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: 15/10/2026
Current price: $44.93
Expense ratio: 0.03%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.39%
Ann. -11.17% (Sharpe / Sortino numerator)
Volatility
6.46%
Sharpe ratio
-2.290
VaR 95%
-0.80%
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
-2.31%
Ann. 0.65% (Sharpe / Sortino numerator)
Volatility
4.89%
Sharpe ratio
-0.610
VaR 95%
-0.51%
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
-2.58%
Ann. 2.42% (Sharpe / Sortino numerator)
Volatility
4.15%
Sharpe ratio
-0.292
VaR 95%
-0.40%
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
-0.62%
Ann. 5.29% (Sharpe / Sortino numerator)
Volatility
5.02%
Sharpe ratio
0.332
VaR 95%
-0.52%
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
4.65%
Ann. 5.90% (Sharpe / Sortino numerator)
Volatility
5.41%
Sharpe ratio
0.420
VaR 95%
-0.53%
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
17.34%
Ann. 4.17% (Sharpe / Sortino numerator)
Volatility
6.42%
Sharpe ratio
0.085
VaR 95%
-0.69%
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: 15/10/2025 - 15/10/2026.
Average daily return
-0.002%
Best day
0.803%
Worst day
-1.036%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $45.12 | $45.16 | $44.90 | $44.93 | 2,560,700 |
| 14/10/2026 | $44.36 | $44.69 | $44.35 | $44.65 | 3,275,100 |
| 13/10/2026 | $44.60 | $44.66 | $44.55 | $44.65 | 2,593,300 |
| 12/10/2026 | $44.52 | $44.57 | $44.45 | $44.56 | 1,773,000 |
| 09/10/2026 | $44.41 | $44.56 | $44.34 | $44.53 | 2,531,100 |
| 08/10/2026 | $44.14 | $44.46 | $44.10 | $44.43 | 2,587,200 |
| 07/10/2026 | $43.96 | $44.30 | $43.95 | $44.22 | 2,466,700 |
| 06/10/2026 | $44.17 | $44.34 | $44.14 | $44.30 | 3,199,000 |
| 05/10/2026 | $44.18 | $44.26 | $44.05 | $44.16 | 2,858,900 |
| 02/10/2026 | $44.55 | $44.57 | $44.21 | $44.24 | 2,991,000 |