The Bond Market Bloodbath Prompted Its Own Rotation

People ride a merry-go-round at night during the Oktoberfest 2013 beer festival in Munich, Germany.

Investors burned by the recent U.S. bond market sell-off voted with their feet last week.

Fixed-income exchange-traded funds had outflows in the week ending September 20, according to an analysis from Ned Davis Research, marking only the sixth week this year in which that’s happened.

That’s mostly because so many traders who had piled into bonds with long durations got burned in the early September bond bloodbath, Ned Davis strategist Will Geisdorf told MarketWatch.

For a sense of what we mean by “bloodbath,” the PIMCO 25+ Year Zero Coupon U.S Treasury Index fund ZROZ, -2.09%   lost more than 10% from September 4 through September 13; the Vanguard Extended Duration Treasury ETF EDV, -1.95%   lost nearly 10% during that time.

In an era of “lower for longer,” investors aren’t necessarily grabbing bonds for yield. As MarketWatch has reported, one of the big reasons bonds have been so attractive is their potential for capital appreciation — that is, gaining in price.

See: Stock-market investors’ appetite for ‘bond proxies’ is waning

But investors didn’t give up on fixed-income altogether. The outflows during the September 20 week were concentrated in government bond funds, which tend to be longer duration. And high yield funds picked up money: the iShares iBoxx High Yield Corporate Bond fund HYG, -0.05%   took in almost $1 billion during that one week. HYG has an effective duration of 2.8 years, Geisdorf said.

High-yield also benefitted from the jump in oil prices. The energy sector makes up 12% of the Barclays High Yield Index.

Read: This ETF became a ‘success story’ by offering a little yield in a falling-rate world

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