Interest rates

With stock selection pegged to 10-year Treasury sensitivity, can these ETFs work when short-term rates rise?

Muted core inflation increases and relentless haven flows have kept a lid on longer-dated developed-market yields.

Investors have found the sector attractive again as Treasury yields dropped to 2.8% in six days.

Clients must still account for gains not incurred through a sale or cash distribution.

Clients may be compelled to sell their shares as nearly 90% of the products have experienced losses this year.

Treasury yields have fallen in response to tariffs imposed by the Trump administration, making defensive sector holdings more attractive.

Although investors think the 10-year Treasury yield will easily reach 3.5%, analysts warn “there might be a few blips on the way.”

Returns over the past decade have been stellar, but capital preservation is a concern.

This environment allows advisors to demonstrate their value to clients.

Rising yields coupled with relatively high hidden fees could lead to underwhelming returns.

Scrutinizing recent performance isn’t a recipe for long-term investment success.

It has become increasingly difficult to time the market.

Money market yields were low after the financial crisis — but that's no longer the case. Here's what advisors should do.

Variables tend to outperform the market and can offer risk protection.

Targeting lower durations is possible with these securities amid rising rates.

An exit from the European Union doesn't necessarily require immediately pulling out from the U.K. bond market.

As interest rates rise, should advisors' thinking change?

Changes to the tone of forward guidance will add uncertainty to market expectations.

There may be a chance to capitalize on the missed pricing that downgrades may cause.

Advisors should make sure they know how to discuss bonds in a new environment.