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VMBS: Vanguard Mortgage-Backed Securities Index Fund ETF Shares (ETF)
Basic Info 45.06 0.09(0.20%) May 20
Asset Class: | Intermediate-Term Bond |
MyPlanIQ Rating: | (35%) |
Start Date: | 11/23/2009 |
Last Dividend Date: | 05/01/2024 |
12-Mo. Yield | 3.56% |
Expenses | 0.04% |
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Performance Analytics (As of 05/20/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/23/2009 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.3 | -1.5 | 1.6 | -3.1 | -0.6 | 0.8 | 1.6 | 5.4 | -11.9 | -1.3 | 3.8 | 6.2 | 0.9 | 2.5 | 1.3 | 1.6 | 5.9 | -1.3 | 2.3 | 6.0 | 5.4 | -1.0 |
Sharpe Ratio | NA | -1.04 | -0.32 | -0.7 | -0.33 | -0.05 | 0.17 | 0.13 | -1.51 | -0.69 | 0.54 | 2.35 | -0.16 | 0.76 | 0.45 | 0.59 | 2.35 | -0.36 | 1.29 | 1.54 | 0.65 | -3.27 |
Draw Down(%) | NA | 4.0 | 7.6 | 17.1 | 17.5 | 17.5 | 17.5 | 8.8 | 16.3 | 1.9 | 5.1 | 0.7 | 2.3 | 1.4 | 3.3 | 1.5 | 0.8 | 3.8 | 1.0 | 1.4 | 5.3 | 1.5 |
Standard Deviation(%) | NA | 6.9 | 8.0 | 7.6 | 6.6 | 5.0 | 4.9 | 8.7 | 8.8 | 1.9 | 6.5 | 2.0 | 2.5 | 2.4 | 2.3 | 2.6 | 2.5 | 3.6 | 1.7 | 3.9 | 8.2 | 2.8 |
Treynor Ratio | NA | -0.07 | -0.02 | -0.06 | -0.03 | 0.0 | 0.01 | 0.01 | -0.14 | -0.03 | 0.13 | 0.1 | -0.01 | 0.02 | 0.03 | 0.03 | 0.09 | -0.02 | 0.11 | 0.16 | 0.1 | -0.19 |
Alpha | NA | -0.01 | -0.01 | 0.0 | -0.01 | 0.0 | 0.0 | -0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.01 | 0.0 | -0.04 |
Beta | NA | 1.07 | 1.08 | 0.97 | 0.83 | 0.77 | 0.7 | 1.06 | 0.95 | 0.41 | 0.27 | 0.48 | 0.74 | 0.74 | 0.4 | 0.5 | 0.64 | 0.76 | 0.2 | 0.37 | 0.52 | 0.49 |
RSquared | NA | 0.85 | 0.87 | 0.83 | 0.62 | 0.6 | 0.46 | 0.87 | 0.84 | 0.68 | 0.05 | 0.61 | 0.6 | 0.73 | 0.4 | 0.65 | 0.59 | 0.62 | 0.13 | 0.22 | 0.1 | 0.67 |
Yield(%) | N/A | 1.3 | 3.6 | 2.2 | 2.2 | 2.2 | N/A | 3.4 | 2.0 | 1.0 | 2.1 | 2.9 | 2.7 | 2.2 | 2.1 | 2.1 | 2.0 | 1.0 | 1.6 | 2.7 | 3.9 | 0.2 |
Dividend Growth(%) | N/A | -61.7 | 29.7 | -3.6 | -3.4 | N/A | N/A | 43.9 | 98.1 | -50.9 | -25.7 | 5.0 | 21.6 | 4.5 | 0.0 | 8.8 | 104.0 | -40.5 | -39.1 | -29.6 | 1860.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/23/2009
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