(VMBS) Vanguard Mortgage-Backed - Ratings and Ratios
Agency, MBS, Pass-Through, GNMA, FNMA, FHLMC
Dividends
| Dividend Yield | 4.19% |
| Yield on Cost 5y | 4.21% |
| Yield CAGR 5y | 16.24% |
| Payout Consistency | 87.3% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 3.90% |
| Value at Risk 5%th | 6.53% |
| Relative Tail Risk | 1.88% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.36 |
| Alpha | 1.99 |
| CAGR/Max DD | 0.52 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.310 |
| Beta | 0.019 |
| Beta Downside | -0.007 |
| Drawdowns 3y | |
|---|---|
| Max DD | 8.80% |
| Mean DD | 1.91% |
| Median DD | 1.69% |
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.
What is the price of VMBS shares?
Over the past week, the price has changed by -0.25%, over one month by +0.73%, over three months by +1.36% and over the past year by +6.09%.
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 | 49.6 | 5.5% |
VMBS Fundamental Data Overview December 03, 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 = 14.35b USD (14.35b + (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 14.35b)
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 14.35b / 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 = 6.08% (E(14.35b)/V(14.35b) * Re(6.08%) + (debt-free company))
Discount Rate = 6.08% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for VMBS ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle