- CUSIP
- 922020722
- Issuer
- Vanguard
- Inception Date
- Jun 9, 2025
- Category
- Multisector Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Bond
Highlights
- Avg. Volume (1M)
- 46K
- Avg. Volume Value (1M)
- $2.36M
Share Price Chart
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Performance
VGMS Performance Chart
Vanguard Multi-Sector Income Bond ETF (VGMS) is up 1.4% since the beginning of the year. VGMS is currently trading at $51 per share.
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Returns By Period
Vanguard Multi-Sector Income Bond ETF (VGMS) has returned 1.40% so far this year and 5.10% over the past 12 months.
Vanguard Multi-Sector Income Bond ETF
- 1D
- 0.23%
- 1M
- -0.32%
- 6M
- 0.87%
- YTD
- 1.40%
- 1Y
- 5.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.08%
Benchmark (S&P 500 Index)
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
VGMS Monthly Returns History
Based on dividend-adjusted daily data since Jun 11, 2025, VGMS's average daily return is +0.02%, while the average monthly return is +0.45%. At this rate, an investment would double in approximately 12.9 years.
Historically, 87% of months were positive and 13% were negative. The best month was Aug 2025 with a return of +1.5%, while the worst month was Mar 2026 at -1.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 1 months.
On a daily basis, VGMS closed higher 55% of trading days. The best single day was Mar 31, 2026 with a return of +0.8%, while the worst single day was Mar 20, 2026 at -0.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.62% | 0.48% | -1.38% | 1.18% | 0.56% | 0.16% | -0.44% | 0.23% | 1.40% | ||||
| 2025 | 1.35% | 0.16% | 1.50% | 0.83% | 0.41% | 0.79% | 0.35% | 5.51% |
Benchmark Metrics
Vanguard Multi-Sector Income Bond ETF has an annualized alpha of 2.63%, beta of 0.16, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since June 11, 2025.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (21.70%) than losses (12.25%) - typical of diversified or defensive assets.
- Beta of 0.16 may look defensive, but with R2 of 0.40 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.40 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 2.63%
- Beta
- 0.16
- R²
- 0.40
- Upside Capture
- 21.70%
- Downside Capture
- 12.25%
Expense Ratio
VGMS has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
VGMS ranks 66 for risk / return — above 66% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Vanguard Multi-Sector Income Bond ETF (VGMS) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VGMS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.41 | -0.33 |
| Martin ratioReturn relative to average drawdown | 9.14 | 10.22 | -1.08 |
Dividends
Dividend History
Vanguard Multi-Sector Income Bond ETF provided a 5.43% dividend yield over the last twelve months, with an annual payout of $2.76 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $2.76 | $1.52 |
Dividend yield | 5.43% | 2.94% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard Multi-Sector Income Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.23 | $0.20 | $0.23 | $0.22 | $0.23 | $0.22 | $0.23 | $1.57 | ||||
| 2025 | $0.11 | $0.22 | $0.20 | $0.22 | $0.21 | $0.55 | $1.52 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard Multi-Sector Income Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Vanguard Multi-Sector Income Bond ETF was 2.46%, occurring on Mar 27, 2026. Recovery took 14 trading sessions.
The current Vanguard Multi-Sector Income Bond ETF drawdown is 0.49%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-2.46%Mar 2026 | 1mo 1d | 21d | 1mo 22dFeb 2026 - Apr 2026 | — |
-1.24%May 2026 | 29d | 10d | 1mo 9dApr 2026 - May 2026 | — |
-0.92%Jul 2026 | 16d | — | 28dJul 2026 - now | — |
-0.77%Nov 2025 | 8d | 20d | 28dOct 2025 - Nov 2025 | — |
-0.66%Oct 2025 | 7d | 5d | 12dOct 2025 - Oct 2025 | — |
Drawdown Indicators
| VGMS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.46% | -56.78% | +54.32% |
Max Drawdown (1Y)Largest decline over 1 year | -2.46% | -9.10% | +6.64% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.49% | -0.12% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -0.31% | -10.70% | +10.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.56% | 2.14% | -1.58% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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