Factor-Based Investing in Fixed Income

Factor-based investing in equities has gained traction in recent years, but how do other asset classes, such as fixed income, fit into the equation?

Our latest research uses a two-factor model to create a hypothetical portfolio of U.S. investment-grade corporate bonds and then tracks the portfolio’s performance over time.

How did this portfolio perform compared to the broad market? And more importantly, what does this say about the potential of factor-based fixed income strategies as a whole?

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