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Choosing a debt fund, in the right order

Almost every bad debt fund decision starts the same way: with a list sorted by returns. That single act inverts the process, because in this category a higher return is nearly always a description of the risk taken rather than of the manager who took it.

The order that works

Four steps, and the sequence matters more than any individual judgement within it.

  1. When do you need the money? This determines the duration band, and therefore the category. It is not negotiable and it comes first.
  2. What duration does that imply? Roughly matching duration to horizon means rate moves largely wash out — the point from duration and interest-rate risk.
  3. What credit risk am I willing to hold? Independent of duration, and the category name will not tell you.
  4. What does it cost? The tiebreaker, and in debt funds a large one.

Notice that yield does not appear on the list. It is an output of steps two and three, not an input — a fund yields more because it lends longer or lends to weaker borrowers, and both were already decided above.

Step one: the date

Money needed inPoints toWhy
DaysOvernight fund, or a sweep accountNeither risk has time to operate
Weeks to ~3 monthsLiquid fundSlightly longer lending, still minimal duration
3 months to a yearThe very-short accrual categoriesSmall duration, and the credit profile now matters
1 to 3 yearsThe short-maturity categoriesDuration roughly matched; accrual dominates over the period
3 years and beyondMedium-maturity, corporate bond, or giltLonger duration is tolerable because you can hold through a cycle

The single most common error in the category is putting short-horizon money into a longer fund because its trailing return looked better. That trailing return was produced by duration, and duration is exactly what a short holder cannot afford.

Why this table names bands rather than categories. SEBI's debt category labels are being revised, and fund houses are relabelling schemes to match. During a relabelling the same fund can appear under an old name on one page and a new one on another, so a table keyed to category names would send you to the wrong shelf for a while and would then quietly age. The maturity band is the thing that actually determines whether a fund suits your date, and it does not get renamed. Check the fund's own factsheet for its current category and, more usefully, its modified duration.

Step two: read modified duration, not the category name

Category names describe bands, and funds sit at different points within them. Two funds in the same category can have meaningfully different sensitivity.

The check is arithmetic: modified duration × a plausible rate move = the swing you are accepting. A duration of 3 means roughly 3% either way on a one-point move. If that number is uncomfortable given when you need the money, the fund is wrong regardless of anything else about it.

One thing worth confirming: whether the fund's duration has been stable. A manager who varies duration substantially is taking a rate view on your behalf, which may be fine and is a different product from the one the category name implies.

Step three: the credit breakdown, every time

The category constrains duration and says nothing about credit — the trap set out in debt funds explained. So this step cannot be skipped for any category except gilt.

Three things in the portfolio disclosure:

For most household purposes the debt allocation exists to be the stable part of a portfolio, which argues for keeping this simple: predominantly sovereign and top-rated paper, and accepting the lower yield as the cost of the stability you were buying.

Step four: cost matters more here

The same expense ratio is a far larger share of expected return in a debt fund than in an equity fund. A 1% fee against an equity return in double digits is one thing; the same fee against a mid-single-digit yield is a different proposition entirely.

Which makes cost the decisive tiebreaker between two similar funds — and makes YTM net of expense ratio the honest comparison rather than YTM alone, as set out in yield to maturity.

A direct plan matters proportionately more here too, for the same reason.

What to ignore

The five-minute check

Once the category is settled by horizon, comparing candidates takes five numbers from the factsheet.

  1. Modified duration — is the sensitivity acceptable for my horizon?
  2. Credit distribution — how much below top-rated, and how concentrated?
  3. YTM net of expense ratio — what is it positioned to earn?
  4. Expense ratio — and the direct plan figure.
  5. Maximum drawdown — has this fund ever fallen, and by how much?

Number five is the most informative and the least consulted. In a debt fund, a visible drawdown in the history tells you a risk materialised and how the fund handled it — which is worth more than any amount of describing the strategy.

Comparing candidates on evidence

Duration and credit describe what a fund could do. History describes what it did.

FNOTrader's Mutual Funds app carries the full AMFI NAV history — around 34 million NAV rows — with maximum drawdown and rolling returns across every start date. For a debt fund the useful test is narrow: how did it behave through a past rate cycle, and has it ever had a single-day fall? Those two answers rank candidates better than any yield table.

FNOTrader is not a SEBI-registered investment adviser and does not recommend schemes.

Common questions

How should I choose a debt fund?

In order: when you need the money, which sets the duration band and therefore the category; what duration that implies; what credit risk you are willing to hold; and then cost. Yield is an output of those choices rather than an input.

Why shouldn't I start from the returns table?

Because in debt funds a higher return is nearly always a description of the risk taken rather than the skill of the manager. Sorting by trailing return ranks funds by how much duration or credit risk they carried during a period when it did not materialise.

What is the most common debt fund mistake?

Putting short-horizon money into a longer fund because its trailing return looked better. That return was produced by duration, which is exactly what a short holder cannot afford.

Does the category name tell me the credit risk?

No. SEBI's debt categories are defined largely by duration bands, so the name constrains interest-rate sensitivity and says nothing about credit quality. The rating distribution and concentration are in the portfolio disclosure.

Why does cost matter more in debt funds?

Because the same expense ratio is a far larger share of expected return. A 1% fee against a double-digit equity return is one thing; against a mid-single-digit yield it is a different proposition, which makes cost the decisive tiebreaker.

What five numbers should I compare?

Modified duration, the credit distribution, YTM net of expense ratio, the expense ratio itself including the direct plan figure, and maximum drawdown. The last is the most informative and the least consulted.

Why is maximum drawdown so useful for a debt fund?

Because a visible fall in the history tells you a risk actually materialised and how the fund handled it — which is worth more than any description of the strategy, and it is the one thing a benign period cannot reveal.

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