The key measure you are looking for is the effective duration of the fund. The effective duration of the fund indicates how much the value of the fund will change with every 1% change in interest rates. The longer the duration, the more sensitive the fund (or bond) is to interest rate changes.
For the bond fund you quote, today the effective duration is 7.32 years. So a 1% increase in interest rates would cause a 7.32% decrease in the fund value.
Note that this is a broad estimation. Bonds (and funds) also have convexity, which indicates how much that change accelerates (or decelerates) with larger interest rate changes. Also, interest rates do not always change in parallel. Meaning 10-year rates might change differently than 1-year rates, but both affect the overall value of the bonds. But duration should give you a rough estimate of the sensitivity to interest rates.