August 2003. Curiously, though,  Vanguard 
GNMA ) and  Fidelity GNMA ) saw the greatest outflows last month of more 
than $800 million and $400 million, respectively. Agency mortgage funds tend to 
outperform Treasuries in rising-rate environments. Indeed, both funds are in 
the category's top third over the past three months.


Bank-loan funds are even better equipped for rising rates, though, which helps 
explain the category's $3.9 billion spike in December inflows. This was the 
category's biggest haul in its history and is nearly double the previous $2.2 
billion high scaled this past April. Performance has certainly contributed to 
recent interest, as lower-quality bonds have rallied hard since the credit 
crisis. The category gained 9.3% in 2010, and it fared better than most bond 
groups after rates began climbing in early October.

​

 Fidelity Advisor Floating Rate High Income ) has been one of the primary 
beneficiaries of this interest, as it took in nearly $800 million in December 
and more than $3.5 billion for the year. That's about a fifth of the category's 
total. The fund maintains a relatively conservative credit profile, though, 
compared with some of its freewheeling peers, which suggests that investors are 
not blindly chasing performance. The fund actually didn't keep up with most of 
its rivals in both 2009 and 2010 as lower-quality credits performed best.

That was generally true with other popular taxable-bond categories such as 
world bond, high yield, multisector bond, and emerging-markets bond as well. 
These were also the four most popular taxable-bond categories in December after 
bank loan. Collectively, these five categories took in $95.5 billion in 2010, 
which isn't that far behind the combined $101.9 billion collected by short- and 
intermediate-term funds.

This is striking because the short- and intermediate-term categories dominate 
the taxable-bond universe, with a combined 54% market share and roughly $1 
trillion in assets. The other five categories collectively are barely more than 
half that with $535 billion in total assets. This suggests that investors 
remain more comfortable taking on credit risk than rate risk these days. 
Although the pace of flows into world bond and emerging-markets bond funds is 
slowing, the desire for diversification outside the United States remains 
solid, too, given the $2.1 billion deposited into world-bond funds in December 
and nearly $650 million for emerging-markets bond. This trend showed up even 
within the emerging-markets bond category, as six of the 10 most popular funds 
in December were those focused on local currency debt.
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