Vanguard Mortgage-Backed Securities ETF

Vanguard Mortgage-Backed Securities ETF (VMBS)

Description

The investment seeks to track the performance of the Bloomberg U.S. MBS Float Adjusted Index. The VMBS ETF contains 0 constituents. It is focused on holdings in the region.

Price $43.58 as of 2022-10-20

Cost/Risk/Yield

Dividend yield	2.05%
Expense ratio	0.05%
Average spread	0.023%
1Y roundtrip cost	0.073%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	-1.5%	-1.1%	-2.5%	-3.6%	0.9%	-1.5%	3.2%	-3.2%	-5.0%	-3.1%			-17.3%
2021	0.1%	-0.6%	-0.6%	0.6%	-0.3%	-0.1%	0.5%	-0.1%	-0.3%	-0.3%	-0.0%	-0.2%	-1.3%
2020	0.7%	0.9%	1.3%	0.5%	-0.0%	-0.1%	0.2%	0.1%	-0.1%	-0.1%	0.1%	0.3%	3.7%
2019	0.8%	-0.1%	1.4%	-0.1%	1.1%	0.7%	0.4%	0.9%	0.1%	0.3%	0.1%	0.2%	6.0%
2018	-1.1%	-0.7%	0.6%	-0.5%	0.7%	0.1%	-0.0%	0.5%	-0.6%	-0.6%	0.9%	1.7%	0.9%
2017	0.2%	0.5%	0.1%	0.6%	0.5%	-0.3%	0.4%	0.6%	-0.3%	0.1%	-0.2%	0.2%	2.4%
2016	1.2%	0.3%	0.2%	0.2%	0.0%	0.9%	0.2%	0.1%	0.4%	-0.4%	-1.8%	-0.1%	1.3%
2015	0.9%	-0.3%	0.6%	0.1%	-0.2%	-0.7%	0.8%	-0.1%	0.7%	-0.0%	-0.2%	0.1%	1.6%
2014	1.7%	0.3%	-0.4%	0.8%	1.1%	0.3%	-0.3%	0.7%	-0.1%	0.8%	0.7%	0.1%	5.8%
2013	-0.4%	0.4%	0.0%	0.5%	-1.4%	-1.0%	0.1%	-0.5%	1.4%	0.7%	-0.6%	-0.5%	-1.3%
2012	0.4%	-0.0%	0.1%	0.7%	0.3%	0.4%	0.6%	0.5%	0.2%	-0.3%	-0.2%	-0.1%	2.2%
2011	0.3%	0.2%	-0.2%	1.4%	1.1%	-0.0%	0.7%	1.5%	-0.2%	0.1%	0.2%	0.8%	5.8%
	3.3%	-0.3%	0.7%	1.3%	3.8%	-1.4%	6.9%	1.0%	-3.9%	-2.8%	-1.0%	2.5%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022		0.06	0.07	0.07	0.07	0.08	0.09	0.10	0.10	0.10			0.74
2021		0.04	0.05	0.04	0.03	0.04	0.05	0.05	0.05	0.04	0.05	0.05	0.49
2020		0.11	0.10	0.13	0.10	0.10	0.08	0.07	0.07	0.07	0.07	0.07	0.95
2019		0.13	0.12	0.15	0.13	0.14	0.11	0.13	0.12	0.11	0.12	0.10	1.36
2018		0.10	0.10	0.13	0.11	0.12	0.10	0.12	0.12	0.12	0.13	0.12	1.26
2017		0.07	0.09	0.09	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	1.02
2016		0.07	0.09	0.09	0.08	0.08	0.08	0.07	0.08	0.07	0.07	0.07	0.85
2015		0.06	0.07	0.07	0.05	0.06	0.06	0.06	0.06	0.07	0.07	0.07	0.71
2014		0.08	0.08	0.08	0.08	0.08	0.07	0.07	0.06	0.06	0.07	0.06	0.78
2013	0.02	0.02	0.02	0.03	0.02	0.02	0.04	0.05	0.06	0.07	0.07	0.09	0.51
2012	0.07	0.08	0.07	0.07	0.06	0.06	0.05	0.04	0.03		0.03	0.28	0.84
2011	0.09	0.09	0.10	0.08	0.09	0.10	0.10	0.12	0.11	0.11	0.08	0.32	1.38
	0.18	0.90	0.96	1.03	0.90	0.96	0.92	0.97	0.96	0.92	0.85	1.32

