Vanguard Mortgage-Backed Secs ETF (VMBS)

54.42 +0.05  +0.09% NASDAQ Jul 2, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 54.40
Discount or Premium to NAV 0.04%
Turnover Ratio 190.0%
1 Year Fund Level Flows 1.494B

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% --
As of July 2, 2020. Returns for periods of 1 year and above are annualized.

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%
As of May 31, 2020

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 May 31, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

VMBS Bond Exposure

Government 0.00%
Corporate 0.00%
Securitized 91.29%
Municipal 0.00%
Cash 8.71%
Derivative 0.00%
As of May 31, 2020

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%
As of March 31, 2020

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%
As of May 31, 2020
View More Holdings

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% -- --
As of May 31, 2020
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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
As of June 30, 2020

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
As of May 31, 2020

Comparables

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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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