Gilt funds invest only in Indian Government securities — Central Government bonds (G-Secs), State Development Loans (SDLs), and 91-day/182-day/364-day Treasury Bills. They carry zero default risk (government cannot default on its own currency) but are highly sensitive to interest rate changes.
Types of Gilt Funds
- Gilt Fund: Invests across maturities (short, medium, long-term G-Secs)
- Gilt Fund with 10-year Constant Duration: Maintains modified duration of 10 years — maximum interest rate sensitivity
When RBI cuts rates → bond prices rise → gilt funds deliver strong returns. When RBI hikes rates → bond prices fall → gilt funds may post negative returns.