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ISIN
US92835M7781
CUSIP
922020771
Issuer
Vanguard
Inception Date
Oct 14, 2021
Min. Investment
$3,000
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

VMSIX Performance Chart

Vanguard Multi-Sector Income Bond Inv (VMSIX) is up 1.3% since the beginning of the year. VMSIX is currently trading at $9 per share.


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S&P 500 Index

Returns By Period

Vanguard Multi-Sector Income Bond Inv (VMSIX) has returned 1.25% so far this year and 6.49% over the past 12 months.


Vanguard Multi-Sector Income Bond Inv

1D
0.11%
1M
0.68%
YTD
1.25%
6M
1.58%
1Y
6.49%
3Y*
7.73%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMSIX Monthly Returns History

Based on dividend-adjusted daily data since Feb 1, 2022, VMSIX's average daily return is +0.02%, while the average monthly return is +0.35%. At this rate, an investment would double in approximately 16.5 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +4.3%, while the worst month was Jun 2022 at -4.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VMSIX closed higher 45% of trading days. The best single day was Nov 10, 2022 with a return of +1.9%, while the worst single day was Jun 13, 2022 at -2.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.32%0.57%-1.45%1.24%0.45%0.13%1.25%
20251.19%1.11%-0.38%0.27%0.82%1.73%0.27%1.23%0.82%0.44%0.64%0.60%9.09%
20240.05%-0.20%1.17%-1.20%1.43%0.73%2.07%1.61%1.45%-0.88%1.25%-0.93%6.68%
20233.36%-1.96%2.20%0.58%-0.77%0.81%1.07%-0.31%-1.71%-0.99%4.31%3.62%10.43%
2022-1.94%-1.62%-3.70%1.19%-4.68%4.30%-2.23%-4.15%1.13%3.74%-0.42%-8.50%

Benchmark Metrics

Vanguard Multi-Sector Income Bond Inv has an annualized alpha of 2.48%, beta of 0.13, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since February 01, 2022.

  • This fund participated in 37.46% of S&P 500 Index downside but only 28.20% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.13 may look defensive, but with R2 of 0.22 this fund 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 fund's risk.
  • R2 of 0.22 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.48%
Beta
0.13
0.22
Upside Capture
28.20%
Downside Capture
37.46%

Expense Ratio

VMSIX has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

VMSIX ranks 81 for risk / return — in the top 81% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


VMSIX Risk / Return Rank: 8181
Overall Rank
VMSIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VMSIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
VMSIX Omega Ratio Rank: 8787
Omega Ratio Rank
VMSIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
VMSIX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Multi-Sector Income Bond Inv (VMSIX) 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.


VMSIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

1.56

1.37

+0.19

Calmar ratioReturn relative to maximum drawdown

2.96

2.78

+0.18

Martin ratioReturn relative to average drawdown

13.55

12.44

+1.11

Dividends

Dividend History

Vanguard Multi-Sector Income Bond Inv provided a 5.44% dividend yield over the last twelve months, with an annual payout of $0.50 per share.


4.00%4.50%5.00%5.50%6.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.602022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.50$0.51$0.57$0.49$0.31

Dividend yield

5.44%5.56%6.37%5.43%3.66%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Multi-Sector Income Bond Inv. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.04$0.04$0.04$0.04$0.04$0.20
2025$0.05$0.04$0.05$0.04$0.04$0.05$0.04$0.04$0.04$0.04$0.04$0.05$0.51
2024$0.04$0.04$0.04$0.04$0.05$0.05$0.04$0.05$0.04$0.09$0.04$0.05$0.57
2023$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.04$0.04$0.49
2022$0.02$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.31

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 Inv. 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 Inv was 13.11%, occurring on Oct 20, 2022. Recovery took 289 trading sessions.

The current Vanguard Multi-Sector Income Bond Inv drawdown is 0.11%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-13.11%Oct 2022
8mo 19d1y 1mo
1y 10moFeb 2022 - Dec 2023
2025 selloff2025
-2.81%Apr 2025
1mo 8d1mo 2d
2mo 10dMar 2025 - May 2025
2026 pullback2026
-2.20%Mar 2026
28d21d
1mo 19dFeb 2026 - Apr 2026
2024 pullback2024
-1.97%Apr 2024
19d21d
1mo 10dMar 2024 - May 2024
2025 pullback2025
-1.80%Jan 2025
1mo 5d23d
1mo 28dDec 2024 - Feb 2025

Drawdown Indicators


VMSIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.11%

-56.78%

+43.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.20%

-9.10%

+6.90%

Max Drawdown (3Y)

Largest decline over 3 years

-3.82%

-18.90%

+15.08%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.11%

-1.80%

+1.69%

Average Drawdown

Average peak-to-trough decline

-3.05%

-10.71%

+7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

2.03%

-1.55%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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