Vanguard Mortgage-Backed Secs ETF (VMBS)

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52.20 -0.04  -0.09% NASDAQ May 20, 14:43 Delayed 2m USD
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VMBS Performance

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.76% 0.88% 1.02% 61
3M 1.71% 1.81% 1.89% 59
6M 4.56% 4.68% 4.51% 39
YTD 2.51% 2.55% 2.50% 49
1Y 5.85% 5.94% 5.54% 32
3Y 1.67% 1.71% 1.05% 5
5Y 2.23% 2.25% 1.68% 8
10Y -- -- 2.55% --
15Y -- -- 3.37% --
20Y -- -- 4.02% --
As of May 17, 2019. Returns for periods of 1 year and above are annualized.

VMBS Asset Allocation

Type % Net % Long % Short
Cash 4.13% 4.13% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 95.87% 97.31% 1.44%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of April 30, 2019

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 April 30, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

VMBS Bond Exposure

Government 0.00%
Corporate 0.00%
Securitized 95.93%
Municipal 0.00%
Cash 4.07%
Derivative 0.00%
As of April 30, 2019

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 March 31, 2019

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 0.02%
5 to 7 Years 0.65%
7 to 10 Years 2.44%
10 to 15 Years 9.23%
15 to 20 Years 5.33%
20 to 30 Years 79.48%
Over 30 Years 2.84%
As of April 30, 2019
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VMBS Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Federal Home Loan Mortgage Corporation 3% 0.85% -- --
-- Federal National Mortgage Association 4% 0.78% -- --
-- Federal Home Loan Mortgage Corporation 4% 0.78% -- --
-- Government National Mortgage Association 4.5% 0.77% -- --
-- Government National Mortgage Association 4% 0.72% -- --
-- Federal National Mortgage Association 3.5% 0.69% -- --
-- Fnma Pass-Thru I 3% 0.65% -- --
-- Federal National Mortgage Association 4.5% 0.65% -- --
-- Federal National Mortgage Association 3.5% 0.59% -- --
-- Government National Mortgage Association 3% 0.58% -- --
As of April 30, 2019
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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 6.02 yrs
William Baird 9.28 yrs

VMBS Net Fund Flows

1M 222.36M
3M 747.41M
6M 1.365B
YTD 1.038B
1Y 3.513B
3Y 6.799B
5Y 8.719B
10Y --
As of April 30, 2019

VMBS Risk Info

Beta (5Y) 0.6911
Max Drawdown (All) 5.34%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.530
30-Day Rolling Volatility 1.34%
Daily Value at Risk (VaR) 1% (All) 0.47%
Monthly Value at Risk (VaR) 1% (All) 1.67%

VMBS Fundamentals

Dividend Yield TTM (5-20-19) 2.87%
30-Day SEC Yield (5-17-19) 3.01%
7-Day SEC Yield --
Current Yield 3.59%
Yield to Maturity 3.54%
Effective Duration 4.81
Average Coupon 3.71%
Average Credit Score 1.00 (AAA)
Average Price 102.25
Number of Holdings 2943
As of April 30, 2019

VMBS Comparables

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VMBS Attributes

Key Dates
Inception Date 11/19/2009
Termination Date
Last Annual Report Date 8/31/2018
Last Prospectus Date 12/21/2018
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

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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