Vanguard Mortgage-Backed Secs ETF (VMBS)

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50.46 -0.01  -0.03% NASDAQ Oct 22, 16:41 Delayed 2m USD
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VMBS Performance

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -0.49% -0.59% -0.48% 78
3M -1.27% -1.29% -1.21% 52
6M -0.31% -0.33% -0.44% 32
YTD -1.84% -1.93% -2.14% 28
1Y -1.86% -1.83% -2.28% 20
3Y 0.45% 0.48% -0.13% 5
5Y 1.67% 1.62% 1.02% 8
10Y -- -- 2.74% --
As of Oct. 19, 2018. Returns for periods of 1 year and above are annualized.

VMBS Asset Allocation

Type % Net % Long % Short
Cash 6.54% 6.54% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 93.46% 94.14% 0.69%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Sept. 30, 2018

VMBS 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%
As of Sept. 30, 2018. Region breakdown data is calculated by using the long position holdings of the portfolio.

VMBS Bond Exposure

Government 0.00%
Corporate 0.00%
Securitized 93.50%
Municipal 0.00%
Cash 6.50%
Derivative 0.00%
As of Sept. 30, 2018

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%
As of June 30, 2018

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 0.04%
5 to 7 Years 0.21%
7 to 10 Years 3.05%
10 to 15 Years 9.86%
15 to 20 Years 5.76%
20 to 30 Years 76.73%
Over 30 Years 4.34%
As of Sept. 30, 2018
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VMBS Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Government National Mortgage Association 4.5% 1.02% -- --
-- Federal Home Loan Mortgage Corporation 3% 1.01% -- --
-- Government National Mortgage Association 4% 0.79% -- --
-- Federal National Mortgage Association 3% 0.77% -- --
-- Federal National Mortgage Association 3.5% 0.73% -- --
-- Federal Home Loan Mortgage Corporation 4% 0.73% -- --
-- Government National Mortgage Association 3% 0.71% -- --
-- Federal National Mortgage Association 4% 0.64% -- --
-- Federal National Mortgage Association 4.5% 0.63% -- --
-- Federal National Mortgage Association 4.5% 0.60% -- --
As of Sept. 30, 2018
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VMBS One Page Reports

VMBS Basic Info

Style
Fixed Income Style High Quality/Moderate 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%

VMBS Manager Info

Name Tenure
Joshua Barrickman 5.52 yrs
William Baird 8.79 yrs

VMBS Net Fund Flows

1M 46.93M
3M 562.12M
6M 2.257B
YTD 2.686B
1Y 3.162B
3Y 6.147B
5Y 7.428B
10Y --
As of Sept. 30, 2018

VMBS Risk Info

Beta (5Y) 0.7007
Max Drawdown (All) 5.34%
Historical Sharpe (10Y) --
Historical Sortino (All) 1.355
30-Day Rolling Volatility 2.62%
Daily Value at Risk (VaR) 1% (All) 0.47%
Monthly Value at Risk (VaR) 1% (All) 1.69%

VMBS Fundamentals

Dividend Yield TTM (10-22-18) 2.59%
30-Day SEC Yield (10-19-18) 3.07%
7-Day SEC Yield --
Current Yield 3.61%
Yield to Maturity 3.62%
Effective Duration 5.00
Average Coupon 3.66%
Average Credit Score 1.00 (AAA)
Average Price 99.93
Number of Holdings 2837
As of Sept. 30, 2018

VMBS Comparables

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VMBS Attributes

Key Dates
Inception Date 11/19/2009
Termination Date
Last Annual Report Date 8/31/2017
Last Prospectus Date 12/21/2017
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

VMBS Excel Add-In Codes

  • Name: =YCI("VMBS","name")
  • Broad Asset Class: =YCI("VMBS", "broad_asset_class")
  • Broad Category: =YCI("VMBS", "broad_category_group")
  • Prospectus Objective: =YCI("VMBS", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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