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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.50%
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
-0.32%
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
0.52%
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
5.66%
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
9.72%
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
13.79%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.022%
Best day
0.968%
Worst day
-0.851%
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 |