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Vanguard Mortgage-Backed Securities ETF

VMBS
ETF · Currency in USD
ISIN
US92206C7719
CUSIP
92206C771
Issuer
Vanguard
Inception Date
Nov 23, 2009
Region
North America (U.S.)
Category
Mortgage Backed Securities
Expense Ratio
0.05%
Index Tracked
Barclays Capital U.S. MBS Index
ETF Home Page
investor.vanguard.com
Asset Class
Bond

VMBSPrice Chart


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VMBSPerformance

The chart shows the growth of $10,000 invested in Vanguard Mortgage-Backed Securities ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,785 for a total return of roughly 37.85%. All prices are adjusted for splits and dividends.


VMBS (Vanguard Mortgage-Backed Securities ETF)
Benchmark (S&P 500)

VMBSReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.70%
6M-0.76%
YTD-1.22%
1Y-0.69%
5Y1.96%
10Y2.32%

VMBSMonthly Returns Heatmap


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VMBSSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Vanguard Mortgage-Backed Securities ETF Sharpe ratio is -0.50. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


VMBS (Vanguard Mortgage-Backed Securities ETF)
Benchmark (S&P 500)

VMBSDividends

Vanguard Mortgage-Backed Securities ETF granted a 1.25% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $0.66 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.66$1.09$1.47$1.40$1.13$1.10$1.12$1.01$0.51$0.85$1.38$1.95

Dividend yield

1.25%2.01%2.77%2.72%2.16%2.10%2.12%1.90%0.99%1.62%2.65%3.88%

VMBSDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


VMBS (Vanguard Mortgage-Backed Securities ETF)
Benchmark (S&P 500)

VMBSWorst Drawdowns

The table below shows the maximum drawdowns of the Vanguard Mortgage-Backed Securities ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Vanguard Mortgage-Backed Securities ETF is 5.34%, recorded on May 10, 2010. It took 261 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.34%May 7, 20102May 10, 2010261May 20, 2011263
-5.08%Mar 10, 20207Mar 18, 20207Mar 27, 202014
-4%Sep 27, 2012235Sep 5, 2013122Mar 3, 2014357
-3.26%Sep 28, 201656Dec 15, 2016158Aug 3, 2017214
-2.81%Sep 8, 2017174May 17, 2018155Dec 28, 2018329
-1.5%Apr 27, 201532Jun 10, 201569Sep 17, 2015101
-1.5%Jan 6, 2021201Oct 21, 2021
-1.31%Sep 23, 201112Oct 10, 201141Dec 7, 201153
-1.14%Mar 24, 20108Apr 5, 201023May 6, 201031
-1.01%Jun 9, 201115Jun 29, 201122Aug 1, 201137

VMBSVolatility Chart

Current Vanguard Mortgage-Backed Securities ETF volatility is 2.00%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


VMBS (Vanguard Mortgage-Backed Securities ETF)
Benchmark (S&P 500)

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