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
| ISIN | US92206C7719 |
|---|---|
| CUSIP | 92206C771 |
| Issuer | Vanguard |
| Inception Date | Nov 19, 2009 |
| Region | North America (U.S.) |
| Category | Mortgage Backed Securities |
| Index Tracked | Barclays Capital U.S. MBS Index |
| Home Page | advisors.vanguard.com |
| Asset Class | Bond |
Expense Ratio
VMBS has an expense ratio of 0.04% which is considered to be low.
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 -1.54% year-to-date (YTD) and 1.89% in the last 12 months. Over the past 10 years, Vanguard Mortgage-Backed Securities ETF had an annualized return of 0.80%, while the S&P 500 had an annualized return of 10.84%, indicating that Vanguard Mortgage-Backed Securities ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -1.54% | 11.29% |
| 1 month | 2.01% | 6.86% |
| 6 months | 3.52% | 16.73% |
| 1 year | 1.89% | 26.63% |
| 5 years (annualized) | -0.62% | 13.23% |
| 10 years (annualized) | 0.80% | 10.84% |
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% | -1.53% | 0.92% | -2.73% | -1.54% | ||||||||
| 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% | -11.90% |
| 2021 | 0.07% | -0.62% | -0.58% | 0.60% | -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% | -0.05% | 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% | 0.06% | 0.35% | -0.36% | -1.82% | -0.10% | 1.25% |
| 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% | 5.88% |
| 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 13, indicating that it is in the bottom 13% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
VMBS (Vanguard Mortgage-Backed Securities ETF)
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 granted a 3.65% dividend yield in the last twelve months. The annual payout for that period amounted to $1.65 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.65 | $1.53 | $1.07 | $0.54 | $1.09 | $1.47 | $1.40 | $1.13 | $1.10 | $1.12 | $1.01 | $0.51 |
Dividend yield | 3.65% | 3.31% | 2.35% | 1.02% | 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 | $0.58 | |||||||
| 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 | $0.10 | $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 | $0.09 | $0.08 | $0.07 | $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.
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 17.47%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current Vanguard Mortgage-Backed Securities ETF drawdown is 9.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.47% | 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 |
| -4.01% | 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 1.72%, 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.