Vinnie, AFGC One More Time

Vinnie,

Markets have gone crazy as the seasonal flood of new money comes into them. When that happens, I stand aside and do others things, like build spreadsheets. So I spent the afternoon checking my estimate of the impact of taxes and inflation on that AFGC bond.

Assumptions: The bond was bought 12/31/2025 at its closing price of $19.18. The bond caries a 5.125% coupon and comes due in 2059 at par $25. The tax-rate on ordinary-income is 25%. The tax-rate on cap-gains is 15%. The forward inflation-rate will average 6%.

Note: I couldn’t care less about what the US Bureau of Economic Propaganda (aka, the Bureau of Labor Statistics) says the inflation-rate was or will be. At the household level of most people, 6% is probably an under-stated guess. But it’s probably close enough to the actual rise in prices most people are experiencing across the basket of goods and services they are trying to afford.

So, this is the question to be explored: ā€œHow soon does the bond provide a negative return?ā€

A bond with a par of $25 and a 5.125% coupon provides an annual dividend of $1.28, which gets cut to $0.96 cents due to taxes and has to be further discounted the first year to $0.91 cents due to inflation and to just $0.34 cents in the 18th year.

Explanation: One’s resulting purchasing-power from the after-tax div in any year subsequent to the purchasing year is the original div multiplied by the reciprocal of the inflation-rate raised to the power of the holding-period.

In the 18th year of owing that bond, the net-sum after taxes and inflation of all divs received will be $10.40. Let’s assume the issuer calls the bond that same year at year’s end. The bond-holder will receive a one-time, pre-tax cap-gain of $5.82, but net only $4.95 after taxes, and that amount has to be discounted by 18 years of inflation, giving it a market place, purchasing-power of just $1.73 cents.

Now do the math. The would-be owner spent $19.18 cents of 2025 purchasing-power to buy a bond that put a spendable stream of divs into his or her pocket that took 18 years to total $10.40, and he/she received a one-time cap-gain whose effective, after-taxes and after-inflation purchasing-power in that 18th year was $1.73.

If P/L = Gains minus Cost divided by Cost, then result is negative. In short, buying that long-dated bond was trading elephants for rabbits. Initially, it provided a spendable income-stream. But by the 18th year of owning it, –assuming a call– the spendable gains from the bond have melted away ā€œlike snow upon the desert’s dusty faceā€ (to quote the poet). If held to maturity, the net-loss —on an after-taxes, after-inflation basis– is (-11%). Necessary conclusion? Don’t buy wasting assets, which is what bonds are unless they are bought at a sufficient discount and can be put before the tax and inflation erosions become overwhelming.

Standard Disclaimers: Every one of my assumptions could and should be challenged. Also, I own a lot of long-dated bonds. So this exercise isn’t merely academic, but reflects mistakes I made many years ago by not running the numbers more carefully before I bought.

ā€œSo, what to do? Nothing.ā€ The situation is unsalvageable, but also non-consequential. As long as the bonds continue to perform, they will provide an income-stream. Not much of an income-stream, nor a needed one. So I’ll allow them to ride and let my heirs deal with the problem. I would say this though. If long-dated bonds are to be bought, buy those most likely to be called, which is a post for another time.

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Thanks again for your continuing the discussion. As I am building my spreadsheet, a question arises - how to best handle inflation. It seems to me if you explicitly adjust all cash flows in the future by your assumed inflation rate, then the discount rate should reflect risk only and a positive NPV means the bond is fairly priced. Another way would be to combine inflation and risk into the discount rate and use nominal cash flows (after tax, of course).

Do you agree? You seem to prefer the former.

Vinnie G

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ā€œā€¦a positive NPV means the bond is fairly priced?ā€

Vinnie,

Whether a bond –or any security– is ā€œfairly pricedā€ can be estimated in lots of ways. With bonds, the easiest, fastest way to estimate whether a bond is ā€œfairly pricedā€ is to benchmark it against its peers, meaning, bonds of similar credit quality and similar duration.

But ā€˜fair pricing’ isn’t my worry with that long-dated bond. I’m worried about the impact of taxes and inflation. That’s a separate issue which almost no one ever attempts to estimate, because the assumptions are problematic. Who knows what tax rates and what inflation rate will prevail over the next 5 years, much less in the next 34?

So I make the conservative assumptions I do of a 25% rate on ordinary income, 15% on LT cap-gains, and a 6% rate for inflation. Those assumptions trash the nonsense known as ā€œThe 4% Withdrawal Rateā€, which is why inflation is almost never modeled accurately by them who want the deluded assurance that they will never run out of money before they run out of life.

The question I think you should be asking is whether that bond will be a more useful part of your portfolio than your other choices. I think bonds have role to play in building retirement portfolios. But I also know and recognize that they are a wasting asset, which is why people like Peter Lynch disliked them so much.