Summary
VMBS
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 5.66% Volatility 5.02% Sharpe 0.33
Official loaded data — not a live quote.

VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND ETF SHARES

Symbol: VMBS

Exchange: NASDAQ

Sector: N/A

Category: Government Mortgage-Backed Bond

Inception date: 19/11/2009

Latest date: 16/07/2026

Current price: $46.45

Expense ratio: 0.03%

Assets under management
$17.3B
0.11% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.50%

Ann. -11.17% (Sharpe / Sortino numerator)

Volatility

6.46%

Sharpe ratio

-2.290

VaR 95%

-0.80%

CVaR 95%: -0.85%
Max drawdown: -2.22%
Sortino ratio: -3.454
Calmar ratio: -5.04

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.32%

Ann. 0.65% (Sharpe / Sortino numerator)

Volatility

4.89%

Sharpe ratio

-0.610

VaR 95%

-0.51%

CVaR 95%: -0.69%
Max drawdown: -2.85%
Sortino ratio: -0.827
Calmar ratio: 0.23

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.52%

Ann. 2.42% (Sharpe / Sortino numerator)

Volatility

4.15%

Sharpe ratio

-0.292

VaR 95%

-0.40%

CVaR 95%: -0.62%
Max drawdown: -2.85%
Sortino ratio: -0.392
Calmar ratio: 0.85

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.66%

Ann. 5.29% (Sharpe / Sortino numerator)

Volatility

5.02%

Sharpe ratio

0.332

VaR 95%

-0.52%

CVaR 95%: -0.73%
Max drawdown: -3.00%
Sortino ratio: 0.469
Calmar ratio: 1.76

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.72%

Ann. 5.90% (Sharpe / Sortino numerator)

Volatility

5.41%

Sharpe ratio

0.420

VaR 95%

-0.53%

CVaR 95%: -0.76%
Max drawdown: -4.80%
Sortino ratio: 0.624
Calmar ratio: 1.23

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

13.79%

Ann. 4.17% (Sharpe / Sortino numerator)

Volatility

6.42%

Sharpe ratio

0.085

VaR 95%

-0.69%

CVaR 95%: -0.89%
Max drawdown: -8.54%
Sortino ratio: 0.130
Calmar ratio: 0.49

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.022%

Best day

0.968%

01/08/2025
Worst day

-0.851%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $46.40 $46.49 $46.39 $46.45 1,394,000
15/07/2026 $46.43 $46.53 $46.36 $46.50 1,193,700
14/07/2026 $46.33 $46.52 $46.29 $46.46 1,639,000
13/07/2026 $46.34 $46.35 $46.22 $46.24 1,210,100
10/07/2026 $46.52 $46.52 $46.41 $46.44 1,083,300
09/07/2026 $46.43 $46.53 $46.37 $46.47 1,094,900
08/07/2026 $46.42 $46.42 $46.28 $46.37 1,159,400
07/07/2026 $46.62 $46.62 $46.43 $46.46 1,023,100
06/07/2026 $46.62 $46.73 $46.57 $46.62 2,710,300
02/07/2026 $46.61 $46.66 $46.57 $46.61 1,002,700