(VMBS) Vanguard Mortgage-Backed - Ratings and Ratios
Agency, MBS, Pass-Through, GNMA, FNMA, FHLMC
| Risk via 10d forecast | |
|---|---|
| Volatility | 4.44% |
| Value at Risk 5%th | 7.40% |
| Reward | |
|---|---|
| Sharpe Ratio | 0.67 |
| Alpha | -11.75 |
| Character | |
|---|---|
| Hurst Exponent | 0.526 |
| Beta | 1.090 |
| Drawdowns 3y | |
|---|---|
| Max DD | 8.80% |
| Mean DD | 1.91% |
Description: VMBS Vanguard Mortgage-Backed October 30, 2025
The Vanguard Mortgage-Backed Securities Index Fund ETF (VMBS) uses a passive indexing strategy to replicate the Bloomberg U.S. MBS Float-Adjusted Index, which tracks agency pass-through mortgage-backed securities issued by GNMA, FNMA, and FHLMC. To qualify for the index, each pool must have at least $1 billion outstanding and a weighted-average maturity (WAM) of ≥ 1 year; the ETF samples these securities, investing a minimum of 80 % of assets in index constituents.
Key market metrics (as of Q3 2025) show VMBS trading at a distribution yield of roughly 3.1 % and a duration of about 5.2 years, positioning it as an intermediate-term exposure to the agency MBS sector. The fund’s performance is highly sensitive to Federal Reserve policy-especially changes in short-term rates that affect pre-payment speeds and the net interest margin on the underlying mortgages.
Given the current trajectory of U.S. mortgage rates and the Fed’s balance-sheet normalization, investors should monitor housing-market health indicators (e.g., new-home sales and mortgage delinquency rates) as they directly influence cash-flow timing and credit risk in the underlying securities. For a deeper dive into how VMBS fits within a broader fixed-income strategy, consider exploring ValueRay’s analytical tools for sector-level risk and return insights.
VMBS ETF Overview
| Market Cap in USD | 14,378m |
| Category | Government Mortgage-Backed Bond |
| TER | 0.04% |
| IPO / Inception | 2009-11-19 |
| Return 12m vs S&P 500 | -5.52% |
| Analyst Rating | - |
VMBS Dividends
| Dividend Yield | 4.16% |
| Yield on Cost 5y | 4.18% |
| Yield CAGR 5y | 16.24% |
| Payout Consistency | 87.3% |
| Payout Ratio | - |
VMBS Growth Ratios
| CAGR | 5.30% |
| CAGR/Max DD Calmar Ratio | 0.60 |
| CAGR/Mean DD Pain Ratio | 2.77 |
| Current Volume | 1224.5k |
| Average Volume | 2357.2k |
What is the price of VMBS shares?
Over the past week, the price has changed by +0.26%, over one month by +0.88%, over three months by +2.89% and over the past year by +7.16%.
Is Vanguard Mortgage-Backed a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of VMBS is around 45.09 USD . This means that VMBS is currently overvalued and has a potential downside of -4.25%.
Is VMBS a buy, sell or hold?
What are the forecasts/targets for the VMBS price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 51 | 8.2% |
VMBS Fundamental Data Overview November 10, 2025
Beta = 1.09
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 14.38b USD (14.38b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 14.38b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 14.38b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 10.03% (E(14.38b)/V(14.38b) * Re(10.03%) + (debt-free company))
Discount Rate = 10.03% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for VMBS ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle