Reading a debt fund factsheet properly

Yield to maturity is the number everyone quotes and the one that explains the least. Three other lines on the page do more work.

2 min readArjun Mehta11 September 2026

A debt fund factsheet is a dense page, and most conversations about it collapse onto a single number: yield to maturity. YTM is easy to compare and easy to quote, which is exactly why it gets used. It is also the line that tells you least about how the fund will behave when something goes wrong.

Modified duration is the risk number

Duration tells you roughly how much the portfolio moves for a given change in rates. A fund with a modified duration of 4 will lose in the region of 4% of value if yields rise by one percent, before accrual. That is the number to put next to a client's holding period, because it describes the size of the drawdown they may have to sit through.

A fund quoting an attractive YTM with a duration well above its stated horizon is not offering free yield. It is offering rate risk, priced.

The rating ladder, not the average rating

An average rating of AA can describe two very different portfolios: one where almost everything is AA, and one barbelled between AAA and A. They do not behave alike in a credit event. The ladder — the percentage in each rating bucket — is the disclosure that separates them, and it sits a little further down the page.

Concentration in the top holdings

Look at what share of the portfolio the ten largest issuers represent, and whether any single issuer group is unusually large. Credit accidents in Indian debt funds have historically been single-issuer events rather than broad defaults. A fund's worst plausible day is far better predicted by its largest position than by its average quality.

Putting it together

For a client with an eighteen-month horizon, the question is not which fund shows the highest YTM. It is which fund's duration fits the horizon, whose rating ladder you would be comfortable explaining after a downgrade, and whose largest single exposure you could defend in that conversation. Often that is not the fund at the top of the yield table — and saying so early is considerably easier than saying it afterwards.

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