Vanguard Mortgage-Backed Secs ETF (VMBS)

54.61 +0.29  +0.53% NASDAQ Mar 30, 15:27 Delayed 2m USD
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Key Stats

Net Asset Value 54.69
Discount or Premium to NAV -0.68%
Turnover Ratio 190.0%
1 Year Fund Level Flows 3.252B

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% --
As of March 27, 2020. Returns for periods of 1 year and above are annualized.

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%
As of Feb. 29, 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 Feb. 29, 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 91.17%
Municipal 0.00%
Cash 8.83%
Derivative 0.00%
As of Feb. 29, 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 Dec. 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 0.09%
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%
As of Feb. 29, 2020
View More Holdings

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% -- --
As of Feb. 29, 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 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
As of Feb. 29, 2020

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
As of Feb. 29, 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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