Vanguard Mortgage-Backed Securities Index Fund ETF Shares (VMBS)
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Learn moreETF Summary
The fund manager employs an indexing investment approach designed to track the performance of the Bloomberg U.S. MBS Float Adjusted Index. This index covers U.S. agency mortgage-backed pass-through securities issued by the GNMA, the FNMA, and the FHLMC. To be included in the index, pool aggregates must have at least $1 billion 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 at least 80% of the fund's assets will be invested in bonds included in the index.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | -0.37% |
| 5y Average Return | 0.33% |
|---|---|
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.12 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
VMBS | Category Average | VMBS | Category Average | VMBS | Category Average |
|
Alpha
|
0.65 | 0.28 | 0.78 | -0.14 | -0.31 | -0.61 |
|
BETA
|
1.12 | 0.97 | 1.08 | 0.9 | 0.96 | 0.8 |
|
Mean Annual Return
|
0.4 | 0.32 | 0 | 0.05 | 0.08 | 0.11 |
|
R-squared
|
98.81 | 96.15 | 98 | 93.29 | 89.17 | 86.46 |
|
Standard Deviation
|
6.34 | -- | 7.07 | -- | 5.21 | -- |
|
Sharpe Ratio
|
0.03 | -0.18 | -0.57 | -0.56 | -0.29 | -0.28 |
|
Treynor Ratio
|
0.01 | -1.25 | -3.93 | -3.97 | -1.76 | -1.65 |
