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: 02/04/2026
Current Price: $46.93
Expense Ratio: 0.03%
Assets Under Management
$16.9B
0.23% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
-1.07%
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
Return
0.16%
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
Return
1.19%
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
Return
5.27%
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
Return
12.10%
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
Return
13.00%
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
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.021%
Best Day
1.173%
14/04/2025
Worst Day
-1.352%
07/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $46.82 | $46.94 | $46.70 | $46.93 | 1,516,300 |
| 01/04/2026 | $46.84 | $46.91 | $46.77 | $46.83 | 3,263,000 |
| 31/03/2026 | $46.97 | $47.04 | $46.90 | $46.95 | 1,888,700 |
| 30/03/2026 | $46.87 | $46.95 | $46.82 | $46.85 | 1,146,500 |
| 27/03/2026 | $46.43 | $46.63 | $46.38 | $46.56 | 3,093,600 |
| 26/03/2026 | $46.76 | $46.81 | $46.50 | $46.50 | 1,657,900 |
| 25/03/2026 | $46.85 | $46.90 | $46.77 | $46.89 | 1,305,800 |
| 24/03/2026 | $46.58 | $46.76 | $46.54 | $46.61 | 1,526,400 |
| 23/03/2026 | $46.72 | $46.91 | $46.65 | $46.77 | 2,287,600 |
| 20/03/2026 | $46.83 | $46.84 | $46.56 | $46.58 | 2,513,200 |