VMBS

Vanguard Mortgage-Backed Securities ETF
A

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*Unless otherwise stated, data provided by FactSet.

VMBS Fund Description

VMBS tracks a market weighted index of mortgage-backed securities.

VMBS Factset Analytics Insight

VMBS offers good exposure to mortgage pass-through securities at low all-in costs for smaller investors. It has exposure to the three major agencies: Fannie Mae, Freddie Mac and Ginnie Mae. The fund tracks the float-adjusted version of the index of rivals MBG and MBB and our benchmark. Instead of holding actual MBS pass-throughs, VMBS uses MBS TBAs as liquid alternatives to the MBS. VMBS offers good liquidity for smaller investors and larger players as well, with both narrow trading spreads and low creation costs. As a Vanguard product, VMBS is a bit less transparent as it does not disclose its holdings daily, but its low expense ratio and great index delivery still make it a very Efficient option. In all, VMBS offers good mortgage-backed securities coverage in a stable wrapper with low all-in costs.

VMBS CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
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  • YTD
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COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 07/18/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VMBS 0.75% 2.33% 4.10% 5.83% 1.94% 2.41% --
VMBS (NAV) 0.69% 2.43% 4.24% 6.02% 2.01% 2.47% --
Bloomberg Barclays U.S. MBS Float Adjusted Index 0.69% 2.52% 4.41% 6.26% 2.16% 2.57% --
Bloomberg Barclays U.S. MBS Index 0.70% 2.61% 4.52% 6.40% 2.19% 2.67% 3.24%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VMBS Top 10 Countries

VMBS Top 10 Sectors

VMBS Top 10 Holdings [View All]

VMBS Summary Data

Vanguard
11/19/09
Open-Ended Fund
0.07%
$9.97B
$52.31M
0.02%

VMBS Portfolio Data

3.55
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2.96%
06/03/19
69

VMBS Index Data

Market Value
Market Value
Bloomberg Barclays U.S. MBS Index

VMBS Portfolio Management

0.07%
-0.15%
0.11%
-0.35%

VMBS Tax Exposures

20.00% / 39.60%
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Ordinary income
No

VMBS Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
Low
Monthly
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

VMBS Factset Analytics Block Liquidity

As of 07/19/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of VMBS. VMBS is rated a N/A out of 5.

VMBS Tradability

993,911
$52.31M
516,157
$27.21M
0.02%
$0.01
0.04%
0.16% / -0.10%
None
100.00%
25,000
20.65
0.01%
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$52.86
N/A

VMBS Sector/Industry Breakdown


VMBS
Segment Benchmark
99.98%
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0.02%
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VMBS Top 10 Holdings[View All]

8.66%
1.37%
1.06%
0.82%
0.55%
0.50%
0.47%
0.40%
0.36%
0.22%
14.41%

VMBS Top 5 Countries


VMBS
Segment Benchmark
100.00%
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VMBS Top 5 Currencies


VMBS
Segment Benchmark
100.00%
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VMBS Performance Statistics

1.00
0.96
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VMBS HOLDINGS STATISTICS

5.67 years
3.55
2.96%
4.34
High
69
0.47%

VMBS AVG LIFE MATURITY DISTRIBUTION

3.65%
0.04%
1.50%
37.39%
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VMBS OAS BREAKDOWN

2.76%
0.00%
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