VMBS vs. SECU
VMBS (Vanguard Mortgage-Backed Securities ETF) and SECU (iShares Securitized Income Active ETF) are both Mortgage Backed Securities funds. VMBS is passively managed, while SECU is actively managed. At a 0.36 correlation, their price movements are largely independent. VMBS charges 0.04%/yr vs 0.40%/yr for SECU.
Performance
VMBS vs. SECU - Performance Comparison
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Returns By Period
VMBS
- 1D
- 0.04%
- 1M
- 0.18%
- YTD
- 0.70%
- 6M
- 1.11%
- 1Y
- 6.25%
- 3Y*
- 4.63%
- 5Y*
- 0.49%
- 10Y*
- 1.36%
SECU
- 1D
- 0.03%
- 1M
- 0.36%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VMBS vs. SECU - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
VMBS Vanguard Mortgage-Backed Securities ETF | 0.27% |
SECU iShares Securitized Income Active ETF | 1.36% |
Correlation
The correlation between VMBS and SECU is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 27, 2026 | 0.36 |
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Return for Risk
VMBS vs. SECU — Risk / Return Rank
VMBS
SECU
VMBS vs. SECU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mortgage-Backed Securities ETF (VMBS) and iShares Securitized Income Active ETF (SECU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| VMBS | SECU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | — | — |
| Martin ratioReturn relative to average drawdown | 7.83 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VMBS | SECU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 1.17 | -0.71 |
Drawdowns
VMBS vs. SECU - Drawdown Comparison
The maximum VMBS drawdown since its inception was -17.47%, which is greater than SECU's maximum drawdown of -1.76%. Use the drawdown chart below to compare losses from any high point for VMBS and SECU.
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Drawdown Indicators
| VMBS | SECU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.47% | -1.76% | -15.71% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -7.65% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -17.47% | — | — |
Current DrawdownCurrent decline from peak | -1.29% | -0.07% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -2.49% | -0.55% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | — | — |
Volatility
VMBS vs. SECU - Volatility Comparison
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Volatility by Period
| VMBS | SECU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.16% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.37% | 3.32% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.77% | 3.32% | +3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.40% | 3.32% | +2.08% |
VMBS vs. SECU - Expense Ratio Comparison
VMBS has a 0.04% expense ratio, which is lower than SECU's 0.40% expense ratio.
Dividends
VMBS vs. SECU - Dividend Comparison
VMBS's dividend yield for the trailing twelve months is around 4.18%, more than SECU's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SECU iShares Securitized Income Active ETF | 2.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VMBS Vanguard Mortgage-Backed Securities ETF | 4.18% | 4.20% | 3.94% | 3.31% | 2.35% | 1.02% | 2.01% | 2.77% | 2.72% | 2.16% | 2.10% | 2.12% |
Frequently Asked Questions
VMBS and SECU have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VMBS is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VMBS is cheaper with a 0.04% expense ratio, compared with 0.40% for SECU.
VMBS has the higher dividend yield at 4.18%, compared with 2.10% for SECU.
They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VMBS and 0.40% for SECU.
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