SEC 30-Day Yield

SEC 30-day yield annualizes a fund's standardized net investment income, with a worked formula, fee-waiver comparison, and distribution-yield limits.

SEC 30-day yield is an annualized measure of a fund’s net investment income over a recent 30-day or one-month period, calculated using a U.S. Securities and Exchange Commission method. It helps compare income yields, particularly among bond mutual funds and bond ETFs, without treating the latest cash distribution as the fund’s earnings.

The percentage is already annualized. A quoted 6% SEC yield does not mean the fund earned or paid 6% in one month, and it does not promise a 6% total return over the next year.

Key Takeaways

  • The calculation uses standardized investment income and expenses, not simply cash distributed.
  • Its annualization includes a sixth power; multiplying a monthly income ratio by two is incorrect.
  • Expense waivers can raise the reported yield, so compare subsidized and unsubsidized figures.
  • The share class, period-end date, and price convention matter.
  • SEC yield is neither a guaranteed distribution rate nor protection against a falling fund price.

The SEC Yield Formula

Form N-1A, Item 26(b)(4) specifies:

$$ y_{\text{SEC}} =2\left[\left(1+\frac{a-b}{cd}\right)^6-1\right] $$
InputMeaning
(a)Dividends and interest earned during the measurement period under the prescribed method
(b)Expenses accrued for that period, net of reimbursements
(c)Average daily shares outstanding entitled to dividends during the period
(d)Maximum offering price per share at the end of the period

The formula returns a decimal; express it as a percentage.

The ratio ((a-b)/(cd)) is the period’s net investment income per eligible share divided by the price base. The sixth power compounds that ratio over six periods. Subtracting one and multiplying by two expresses it on an annualized, semiannual-equivalent basis.

It is not the same operation as doubling one month’s income ratio, multiplying it by 12, or compounding it for 12 periods. It is also not a bank deposit APY.

Worked Example: From 30-Day Income to Annualized Yield

Assume a hypothetical fund share class has these inputs:

InputAmount
Standardized dividends and interest earned$60,000
Accrued expenses after a reimbursement$10,000
Average daily eligible shares1,000,000
Ending maximum offering price per share$10.00

Net income is $50,000, or $0.05 per eligible share. The period’s income-to-price ratio is:

$$ q=\frac{60{,}000-10{,}000}{1{,}000{,}000\times10} =0.005=0.50\% $$

Apply the SEC annualization:

$$ y_{\text{SEC}} =2\left[(1.005)^6-1\right] \approx0.060755=6.08\% $$
CalculationResultInterpretation
Period income ratio0.50%Not an annual yield
Twice the period ratio1.00%Incorrect SEC annualization
Twelve times the period ratio6.00%Simple annualization, not the specified formula
SEC formula6.08%Standardized annualized quotation

The $0.05 per share is a calculation input, not proof that the fund paid a $0.05 distribution. The example illustrates the method; it is not a current fund quotation.

Why the Income Input Is Not Just Cash Received

A fund can earn interest between coupon payment dates. It can also distribute cash in a month different from the month in which income was earned.

The SEC instructions prescribe how to calculate portfolio interest and dividend accruals, including special treatment for some securities. Consequently, the fund’s published SEC yield should not be reconstructed simply by summing this month’s cash coupons or distributions. See the instructions following the formula in Form N-1A.

Likewise, multiplying an ending share count by ending NAV does not necessarily reproduce (cd). The formula uses an average eligible share count and a specified offering-price input. For a share class priced without a sales load, that price input may be NAV; do not substitute an ETF’s exchange price or a brokerage account’s value without checking the disclosure.

Subsidized vs. Unsubsidized Yield

A fund sponsor may waive fees or reimburse expenses. That lowers the expense deduction and can raise the reported SEC yield.

Fidelity’s fund glossary distinguishes 30-day yield from yield calculated without applicable expense waivers or reimbursements. Providers may label the latter unsubsidized yield, yield without subsidy, or a restated yield.

Extend the worked example. Suppose accrued expenses before reimbursement were $15,000, and the sponsor reimbursed $5,000:

BasisExpense deductionPeriod net incomeSEC yield
With the $5,000 reimbursement$10,000$50,0006.08%
Without reimbursement$15,000$45,0005.46%

For the unsubsidized calculation:

$$ 2\left[\left(1+\frac{45{,}000}{1{,}000{,}000\times10}\right)^6-1\right] \approx5.46\% $$

The roughly 0.62-percentage-point difference comes from expense treatment in this example, not a different portfolio. If a waiver ends, the future result also depends on income, expenses, and prices at that time.

Read the waiver terms and expiration date rather than assuming the subsidized figure is permanent.

SEC Yield vs. Distribution Yield and Total Return

MeasureWhat it describesMain limitation
SEC 30-day yieldStandardized recent net investment income, annualizedDoes not measure the full investment result
Distribution yield or rateCash payouts relative to a stated price or NAV basisDepends on payout policy, period, and included components
Portfolio yield to maturityYield calculations on underlying bond holdingsIs not automatically the fund’s net shareholder yield
Total returnDistributions plus price or NAV changes under a stated methodHistorical performance is not a promise of future results

A fund’s distribution yield may be higher or lower than its SEC yield. Different measurement windows, changing rates, expense treatment, and distribution composition can explain the gap.

A higher distribution yield does not, by itself, prove that the fund is returning capital. Check the distribution breakdown rather than inferring its source from two percentages. The SEC’s fund-distributions bulletin distinguishes payouts from investment performance.

An income yield can remain positive while a fund’s NAV falls enough to produce a negative total return.

How to Compare Two Published Figures

  1. Confirm the exact fund and share class. Different expense schedules can produce different yields on the same portfolio.
  2. Match the measurement dates. A recent 30-day figure and a year-old figure reflect different conditions.
  3. Check whether each yield includes a fee waiver or reimbursement.
  4. Read the denominator and any sales-charge disclosure.
  5. Compare duration, credit quality, leverage, liquidity, and currency exposure separately.
  6. Review total return and distributions alongside the standardized income measure.

Do not subtract the published expense ratio from SEC yield again as if no fund expenses had been deducted. Separately charged advisory fees, trading costs paid by the investor, and investor-specific taxes still require attention.

A tax-equivalent yield is another calculation with a stated tax-rate assumption. It is not interchangeable with an unadjusted taxable or tax-exempt SEC yield.

Risks and Limitations

Thirty days is a short observation window. Changes in holdings, interest rates, expenses, or unusual income accruals can affect the result. Annualization does not establish that the same income rate will continue.

The method improves comparability; it does not make two funds equally risky. A higher figure can accompany greater credit exposure, longer interest-rate sensitivity, or leverage. The SEC’s name identifies a calculation convention, not an endorsement of the fund.

This article explains a U.S. fund-disclosure measure for educational purposes. It is not personalized investment or tax advice.

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FAQs

Is SEC 30-day yield only for bond funds?

It is widely used for bond funds, but the non-money-market fund yield formula also includes dividend income. It is not exclusively an interest-only calculation. Money market funds have separate standardized seven-day yield conventions.

Why can SEC yield differ from the amount my fund pays each month?

SEC yield measures standardized earned income over a recent period and annualizes it. Cash payments follow the fund’s distribution policy and can include other components or income from different periods. Check both the yield disclosure and distribution records.
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