VMBS
Vanguard Mortgage-Backed Secs ETF
Bloomberg US MBS Float Adjusted TR USD
NAV as of
4 Week: 45.14 - 46.92
52 Week: 43.58 - 50.10
Latest Closing Price
46.90
Premium / Discount
-0.04
Expense Ratio
0.04%
Investment Objective
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 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.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 3.03 | 0.59 | 5.11 |
| 1 Day | -0.04 | 0.00 | 0.00 |
| 1 Week | 0.13 | 1.84 | 0.07 |
| 1 Month | 2.65 | 3.11 | 0.85 |
| 3 Months | 2.02 | 4.68 | 0.43 |
| 6 Months | 3.44 | 7.27 | 0.47 |
| 1 Year | -6.14 | 9.45 | -0.65 |
| 2 Years | -12.24 | 9.95 | -1.23 |
| 3 Years | -12.99 | 10.16 | -1.28 |
| 5 Years | -8.90 | 12.37 | -0.72 |
| 10 Years | -10.12 | 13.93 | -0.73 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | -1.2767 | 5.8110 | 1.4287 | 1.4313 | 2.3733 | 0.8725 | 6.1698 | 3.7750 | -1.3174 | -11.5581 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 37.0000 | 35.0000 | 6.0000 | 92.0000 | 7.0000 | 24.0000 | 41.0000 | 83.0000 | 26.0000 | 48.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 28/02/2023 | 05/03/2023 | 0.1176 |
| 31/01/2023 | 05/02/2023 | 0.1139 |
| 22/12/2022 | 28/12/2022 | 0.1151 |
| 30/11/2022 | 05/12/2022 | 0.1085 |
| 31/10/2022 | 03/11/2022 | 0.1048 |
| 02/10/2022 | 05/10/2022 | 0.1026 |
| 31/08/2022 | 06/09/2022 | 0.0984 |
| 31/07/2022 | 03/08/2022 | 0.0960 |
| 30/06/2022 | 06/07/2022 | 0.0909 |
| 31/05/2022 | 05/06/2022 | 0.0805 |
Portfolio Data
Total Number of Holdings: 4623
Number of Bond Holdings: 4621
Number of Equity Holdings: 0
Total Market Value: 16,757,758,220
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Federal National Mortgage Association 3% | 1.4718 | 178,550,000 | 142,400,000 | 181,199,682 |
| 2 | Federal National Mortgage Association 3.5% | 1.0765 | 129,220,000 | 87,895,000 | 132,530,616 |
| 3 | Government National Mortgage Association 3.5% | 0.8769 | 104,225,000 | 104,225,000 | 107,954,170 |
| 4 | Federal Home Loan Mortgage Corporation 3% | 0.6962 | 83,765,848 | -1,029,872 | 85,708,379 |
| 5 | Federal National Mortgage Association 3.5% | 0.5673 | 67,704,981 | -524,312 | 69,843,105 |
| 6 | Government National Mortgage Association 4% | 0.5623 | 66,575,000 | 53,575,000 | 69,227,348 |
| 7 | Government National Mortgage Association 4% | 0.5424 | 63,959,359 | -2,691,176 | 66,776,129 |
| 8 | Government National Mortgage Association 3% | 0.5274 | 63,305,000 | 63,305,000 | 64,937,003 |
| 9 | Federal National Mortgage Association 4% | 0.5210 | 61,536,336 | -10,373,704 | 64,142,400 |
| 10 | Federal Home Loan Mortgage Corporation 4% | 0.4991 | 59,212,602 | -3,177,923 | 61,446,694 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| N.A | |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
0.0000
Price/Book*
0.0000
Price/Sales*
0.0000
Price/Cash Flow*
0.0000
Dividend Yield*
0.0000
Growth Measures
Long-Term Earnings
0.0000
Historical Earnings
0.0000
Sales Growth
0.0000
Cash-Flow Growth
0.0000
Book-Value Growth
0.0000
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
4621
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 7.06 |
| Average Effective Maturity (Years)* | 9.40 |
| Average Credit Quality | 1.00 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 89.40 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| AAA | 99.98 |
| AA | 0.00 |
| A | 0.00 |
| BBB | 0.00 |
| BB | 0.00 |
| B | 0.00 |
| Below B | 0.00 |
| Not Rated | 0.02 |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 0.05 |
| 3 to 5 Years | 0.33 |
| 5 to 7 Years | 0.32 |
| 7 to 10 Years | 1.73 |
| 10 to 15 Years | 8.37 |
| 15 to 20 Years | 7.36 |
| 20 to 30 Years | 79.82 |
| Over 30 Years | 0.02 |
| 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 |
Data Source: Morningstar
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