Vanguard Mortgage-Backed Secs ETF (VMBS)
54.61
+0.29 +0.53%
NASDAQ
Mar 30, 15:27
Delayed 2m
USD
Key Stats
| Expense Ratio | 0.05% |
| Total Assets Under Management | 12.35B |
| Share Class Assets Under Management | 11.22B |
| 30-Day Average Daily Volume | 2.388M |
| Net Asset Value | 54.69 |
| Discount or Premium to NAV | -0.68% |
| Turnover Ratio | 190.0% |
| 1 Year Fund Level Flows | 3.252B |
View All VMBS News
News
-
WireHeadlineTime (ET)
-
SA Breaking News02/28 10:12
-
SA Breaking News01/31 06:41
-
Yahoo01/30 11:37
-
SA Breaking News12/19 22:41
-
SA Breaking News11/29 08:47
-
SA Breaking News11/01 10:06
-
SA Breaking News09/29 08:00
-
SA Breaking News08/30 09:01
-
SA Breaking News07/31 08:56
-
SA Breaking News06/28 11:21
Performance & Returns
| Total Return (Price) | Total Return (NAV) | Cat. Total Return (NAV) | % Rank in Cat. (NAV) | |
|---|---|---|---|---|
| 1M | 1.29% | 2.07% | 1.63% | 36 |
| 3M | 2.56% | 3.33% | 3.92% | 50 |
| 6M | 3.34% | 4.14% | 4.01% | 47 |
| YTD | 2.56% | 3.32% | 4.00% | 50 |
| 1Y | 6.54% | 7.33% | 7.83% | 49 |
| 3Y | 3.83% | 4.07% | 3.79% | 36 |
| 5Y | 2.79% | 2.93% | 2.49% | 24 |
| 10Y | 3.12% | 3.19% | 2.92% | 34 |
| 15Y | -- | -- | 3.61% | -- |
| 20Y | -- | -- | 4.33% | -- |
Asset Allocation
| Type | % Net | % Long | % Short |
|---|---|---|---|
| Cash | 8.99% | 8.99% | 0.00% |
| Stock | 0.00% | 0.00% | 0.00% |
| Bond | 91.01% | 92.76% | 1.75% |
| 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 | 91.17% |
| Municipal | 0.00% |
| Cash | 8.83% |
| 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 | 0.00% |
| 3 to 5 Years | 0.09% |
| 5 to 7 Years | 0.82% |
| 7 to 10 Years | 1.78% |
| 10 to 15 Years | 8.15% |
| 15 to 20 Years | 5.76% |
| 20 to 30 Years | 75.61% |
| Over 30 Years | 7.80% |
View More Holdings
As of Feb. 29, 2020
Top 10 Holdings
| Symbol | Name | % Weight | Price | % Chg |
|---|---|---|---|---|
| -- | Federal National Mortgage Association 3% | 2.35% | -- | -- |
| -- | Federal National Mortgage Association 3.5% | 1.32% | -- | -- |
| -- | Federal National Mortgage Association 2.5% | 0.97% | -- | -- |
| -- | Government National Mortgage Association 3% | 0.90% | -- | -- |
| -- | Government National Mortgage Association 4% | -0.85% | -- | -- |
| -- | Government National Mortgage Association 3.5% | 0.70% | -- | -- |
| -- | Federal Home Loan Mortgage Corporation 3% | 0.59% | -- | -- |
| -- | Government National Mortgage Association 4.5% | -0.58% | -- | -- |
| -- | Federal National Mortgage Association 2.5% | 0.56% | -- | -- |
| -- | Government National Mortgage Association 4% | 0.55% | -- | -- |
Advertisement
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 | 6.94 yrs |
Net Fund Flows
| 1M | 59.60M |
| 3M | 699.30M |
| 6M | 1.390B |
| YTD | 496.67M |
| 1Y | 3.252B |
| 3Y | 8.361B |
| 5Y | 11.13B |
| 10Y | 12.35B |
Risk Info
| Beta (5Y) | 0.6171 |
| Max Drawdown (All) | 5.34% |
| Historical Sharpe Ratio (10Y) | 1.096 |
| Historical Sortino (All) | 0.6378 |
| 30-Day Rolling Volatility | 18.26% |
| Daily Value at Risk (VaR) 1% (All) | 0.44% |
| Monthly Value at Risk (VaR) 1% (All) | 1.62% |
Fundamentals
| Dividend Yield TTM (3-30-20) | 2.62% |
| 30-Day SEC Yield (3-27-20) | 2.56% |
| 7-Day SEC Yield | -- |
| Current Yield | 3.41% |
| Yield to Maturity | 3.25% |
| Effective Duration | 4.32 |
| Average Coupon | 3.58% |
| Average Credit Score | 1.00 (AAA) |
| Average Price | 105.48 |
| Number of Holdings | 3187 |
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 |
Advertisement
