VMBS ETF Analysis: Mortgage-Backed Securities | NASDAQ

Government Mortgage-Backed Bond | NASDAQ, USA | Market Cap: 15.477m USD | 12M Return: 5% | Charts, Fundamentals & Technical Analysis

Agency Mortgage, Pass-Through Securities, Government Mortgage, Index Bonds
Total Rating 58
Safety 74
Buy Signal -0.15
Government Mortgage-Backed Bond
Category Rotation: -2.5
TER: 0.04%
AUM: 15.5B
Avg Turnover: 57.0M
Risk 3d forecast
Volatility4.81%
VaR 5th Pctl0.88%
VaR vs Median1.15%
Reward TTM
Sharpe Ratio0.13
Rel. Str. IBD31.6
Rel. Str. Peer Group91.7
Character TTM
Beta0.055
Beta Downside0.019
Hurst Exponent0.431
Drawdowns 3y
Max DD6.82%
CAGR/Max DD0.66
CAGR/Mean DD3.05

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality 10.5 years of data

Jan -0.1% 25
Feb -0.5% 16
Mar +0.2% 0
Apr -0.3% 28
May +0.2% 14
Jun +0.0% 5
Jul +0.3% 13
Aug +0.2% 21
Sep -0.4% 58
Oct -0.3% 36
Nov +0.1% 24
Dec -0.0% 8

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: VMBS Mortgage-Backed Securities

The Vanguard Mortgage-Backed Securities Index Fund ETF (VMBS) is a passively managed exchange-traded fund that seeks to track the performance of the Bloomberg U.S. MBS Float Adjusted Index. The fund invests in U.S. agency mortgage-backed pass-through securities issued by Ginnie Mae (GNMA), Fannie Mae (FNMA), and Freddie Mac (FHLMC), which are government-affiliated and government-sponsored entities that guarantee or securitize pools of residential home loans. To qualify for index inclusion, underlying mortgage pool aggregates must have at least $1 billion currently outstanding and a weighted average maturity of at least one year. Rather than holding every security in the index, the fund uses a sampling strategy to replicate index returns, with at least 80% of its assets invested in bonds represented in the benchmark.

As an ETF categorized as a Government Mortgage-Backed Bond fund, VMBS provides investors with diversified exposure to the U.S. residential mortgage market through a low-cost index-based structure. Mortgage-backed securities function by aggregating individual home loans into pools, which are then packaged into tradable bonds with cash flows passed through to investors from the underlying mortgage payments of homeowners.

Headlines to Watch Out For
  • Fed rate cuts compress MBS yields and spreads
  • Federal Reserve balance sheet runoff reduces agency mortgage demand
  • Rising mortgage rates slow housing turnover and prepayments
What is the price of VMBS shares?

As of July 28, 2026, the stock is trading at USD 46.28 with a total of 1,481,663 shares traded. Over the past week, the price has changed by -0.24%, over one month by -1.20%, over three months by -0.54% and over the past year by +5.00%.

Current recommended Stop Loss: 46.00 (which is 0.6% or 1.6 ATR below the current price).

Is VMBS a buy, sell or hold?

Mortgage-Backed Securities has no consensus analysts rating.