Vanguard Mortgage-Backed Securities ETF (VMBS)
VMBS is a passive ETF by Vanguard tracking the investment results of the Barclays Capital U.S. MBS Index. VMBS launched on Nov 19, 2009 and has a 0.04% expense ratio.
ETF Info
US92206C7719
92206C771
Nov 19, 2009
North America (U.S.)
1x
Barclays Capital U.S. MBS Index
Expense Ratio
VMBS has an expense ratio of 0.04%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard Mortgage-Backed Securities ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Vanguard Mortgage-Backed Securities ETF had a return of 1.81% year-to-date (YTD) and 2.18% in the last 12 months. Over the past 10 years, Vanguard Mortgage-Backed Securities ETF had an annualized return of 0.92%, while the S&P 500 had an annualized return of 11.06%, indicating that Vanguard Mortgage-Backed Securities ETF did not perform as well as the benchmark.
VMBS
1.81%
0.06%
1.51%
2.18%
-0.60%
0.92%
^GSPC (Benchmark)
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
Monthly Returns
The table below presents the monthly returns of VMBS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.37% | -1.54% | 0.92% | -2.73% | 2.04% | 1.29% | 2.48% | 1.30% | 1.16% | -2.67% | 1.54% | 1.81% | |
| 2023 | 3.45% | -2.57% | 1.97% | 0.51% | -0.73% | -0.21% | -0.14% | -0.85% | -3.03% | -2.23% | 5.32% | 4.13% | 5.34% |
| 2022 | -1.48% | -1.08% | -2.47% | -3.59% | 0.91% | -1.46% | 3.19% | -3.22% | -5.00% | -1.42% | 4.17% | -0.76% | -11.89% |
| 2021 | 0.07% | -0.62% | -0.58% | 0.61% | -0.32% | -0.09% | 0.52% | -0.06% | -0.33% | -0.26% | -0.04% | -0.18% | -1.28% |
| 2020 | 0.66% | 0.89% | 1.32% | 0.49% | -0.01% | -0.14% | 0.22% | 0.10% | -0.09% | -0.13% | 0.11% | 0.28% | 3.76% |
| 2019 | 0.84% | -0.07% | 1.41% | -0.10% | 1.11% | 0.68% | 0.44% | 0.93% | 0.13% | 0.34% | 0.08% | 0.24% | 6.19% |
| 2018 | -1.12% | -0.66% | 0.56% | -0.49% | 0.74% | 0.08% | -0.04% | 0.51% | -0.60% | -0.57% | 0.90% | 1.66% | 0.91% |
| 2017 | 0.17% | 0.48% | 0.10% | 0.56% | 0.50% | -0.26% | 0.45% | 0.64% | -0.31% | 0.09% | -0.18% | 0.20% | 2.47% |
| 2016 | 1.23% | 0.29% | 0.21% | 0.25% | 0.03% | 0.90% | 0.22% | 0.07% | 0.35% | -0.36% | -1.82% | -0.10% | 1.26% |
| 2015 | 0.89% | -0.34% | 0.61% | 0.15% | -0.23% | -0.72% | 0.80% | -0.13% | 0.69% | -0.01% | -0.24% | 0.11% | 1.57% |
| 2014 | 1.70% | 0.32% | -0.36% | 0.80% | 1.11% | 0.28% | -0.34% | 0.72% | -0.09% | 0.82% | 0.72% | 0.08% | 5.89% |
| 2013 | -0.37% | 0.38% | -0.01% | 0.50% | -1.45% | -1.04% | 0.15% | -0.48% | 1.42% | 0.67% | -0.57% | -0.45% | -1.27% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VMBS is 21, meaning it’s performing worse than 79% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Vanguard Mortgage-Backed Securities ETF (VMBS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Vanguard Mortgage-Backed Securities ETF provided a 3.59% dividend yield over the last twelve months, with an annual payout of $1.64 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.64 | $1.53 | $1.07 | $0.54 | $1.09 | $1.47 | $1.40 | $1.13 | $1.10 | $1.12 | $1.01 | $0.51 |
Dividend yield | 3.59% | 3.31% | 2.35% | 1.03% | 2.01% | 2.77% | 2.72% | 2.16% | 2.10% | 2.12% | 1.90% | 0.99% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard Mortgage-Backed Securities 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.14 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $0.15 | $1.64 |
| 2023 | $0.00 | $0.11 | $0.12 | $0.12 | $0.12 | $0.13 | $0.13 | $0.13 | $0.13 | $0.14 | $0.13 | $0.28 | $1.53 |
| 2022 | $0.00 | $0.06 | $0.07 | $0.07 | $0.07 | $0.08 | $0.09 | $0.10 | $0.10 | $0.10 | $0.11 | $0.22 | $1.07 |
| 2021 | $0.00 | $0.04 | $0.05 | $0.04 | $0.03 | $0.04 | $0.05 | $0.05 | $0.05 | $0.04 | $0.05 | $0.10 | $0.54 |
| 2020 | $0.00 | $0.11 | $0.10 | $0.13 | $0.10 | $0.10 | $0.08 | $0.08 | $0.07 | $0.07 | $0.07 | $0.20 | $1.09 |
| 2019 | $0.00 | $0.13 | $0.12 | $0.15 | $0.13 | $0.14 | $0.11 | $0.13 | $0.12 | $0.11 | $0.12 | $0.22 | $1.47 |
| 2018 | $0.00 | $0.10 | $0.10 | $0.13 | $0.11 | $0.12 | $0.10 | $0.12 | $0.12 | $0.12 | $0.13 | $0.26 | $1.40 |
| 2017 | $0.00 | $0.07 | $0.09 | $0.09 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.21 | $1.13 |
| 2016 | $0.00 | $0.07 | $0.09 | $0.09 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.07 | $0.07 | $0.32 | $1.10 |
| 2015 | $0.00 | $0.06 | $0.14 | $0.07 | $0.05 | $0.06 | $0.06 | $0.06 | $0.06 | $0.07 | $0.07 | $0.42 | $1.12 |
| 2014 | $0.00 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.07 | $0.07 | $0.06 | $0.06 | $0.07 | $0.28 | $1.01 |
| 2013 | $0.02 | $0.02 | $0.02 | $0.03 | $0.02 | $0.02 | $0.04 | $0.05 | $0.06 | $0.07 | $0.07 | $0.09 | $0.51 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard Mortgage-Backed Securities 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 Mortgage-Backed Securities ETF was 17.46%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current Vanguard Mortgage-Backed Securities ETF drawdown is 6.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.46% | Jan 6, 2021 | 452 | Oct 20, 2022 | — | — | — |
| -5.34% | May 7, 2010 | 2 | May 10, 2010 | 261 | May 20, 2011 | 263 |
| -5.08% | Mar 10, 2020 | 7 | Mar 18, 2020 | 7 | Mar 27, 2020 | 14 |
| -4% | Sep 27, 2012 | 235 | Sep 5, 2013 | 122 | Mar 3, 2014 | 357 |
| -3.26% | Sep 28, 2016 | 56 | Dec 15, 2016 | 158 | Aug 3, 2017 | 214 |
Volatility
Volatility Chart
The current Vanguard Mortgage-Backed Securities ETF volatility is 1.83%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.