Vanguard Mortgage-Backed Secs ETF (VMBS)
54.42
+0.05 +0.09%
NASDAQ
Jul 2, 20:00
Delayed 2m
USD
Key Stats
| Expense Ratio | 0.05% |
| Total Assets Under Management | 12.65B |
| Share Class Assets Under Management | 11.37B |
| 30-Day Average Daily Volume | 1.976M |
| Net Asset Value | 54.40 |
| Discount or Premium to NAV | 0.04% |
| Turnover Ratio | 190.0% |
| 1 Year Fund Level Flows | 1.494B |
View All VMBS News
News
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WireHeadlineTime (ET)
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SA Breaking News06/30 07:36
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SA Breaking News05/28 17:45
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SA Breaking News04/30 08:57
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SA Breaking News03/31 10:55
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SA Breaking News02/28 10:12
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SA Breaking News01/31 06:41
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SA Breaking News12/19 22:41
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SA Breaking News11/29 08:47
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SA Breaking News11/01 10:06
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SA Breaking News09/29 08:00
Performance & Returns
| Total Return (Price) | Total Return (NAV) | Cat. Total Return (NAV) | % Rank in Cat. (NAV) | |
|---|---|---|---|---|
| 1M | -0.11% | -0.14% | 0.14% | 88 |
| 3M | 0.48% | 0.09% | 0.72% | 87 |
| 6M | 3.40% | 3.36% | 5.05% | 79 |
| YTD | 3.50% | 3.52% | 5.22% | 76 |
| 1Y | 5.56% | 5.58% | 6.65% | 62 |
| 3Y | 3.82% | 3.84% | 3.92% | 46 |
| 5Y | 3.08% | 3.09% | 2.91% | 41 |
| 10Y | 2.94% | 2.94% | 2.69% | 38 |
| 15Y | -- | -- | 3.50% | -- |
| 20Y | -- | -- | 4.26% | -- |
Asset Allocation
| Type | % Net | % Long | % Short |
|---|---|---|---|
| Cash | 8.71% | 8.71% | 0.00% |
| Stock | 0.00% | 0.00% | 0.00% |
| Bond | 91.29% | 91.29% | 0.00% |
| Convertible | 0.00% | 0.00% | 0.00% |
| Preferred | 0.00% | 0.00% | 0.00% |
| Other | 0.00% | 0.00% | 0.00% |
Region Exposure
| Americas | 100.0% |
| North America | 100.0% |
| Latin America | 0.00% |
| Greater Europe | 0.00% |
| United Kingdom | 0.00% |
| Europe Developed | 0.00% |
| Europe Emerging | 0.00% |
| Africa/Middle East | 0.00% |
| Greater Asia | 0.00% |
| Japan | 0.00% |
| Australasia | 0.00% |
| Asia Developed | 0.00% |
| Asia Emerging | 0.00% |
| Market Classification | |
| % Developed Markets | 100.0% |
| % Emerging Markets | 0.00% |
VMBS Bond Exposure
| Government | 0.00% |
| Corporate | 0.00% |
| Securitized | 91.29% |
| Municipal | 0.00% |
| Cash | 8.71% |
| Derivative | 0.00% |
VMBS Bond Credit Quality Exposure
| AAA | 100.0% |
| AA | 0.00% |
| A | 0.00% |
| BBB | 0.00% |
| BB | 0.00% |
| B | 0.00% |
| Below B | 0.00% |
| Not Rated | 0.00% |
VMBS Bond Maturity Exposure
| 1 to 7 Days | 0.00% |
| 8 to 30 Days | 0.00% |
| 31 to 90 Days | 0.00% |
| 91 to 182 Days | 0.00% |
| 183 to 364 Days | 0.00% |
| 1 to 3 Years | 0.01% |
| 3 to 5 Years | 0.09% |
| 5 to 7 Years | 1.16% |
| 7 to 10 Years | 1.43% |
| 10 to 15 Years | 9.38% |
| 15 to 20 Years | 4.93% |
| 20 to 30 Years | 73.91% |
| Over 30 Years | 9.08% |
View More Holdings
As of May 31, 2020
Top 10 Holdings
| Symbol | Name | % Weight | Price | % Chg |
|---|---|---|---|---|
| -- | Federal National Mortgage Association 2.5% | 2.54% | -- | -- |
