Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VMBS (Vanguard Mortgage-Backed Securities ETF) | 3.56% | 4.68% | 1.77% | -0.64% | 1.13% | 1.67% | NA | 1.94% |
Data as of 07/24/2025, AR inception is 11/23/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VMBS (Vanguard Mortgage-Backed Securities ETF) | 11/23/2009 | 07/24/2025 |
| 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 (%) | 0.26 | 4.68 | 1.77 | -0.64 | 1.13 | 1.67 | NA | 1.94 | 3.56 | 1.70 | 5.34 | -11.90 | -1.28 | 3.55 | 6.19 | 0.91 | 2.47 | 1.26 | 1.57 | 5.89 | -1.28 | 2.26 | 5.98 | 5.44 | -1.00 |
| Sharpe Ratio | NA | 0.16 | -0.16 | -0.42 | -0.06 | NA | NA | 0.19 | 0.59 | -0.31 | 0.19 | -1.52 | -0.69 | 0.51 | 2.31 | -0.19 | 0.75 | 0.45 | 0.59 | 2.35 | -0.36 | 1.29 | 1.54 | 0.65 | -3.27 |
| Standard Deviation(%) | NA | 5.75 | 7.74 | 6.55 | 5.29 | NA | NA | 4.99 | 6.04 | 6.12 | 8.71 | 8.80 | 1.88 | 6.46 | 2.04 | 2.53 | 2.43 | 2.32 | 2.64 | 2.50 | 3.61 | 1.72 | 3.85 | 8.21 | 2.85 |
| Draw Down(%) | NA | 4.80 | 11.16 | 17.52 | 17.52 | NA | NA | 17.52 | 3.00 | 4.01 | 8.80 | 16.26 | 1.88 | 5.08 | 0.68 | 2.28 | 1.44 | 3.26 | 1.50 | 0.80 | 3.85 | 1.05 | 1.38 | 5.34 | 1.47 |
| Yield(%) | 0.00 | 4.17 | 3.40 | 2.33 | 2.40 | 2.36 | 1.89 | 2.51 | 2.22 | 3.88 | 3.34 | 2.03 | 1.00 | 1.84 | 2.85 | 2.67 | 2.17 | 2.09 | 2.11 | 1.97 | 0.97 | 1.63 | 2.73 | 3.92 | 0.20 |
Data as of 07/24/2025, AR inception is 11/23/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMBS (Vanguard Mortgage-Backed Securities ETF) |
-5.76%
Oct 2020 - Oct 2023 |
-1.36%
Oct 2017 - Oct 2022 |
0.24%
Oct 2012 - Oct 2022 |
1.71%
Jan 2010 - Jan 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMBS (Vanguard Mortgage-Backed Securities ETF) |
4.55%
Dec 2009 - Dec 2012 |
3.62%
Dec 2009 - Dec 2014 |
3.17%
Mar 2010 - Mar 2020 |
1.87%
Feb 2010 - Feb 2025 |
Annualized Rolling Returns Comparison Chart