Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VMBIX (VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND INSTITUTIONAL SHARES) | 3.47% | 4.36% | 1.67% | -0.73% | 1.08% | 1.65% | NA | 1.89% |
Data as of 07/25/2025, AR inception is 11/24/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VMBIX (VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND INSTITUTIONAL SHARES) | 11/24/2009 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.28 | 4.36 | 1.67 | -0.73 | 1.08 | 1.65 | NA | 1.89 | 3.47 | 1.46 | 4.98 | -11.56 | -1.30 | 3.56 | 6.18 | 0.88 | 2.38 | 1.34 | 1.44 | 5.85 | -1.43 | 2.41 | 6.04 | 5.40 | -1.23 |
| Sharpe Ratio | NA | 0.23 | -0.23 | -0.45 | -0.07 | NA | NA | 0.22 | 0.62 | -0.37 | 0.16 | -1.56 | -0.69 | 1.19 | 2.49 | -0.21 | 0.76 | 0.55 | 0.59 | 2.50 | -0.44 | 1.64 | 2.29 | 2.15 | -5.27 |
| Standard Deviation(%) | NA | 5.17 | 7.32 | 6.21 | 4.70 | NA | NA | 4.05 | 5.21 | 5.89 | 8.32 | 8.35 | 1.91 | 2.76 | 1.89 | 2.45 | 2.27 | 2.06 | 2.39 | 2.33 | 3.31 | 1.45 | 2.63 | 2.48 | 2.24 |
| Draw Down(%) | NA | 4.90 | 11.08 | 17.47 | 17.47 | NA | NA | 17.47 | 2.58 | 4.01 | 8.72 | 16.17 | 1.91 | 2.52 | 0.66 | 2.39 | 1.40 | 3.27 | 1.42 | 0.85 | 3.68 | 0.91 | 1.30 | 2.23 | 1.43 |
| Yield(%) | 0.00 | 3.82 | 3.28 | 2.26 | 2.36 | 2.01 | 1.56 | 2.08 | 1.86 | 3.88 | 3.34 | 2.02 | 0.99 | 1.84 | 2.85 | 2.69 | 2.18 | 1.98 | 2.02 | 1.98 | 0.17 | 0.97 | 0.00 | 0.00 | 0.00 |
Data as of 07/25/2025, AR inception is 11/24/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMBIX (VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND INSTITUTIONAL SHARES) |
-5.76%
Oct 2020 - Oct 2023 |
-1.36%
Oct 2017 - Oct 2022 |
0.20%
Oct 2013 - Oct 2023 |
1.70%
Jan 2010 - Jan 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMBIX (VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND INSTITUTIONAL SHARES) |
4.61%
Dec 2009 - Dec 2012 |
3.62%
Dec 2009 - Dec 2014 |
3.19%
Mar 2010 - Mar 2020 |
1.86%
Feb 2010 - Feb 2025 |
Annualized Rolling Returns Comparison Chart