| -- | Federal National Mortgage Association 3% | 2.30% | -- | -- |
| -- | Government National Mortgage Association 3% | 1.13% | -- | -- |
| -- | Government National Mortgage Association 2.5% | 0.92% | -- | -- |
| -- | Federal National Mortgage Association 3.5% | 0.87% | -- | -- |
| -- | Federal National Mortgage Association 2.5% | 0.71% | -- | -- |
| -- | Federal National Mortgage Association 4% | 0.69% | -- | -- |
| -- | Federal Home Loan Mortgage Corporation 3% | 0.58% | -- | -- |
| -- | Federal Home Loan Banks 3% | 0.48% | -- | -- |
| -- | Federal Home Loan Banks 3% | 0.48% | -- | -- |
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Basic Info
| Investment Strategy | |
|---|---|
| The investment seeks to track the performance of a market-weighted mortgage-backed securities index. The fund employs an indexing investment approach designed to track the performance of the Bloomberg Barclays U.S. MBS Float Adjusted Index. This index covers U.S. agency mortgage-backed pass-through securities. To be included in the index, pool aggregates must have at least $250 million currently outstanding and a weighted average maturity of at least 1 year. All of the fund's investments will be selected through the sampling process, and under normal circumstances, at least 80% of the fund's assets will be invested in bonds included in the index. | |
| General | |
| Security Type | Exchange-Traded Fund |
| Equity Style | -- |
| Fixed Income Style | High Quality/Limited Sensitivity |
| Broad Asset Class | Taxable Bond |
| Broad Category | Fixed Income |
| Category Name | Intermediate Government |
| Prospectus Objective | Government Bond - Mortgage |
| Fund Owner Firm Name | Vanguard |
| Benchmark Index | |
| BBgBarc US MBS Float Adjusted TR USD | 100.0% |
| Reports | |
| One Page Report | Download |
Manager Info
| Name | Tenure |
|---|---|
| Joshua Barrickman | 7.36 yrs |
Net Fund Flows
| 1M | 153.54M |
| 3M | 400.94M |
| 6M | 194.22M |
| YTD | 194.22M |
| 1Y | 1.494B |
| 3Y | 7.426B |
| 5Y | 10.18B |
| 10Y | 12.06B |
Risk Info
| Beta (5Y) | 0.5607 |
| Max Drawdown (All) | 5.34% |
| Historical Sharpe Ratio (10Y) | 0.9649 |
| Historical Sortino (All) | 1.081 |
| 30-Day Rolling Volatility | 1.22% |
| Daily Value at Risk (VaR) 1% (All) | 0.48% |
| Monthly Value at Risk (VaR) 1% (All) | 1.70% |
Fundamentals
| Dividend Yield TTM (7-2-20) | 2.39% |
| 30-Day SEC Yield (7-2-20) | 1.91% |
| 7-Day SEC Yield | -- |
| Current Yield | 3.30% |
| Yield to Maturity | -- |
| Effective Duration | 3.44 |
| Average Coupon | 3.49% |
| Average Credit Score | 1.00 (AAA) |
| Average Price | 106.97 |
| Number of Holdings | 3172 |
Attributes
| Key Dates | |
|---|---|
| Inception Date | 11/19/2009 |
| Termination Date | |
| Last Annual Report Date | 8/31/2019 |
| Last Prospectus Date | 12/20/2019 |
| Attributes | |
| Exchange Traded Share | Yes |
| Exchange Traded Note | No |
| Enhanced Index Fund | No |
| Fixed Distribution Fund | No |
| High-Net Worth Individual Fund | No |
| Index Fund | Yes |
| Inverse Fund | No |
| Leveraged Fund | No |
| Fund of Funds | No |
| Currency Hedged Fund | No |
| Synthetic Replication Fund | No |
| Has Dividend Investment Plan | No |
| Socially Responsible Fund | No |
| General Availability | |
| Available for Insurance Product | No |
| Available for Retirement Plan | No |
| Available for RRSP | No |
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