Sectors and Top Holdings

Security	% Assets
U.S. Dollar	13.62%
UMBS TBA 30yr 2% October Delivery 2.000% 01-DEC-2049	3.58%
UMBS TBA 30yr 2.5% November Delivery 2.500% 01-JUN-2049	2.96%
UMBS TBA 15yr 2% October Delivery 2.000% 01-OCT-2034	1.10%
UMBS TBA 30yr 3% November Delivery 3.000% 01-AUG-2048	0.91%
UMBS TBA 30yr 3.5% November Delivery 3.500% 01-MAY-2048	0.90%
UMBS TBA 30yr 4% November Delivery 4.000% 01-APR-2048	0.87%
FNMA 30yr Pool#MA4055 2.500% 01-Jun-2050 2.5% 01-JUN-2050	0.72%
GNMA II TBA 30yr 2.5% November Delivery 2.500% 01-OCT-2049	0.60%
Top 9 Weights	25.26%

Compare with similar ETFs

	VMBS	IBDW	IMTB	JAGG	NUBD	PBND
Product name	Vanguard Mortgage-Backed Securities ETF	iShares iBonds Dec 2031 Term Corporate ETF	iShares Core 5-10 Year USD Bond ETF	JPMorgan U.S. Aggregate Bond ETF	NuShares ESG U.S. Aggregate Bond ETF	PowerShares PureBeta US Aggregate Bond Portfolio
Issuer	Vanguard	iShares	iShares	JPMorgan	Nuveen	Invesco
Price	$43.58	$18.925	$41.025	$44.3	$21.055	$21.051
Expense Ratio	0.05%	0.1%	0.06%	0.07%	0.15%	0.05%
Average Spread	0.023%	0.264%	0.195%	0.045%	0.047%	0.095%
AUM	$12,528,700,000	$12,332,500	$106,839,000	$920,524,000	$214,463,000	$18,973,700
Shares	287,488,223	651,649	2,604,249	20,779,317	10,185,830	901,321
Average Daily Volume	2,456,277	155,916	17,828	152,102	57,950	14,667
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2009-11-19	2021-06-22	2016-11-01	2018-12-12	2017-09-29	2017-09-29
Index Tracked	Bloomberg U.S. MBS Float Adjusted Index	Bloomberg December 2031 Maturity Corporate Index	Bloomberg U.S. Universal 5-10 Year Index	No Underlying Index	Bloomberg MSCI US Aggregate ESG Select Index	ICE BofAML US Broad Market Index
Category	Mortgage Backed Securities	n/a	Total Bond Market	Total Bond Market	Total Bond Market	Total Bond Market
Asset Class	Bond		Bond	Bond	Bond	Bond
Asset Class Size
Value or Growth
Region
Countries	U.S.	U.S.	U.S.	Broad	U.S.	U.S.
Annual Dividend Rate	$0.892	$0.629	$1.458	$0.96	$0.544	$0.491
Annual Dividend Yield	0.020%	0.033%	0.036%	0.022%	0.026%	0.023%
Number of Holdings	0	182	2109	1703	925	402
YTD Return	-16.26%	-22.08%	-16.98%	-16.66%	-16.57%	-16.60%
Beta	0.03	0.37	0.02	0.00	0.02	0.02
Upside Beta	-0.04	-0.36	0.01	-0.12	0.00	-0.01
Downside Beta	0.01	-0.62	-0.01	-0.15	0.01	0.00
Volatility 1Y	7.59%	9.92%	7.22%	6.76%	7.17%	6.92%
Sharpe Ratio 3Y	-1.78	0.00	-1.88	-1.55	-1.74	-1.76
Treynor Ratio 3Y	-0.24	0.00	-0.27	2.24	-0.26	-0.31

Securities Database